BlueCrest Capital Management Ltd Q2 2023 Filing
Filed August 14, 2023
Portfolio Value
$3.0B
Holdings
160
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (160 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 1,897,500 | $701.0T | 23381815.96% | Put |
| 2 | GQ9SPDR GOLD TR | 1,650,118 | $294.2T | 9812266.06% | Put |
| 3 | HYGISHARES TR | 2,522,300 | $189.3T | 6315957.59% | Put |
| 4 | EMBISHARES TR | 2,000,000 | $173.1T | 5773284.18% | Put |
| 5 | IWMISHARES TR | 696,200 | $130.4T | 4348888.56% | Put |
| 6 | GDXVANECK ETF TRUST | 4,070,300 | $122.6T | 4088022.00% | Call |
| 7 | FXIISHARES TR | 3,846,600 | $104.6T | 3488689.23% | Put |
| 8 | SPYSPDR S&P 500 ETF TR | 227,115 | $100.7T | 3358149.33% | Put |
| 9 | XLESELECT SECTOR SPDR TR | 1,150,000 | $93.3T | 3113647.44% | Call |
| 10 | TLTISHARES TR | 750,000 | $77.2T | 2575262.34% | Call |
| 11 | CRTOCRITEO S A | 2,260,000 | $76.3T | 2543487.26% | |
| 12 | USMVISHARES TR | 648,845 | $48.2T | 1608722.54% | |
| 13 | BKLNINVESCO EXCH TRADED FD TR II | 2,272,727 | $47.8T | 1595030.73% | |
| 14 | FLOTISHARES TR | 916,140 | $46.6T | 1553003.94% | |
| 15 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,490,000 | $44.1T | 1469821.25% | |
| 16 | EWZISHARES INC | 1,205,117 | $39.1T | 1303623.58% | Put |
| 17 | BABAALIBABA GROUP HLDG LTD | 437,915 | $36.5T | 1217507.01% | Call |
| 18 | LQDISHARES TR | 300,000 | $32.4T | 1082140.54% | Call |
| 19 | URAGLOBAL X FDS | 1,213,799 | $26.3T | 878582.51% | |
| 20 | LMBSFIRST TR EXCHANGE-TRADED FD | 489,637 | $23.3T | 778566.00% | |
| 21 | HYDVANECK ETF TRUST | 415,888 | $21.4T | 712210.39% | |
| 22 | RITMRITHM CAPITAL CORP | 2,113,237 | $19.8T | 659076.56% | |
| 23 | 07WAMR COOPER GROUP INC | 345,308 | $17.5T | 583279.06% | |
| 24 | HLTHILTON WORLDWIDE HLDGS INC | 120,000 | $17.5T | 582598.69% | Put |
| 25 | AAPLAPPLE INC | 88,900 | $17.2T | 575191.39% | Call |
| 26 | GUNRFLEXSHARES TR | 411,161 | $16.5T | 549550.11% | |
| 27 | VBRVANGUARD INDEX FDS | 90,983 | $15.0T | 501963.11% | |
| 28 | WMTWALMART INC | 92,007 | $14.5T | 482385.45% | |
| 29 | PCG 5.5 08/16/23PG&E CORP | 93,500 | $14.0T | 466291.93% | |
| 30 | IDCC 3.5 06/01/27INTERDIGITAL INC | 10,000,000 | $13.6T | 452633.09% | |
| 31 | LITGLOBAL X FDS | 206,197 | $13.4T | 447203.67% | |
| 32 | PFFISHARES TR | 433,122 | $13.4T | 446854.56% | |
| 33 | ATVIEURACTIVISION BLIZZARD INC | 150,000 | $12.6T | 421788.64% | Call |
| 34 | BACBANK AMERICA CORP | 419,355 | $12.0T | 401317.80% | Put |
| 35 | MSFTMICROSOFT CORP | 32,900 | $11.2T | 373714.61% | Call |
| 36 | LVLNSPDR SER TR | 270,000 | $11.0T | 367721.64% | Put |
| 37 | BRK/BBERKSHIRE HATHAWAY INC DEL | 32,125 | $11.0T | 365404.22% | Put |
| 38 | SCCOSOUTHERN COPPER CORP | 150,000 | $10.8T | 358945.64% | Put |
| 39 | NVDANVIDIA CORPORATION | 22,900 | $9.7T | 323126.39% | Call |
| 40 | JNJJOHNSON & JOHNSON | 58,027 | $9.6T | 320373.54% | Put |
| 41 | ARKKARK ETF TR | 200,000 | $8.8T | 294468.18% | Put |
| 42 | IGFISHARES TR | 179,673 | $8.4T | 281380.79% | |
| 43 | VCITVANGUARD SCOTTSDALE FDS | 106,670 | $8.4T | 281196.77% | |
| 44 | PFEPFIZER INC | 208,049 | $7.6T | 254548.76% | Put |
| 45 | NEENEXTERA ENERGY INC | 102,814 | $7.6T | 254467.44% | Put |
| 46 | AMZNAMAZON COM INC | 57,739 | $7.5T | 251067.01% | Call |
| 47 | AORISHARES TR | 144,444 | $7.4T | 247891.11% | |
| 48 | TSLATESLA INC | 28,100 | $7.4T | 245359.14% | Call |
| 49 | COHR 6 07/01/23 ACOHERENT CORP | 32,032 | $7.3T | 242626.94% | |
| 50 | EEMISHARES TR | 180,000 | $7.1T | 237522.54% | Put |
| 51 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 7,500,000 | $6.7T | 222038.21% | |
| 52 | BSY 0.125 01/15/26BENTLEY SYS INC | 6,404,000 | $6.6T | 219915.50% | |
| 53 | PGPROCTER AND GAMBLE CO | 42,246 | $6.4T | 213826.60% | Put |
| 54 | GTLS 6.75 12/15/25 BCHART INDS INC | 98,010 | $6.4T | 212958.10% | |
| 55 | JPMJPMORGAN CHASE & CO | 43,528 | $6.3T | 211168.24% | Put |
| 56 | XLISELECT SECTOR SPDR TR | 56,365 | $6.0T | 201774.48% | |
| 57 | GOOGALPHABET INC | 49,300 | $6.0T | 198930.17% | Call |
| 58 | RTXRAYTHEON TECHNOLOGIES CORP | 58,332 | $5.7T | 190603.87% | Put |
| 59 | TUR*ISHARES INC | 200,000 | $5.7T | 188462.30% | Call |
| 60 | RBC 5 10/15/24 ARBC BEARINGS INC | 50,221 | $5.3T | 177569.05% | |
| 61 | PEPPEPSICO INC | 27,267 | $5.1T | 168461.75% | Put |
| 62 | XOMEXXON MOBIL CORP | 46,636 | $5.0T | 166837.87% | Put |
| 63 | MRKMERCK & CO INC | 42,942 | $5.0T | 165282.34% | Put |
| 64 | —BUNGE LIMITED | 50,000 | $4.7T | 157357.69% | Call |
| 65 | XLFSELECT SECTOR SPDR TR | 138,000 | $4.7T | 155172.19% | Put |
| 66 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 5,500,000 | $4.3T | 144326.20% | |
| 67 | BOTZGLOBAL X FDS | 139,241 | $4.0T | 133484.21% | |
| 68 | GOOGLALPHABET INC | 32,500 | $3.9T | 129763.80% | Call |
| 69 | MOATVANECK ETF TRUST | 47,838 | $3.8T | 127320.26% | |
| 70 | METAMETA PLATFORMS INC | 12,900 | $3.7T | 123485.91% | Call |
| 71 | CENX 2.75 05/01/28CENTURY ALUM CO | 4,587,000 | $3.5T | 118200.72% | |
| 72 | ROBOEXCHANGE TRADED CONCEPTS TR | 59,076 | $3.5T | 115395.34% | |
| 73 | PATK 1.75 12/01/28PATRICK INDS INC | 3,500,000 | $3.4T | 114142.54% | |
| 74 | TAPMOLSON COORS BEVERAGE CO | 51,700 | $3.4T | 113541.97% | Put |
| 75 | HCI 4.75 06/01/42HCI GROUP INC | 3,200,000 | $3.2T | 106557.19% | |
| 76 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 3,000,000 | $3.0T | 101329.34% | |
| 77 | PKWINVESCO EXCHANGE TRADED FD T | 33,560 | $3.0T | 100133.26% | |
| 78 | HACKUSDETF MANAGERS TR | 59,139 | $3.0T | 99776.65% | |
| 79 | WFCWELLS FARGO CO NEW | 69,300 | $3.0T | 98658.32% | Put |
| 80 | FDNFIRST TR EXCHANGE-TRADED FD | 18,024 | $2.9T | 97991.46% | |
| 81 | ESPOVANECK ETF TRUST | 51,192 | $2.9T | 95196.95% | |
| 82 | CGWINVESCO EXCH TRADED FD TR II | 54,404 | $2.8T | 93294.18% | |
| 83 | MANUMANCHESTER UTD PLC NEW | 112,500 | $2.7T | 91487.61% | |
| 84 | SKYYFIRST TR EXCHANGE TRADED FD | 35,598 | $2.7T | 90172.11% | |
| 85 | TRVCCITIGROUP INC | 55,800 | $2.6T | 85693.04% | Put |
| 86 | JNKSPDR SER TR | 27,785 | $2.6T | 85293.50% | |
| 87 | CFGCITIZENS FINL GROUP INC | 90,000 | $2.3T | 78293.58% | Put |
| 88 | —AMYRIS INC | 11,575,000 | $2.3T | 77252.33% | |
| 89 | XMLVINVESCO EXCH TRADED FD TR II | 44,568 | $2.3T | 76932.45% | |
| 90 | ARANTERO RESOURCES CORP | 100,000 | $2.3T | 76819.24% | Call |
| 91 | AEPAMERICAN ELEC PWR CO INC | 26,869 | $2.3T | 75463.98% | |
| 92 | DISDISNEY WALT CO | 25,017 | $2.2T | 74501.58% | Put |
| 93 | COSTCOSTCO WHSL CORP NEW | 4,086 | $2.2T | 73377.58% | |
| 94 | AESAES CORP | 100,995 | $2.1T | 69835.32% | |
| 95 | PARA 5.75 04/01/24 APARAMOUNT GLOBAL | 87,533 | $2.0T | 66161.88% | |
| 96 | MFAMFA FINL INC | 167,160 | $1.9T | 62672.16% | |
| 97 | CLVTCLARIVATE PLC | 45,477 | $1.9T | 62270.31% | |
| 98 | EGHT 4 02/01/288X8 INC NEW | 2,000,000 | $1.8T | 58735.53% | |
| 99 | CWBSPDR SER TR | 24,222 | $1.7T | 56516.31% | |
| 100 | TFCTRUIST FINL CORP | 55,800 | $1.7T | 56489.66% | Put |
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