BlueCrest Capital Management Ltd Q1 2024 Filing
Filed May 15, 2024
Portfolio Value
$2.0T
Holdings
155
Report Date
Q1 2024
Filing Type
13F-HR
All Holdings (155 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 1,950,000 | $401.2B | 19.81% | Put |
| 2 | EEMISHARES TR | 5,000,000 | $205.4B | 10.14% | Put |
| 3 | LQDISHARES TR | 1,625,000 | $177.0B | 8.74% | Put |
| 4 | HYGISHARES TR | 1,706,247 | $132.6B | 6.55% | Put |
| 5 | NDQINVESCO QQQ TR | 200,000 | $88.8B | 4.38% | Call |
| 6 | CRTOCRITEO S A | 2,260,000 | $79.3B | 3.91% | |
| 7 | EMBISHARES TR | 575,000 | $51.6B | 2.55% | Put |
| 8 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 17,522,000 | $47.7B | 2.35% | |
| 9 | SPYSPDR S&P 500 ETF TR | 71,063 | $37.2B | 1.84% | Put |
| 10 | NVDANVIDIA CORPORATION | 40,800 | $36.9B | 1.82% | Put |
| 11 | IWMISHARES TR | 140,000 | $29.4B | 1.45% | Put |
| 12 | MSFTMICROSOFT CORP | 63,900 | $26.9B | 1.33% | Put |
| 13 | RITMRITHM CAPITAL CORP | 2,134,661 | $23.8B | 1.18% | |
| 14 | ALB 7.25 03/01/27ALBEMARLE CORP | 402,868 | $23.8B | 1.17% | |
| 15 | AMZNAMAZON COM INC | 119,400 | $21.5B | 1.06% | Call |
| 16 | AAPLAPPLE INC | 122,400 | $21.0B | 1.04% | Put |
| 17 | XLESELECT SECTOR SPDR TR | 220,472 | $20.8B | 1.03% | Put |
| 18 | JPMJPMORGAN CHASE & CO | 93,885 | $18.8B | 0.93% | Put |
| 19 | EWZISHARES INC | 500,000 | $16.2B | 0.80% | Call |
| 20 | FXIISHARES TR | 650,000 | $15.6B | 0.77% | Call |
| 21 | LLYELI LILLY & CO | 19,300 | $15.0B | 0.74% | Put |
| 22 | JNJJOHNSON & JOHNSON | 83,566 | $13.2B | 0.65% | Put |
| 23 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 12,340,000 | $13.0B | 0.64% | |
| 24 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 11,500,000 | $12.2B | 0.60% | |
| 25 | —BROOGE ENERGY LTD | 66,899 | $11.1B | 0.55% | |
| 26 | PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR | 11,087,000 | $10.0B | 0.49% | |
| 27 | TSLATESLA INC | 55,300 | $9.7B | 0.48% | Put |
| 28 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 150,490 | $9.6B | 0.47% | |
| 29 | MAMASTERCARD INCORPORATED | 19,500 | $9.4B | 0.46% | Put |
| 30 | IDCC 3.5 06/01/27INTERDIGITAL INC | 6,500,000 | $9.4B | 0.46% | |
| 31 | PGPROCTER AND GAMBLE CO | 56,611 | $9.2B | 0.45% | Put |
| 32 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 9,382,000 | $9.1B | 0.45% | |
| 33 | COSTCOSTCO WHSL CORP NEW | 12,300 | $9.0B | 0.44% | Put |
| 34 | AVGOBROADCOM INC | 6,400 | $8.5B | 0.42% | Put |
| 35 | ASHRDBX ETF TR | 350,000 | $8.4B | 0.42% | Call |
| 36 | BRK/BBERKSHIRE HATHAWAY INC DEL | 19,914 | $8.4B | 0.41% | Put |
| 37 | MRKMERCK & CO INC | 63,300 | $8.4B | 0.41% | Put |
| 38 | PEPPEPSICO INC | 45,983 | $8.0B | 0.40% | Put |
| 39 | AXON 0.5 12/15/27AXON ENTERPRISE INC | 5,500,000 | $8.0B | 0.40% | |
| 40 | SHOPCN 0.125 11/01/25SHOPIFY INC | 8,384,000 | $8.0B | 0.39% | |
| 41 | CRMSALESFORCE INC | 26,327 | $7.9B | 0.39% | Put |
| 42 | BACBANK AMERICA CORP | 208,500 | $7.9B | 0.39% | Put |
| 43 | XLFSELECT SECTOR SPDR TR | 180,011 | $7.6B | 0.37% | |
| 44 | ITGR 2.125 02/15/28INTEGER HLDGS CORP | 5,166,000 | $7.5B | 0.37% | |
| 45 | METAMETA PLATFORMS INC | 15,300 | $7.4B | 0.37% | Put |
| 46 | XOMEXXON MOBIL CORP | 61,745 | $7.2B | 0.35% | Put |
| 47 | AMDADVANCED MICRO DEVICES INC | 39,400 | $7.1B | 0.35% | Call |
| 48 | HDHOME DEPOT INC | 18,200 | $7.0B | 0.34% | Put |
| 49 | COLL 2.875 02/15/29COLLEGIUM PHARMACEUTICAL INC | 5,500,000 | $6.9B | 0.34% | |
| 50 | LVLNSPDR SER TR | 130,600 | $6.6B | 0.32% | Put |
| 51 | WFCWELLS FARGO CO NEW | 111,800 | $6.5B | 0.32% | Put |
| 52 | GOOGLALPHABET INC | 41,500 | $6.3B | 0.31% | Put |
| 53 | DISDISNEY WALT CO | 49,201 | $6.0B | 0.30% | Put |
| 54 | IBMINTERNATIONAL BUSINESS MACHS | 30,900 | $5.9B | 0.29% | Put |
| 55 | PFEPFIZER INC | 209,236 | $5.8B | 0.29% | Put |
| 56 | BACVERIZON COMMUNICATIONS INC | 133,308 | $5.6B | 0.28% | Put |
| 57 | GSGOLDMAN SACHS GROUP INC | 13,300 | $5.6B | 0.27% | Put |
| 58 | CMCSACOMCAST CORP NEW | 127,100 | $5.5B | 0.27% | Put |
| 59 | GTLS 6.75 12/15/25 BCHART INDS INC | 84,597 | $5.4B | 0.27% | |
| 60 | PATK 1.75 12/01/28PATRICK INDS INC | 4,139,000 | $5.4B | 0.27% | |
| 61 | BABOEING CO | 27,558 | $5.3B | 0.26% | Put |
| 62 | WOLF 1.875 12/01/29WOLFSPEED INC | 9,000,000 | $5.1B | 0.25% | |
| 63 | TXNTEXAS INSTRS INC | 29,100 | $5.1B | 0.25% | Call |
| 64 | NKENIKE INC | 53,614 | $5.0B | 0.25% | Put |
| 65 | KOCOCA COLA CO | 80,138 | $4.9B | 0.24% | Put |
| 66 | ABBVABBVIE INC | 26,700 | $4.9B | 0.24% | Put |
| 67 | ADBEADOBE INC | 9,313 | $4.7B | 0.23% | Put |
| 68 | AMGNAMGEN INC | 16,436 | $4.7B | 0.23% | Put |
| 69 | AMATAPPLIED MATLS INC | 22,400 | $4.6B | 0.23% | Put |
| 70 | TAT&T INC | 260,700 | $4.6B | 0.23% | Put |
| 71 | —VINTAGE WINE ESTATES INC | 41,037 | $4.5B | 0.22% | |
| 72 | JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP | 5,000,000 | $4.4B | 0.22% | |
| 73 | CWBSPDR SER TR | 59,190 | $4.3B | 0.21% | |
| 74 | INTUINTUIT | 6,600 | $4.3B | 0.21% | Call |
| 75 | CENX 2.75 05/01/28CENTURY ALUM CO | 4,187,000 | $4.3B | 0.21% | |
| 76 | GOOGALPHABET INC | 27,400 | $4.2B | 0.21% | Put |
| 77 | ECPG 4 03/15/29ENCORE CAP GROUP INC | 4,450,000 | $4.2B | 0.21% | |
| 78 | UPSUNITED PARCEL SERVICE INC | 27,655 | $4.1B | 0.20% | Put |
| 79 | CSCOCISCO SYS INC | 78,200 | $3.9B | 0.19% | Call |
| 80 | LOWLOWES COS INC | 15,000 | $3.8B | 0.19% | Put |
| 81 | DWDMORGAN STANLEY | 40,500 | $3.8B | 0.19% | Put |
| 82 | XLVSELECT SECTOR SPDR TR | 25,781 | $3.8B | 0.19% | |
| 83 | UNHUNITEDHEALTH GROUP INC | 7,587 | $3.8B | 0.19% | Put |
| 84 | XLYSELECT SECTOR SPDR TR | 20,382 | $3.7B | 0.19% | |
| 85 | XLKSELECT SECTOR SPDR TR | 17,831 | $3.7B | 0.18% | |
| 86 | INTCINTEL CORP | 83,600 | $3.7B | 0.18% | Put |
| 87 | AMTAMERICAN TOWER CORP NEW | 17,537 | $3.5B | 0.17% | Put |
| 88 | CATCATERPILLAR INC | 9,300 | $3.4B | 0.17% | Put |
| 89 | QCOMQUALCOMM INC | 19,600 | $3.3B | 0.16% | Call |
| 90 | ISRGINTUITIVE SURGICAL INC | 8,300 | $3.3B | 0.16% | Put |
| 91 | SPGIS&P GLOBAL INC | 7,510 | $3.2B | 0.16% | Put |
| 92 | ABTABBOTT LABS | 27,900 | $3.2B | 0.16% | Put |
| 93 | SBUXSTARBUCKS CORP | 34,638 | $3.2B | 0.16% | Put |
| 94 | IYRISHARES TR | 35,000 | $3.1B | 0.16% | Put |
| 95 | BKNGBOOKING HOLDINGS INC | 800 | $2.9B | 0.14% | Call |
| 96 | 07WAMR COOPER GROUP INC | 35,948 | $2.8B | 0.14% | |
| 97 | BMYBRISTOL-MYERS SQUIBB CO | 51,364 | $2.8B | 0.14% | Put |
| 98 | UNPUNION PAC CORP | 11,300 | $2.8B | 0.14% | Put |
| 99 | WMTWALMART INC | 45,456 | $2.7B | 0.14% | Put |
| 100 | GDXVANECK ETF TRUST | 82,023 | $2.6B | 0.13% |
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