BlueCrest Capital Management Ltd Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$2.0B

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

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