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	$701.0M	23.38%	Put
2	GQ9SPDR GOLD TR	1,650,118	$294.2M	9.81%	Put
3	HYGISHARES TR	2,522,300	$189.3M	6.32%	Put
4	EMBISHARES TR	2,000,000	$173.1M	5.77%	Put
5	IWMISHARES TR	696,200	$130.4M	4.35%	Put
6	GDXVANECK ETF TRUST	4,070,300	$122.6M	4.09%	Call
7	FXIISHARES TR	3,846,600	$104.6M	3.49%	Put
8	SPYSPDR S&P 500 ETF TR	227,115	$100.7M	3.36%	Put
9	XLESELECT SECTOR SPDR TR	1,150,000	$93.3M	3.11%	Call
10	TLTISHARES TR	750,000	$77.2M	2.58%	Call
11	CRTOCRITEO S A	2,260,000	$76.3M	2.54%
12	USMVISHARES TR	648,845	$48.2M	1.61%
13	BKLNINVESCO EXCH TRADED FD TR II	2,272,727	$47.8M	1.60%
14	FLOTISHARES TR	916,140	$46.6M	1.55%
15	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,490,000	$44.1M	1.47%
16	EWZISHARES INC	1,205,117	$39.1M	1.30%	Put
17	BABAALIBABA GROUP HLDG LTD	437,915	$36.5M	1.22%	Call
18	LQDISHARES TR	300,000	$32.4M	1.08%	Call
19	URAGLOBAL X FDS	1,213,799	$26.3M	0.88%
20	LMBSFIRST TR EXCHANGE-TRADED FD	489,637	$23.3M	0.78%
21	HYDVANECK ETF TRUST	415,888	$21.4M	0.71%
22	RITMRITHM CAPITAL CORP	2,113,237	$19.8M	0.66%
23	07WAMR COOPER GROUP INC	345,308	$17.5M	0.58%
24	HLTHILTON WORLDWIDE HLDGS INC	120,000	$17.5M	0.58%	Put
25	AAPLAPPLE INC	88,900	$17.2M	0.58%	Call
26	GUNRFLEXSHARES TR	411,161	$16.5M	0.55%
27	VBRVANGUARD INDEX FDS	90,983	$15.0M	0.50%
28	WMTWALMART INC	92,007	$14.5M	0.48%
29	PCG 5.5 08/16/23PG&E CORP	93,500	$14.0M	0.47%
30	IDCC 3.5 06/01/27INTERDIGITAL INC	10,000,000	$13.6M	0.45%
31	LITGLOBAL X FDS	206,197	$13.4M	0.45%
32	PFFISHARES TR	433,122	$13.4M	0.45%
33	ATVIEURACTIVISION BLIZZARD INC	150,000	$12.6M	0.42%	Call
34	BACBANK AMERICA CORP	419,355	$12.0M	0.40%	Put
35	MSFTMICROSOFT CORP	32,900	$11.2M	0.37%	Call
36	LVLNSPDR SER TR	270,000	$11.0M	0.37%	Put
37	BRK/BBERKSHIRE HATHAWAY INC DEL	32,125	$11.0M	0.37%	Put
38	SCCOSOUTHERN COPPER CORP	150,000	$10.8M	0.36%	Put
39	NVDANVIDIA CORPORATION	22,900	$9.7M	0.32%	Call
40	JNJJOHNSON & JOHNSON	58,027	$9.6M	0.32%	Put
41	ARKKARK ETF TR	200,000	$8.8M	0.29%	Put
42	IGFISHARES TR	179,673	$8.4M	0.28%
43	VCITVANGUARD SCOTTSDALE FDS	106,670	$8.4M	0.28%
44	PFEPFIZER INC	208,049	$7.6M	0.25%	Put
45	NEENEXTERA ENERGY INC	102,814	$7.6M	0.25%	Put
46	AMZNAMAZON COM INC	57,739	$7.5M	0.25%	Call
47	AORISHARES TR	144,444	$7.4M	0.25%
48	TSLATESLA INC	28,100	$7.4M	0.25%	Call
49	COHR 6 07/01/23 ACOHERENT CORP	32,032	$7.3M	0.24%
50	EEMISHARES TR	180,000	$7.1M	0.24%	Put
51	LITE 0.5 12/15/26LUMENTUM HLDGS INC	7,500,000	$6.7M	0.22%
52	BSY 0.125 01/15/26BENTLEY SYS INC	6,404,000	$6.6M	0.22%
53	PGPROCTER AND GAMBLE CO	42,246	$6.4M	0.21%	Put
54	GTLS 6.75 12/15/25 BCHART INDS INC	98,010	$6.4M	0.21%
55	JPMJPMORGAN CHASE & CO	43,528	$6.3M	0.21%	Put
56	XLISELECT SECTOR SPDR TR	56,365	$6.0M	0.20%
57	GOOGALPHABET INC	49,300	$6.0M	0.20%	Call
58	RTXRAYTHEON TECHNOLOGIES CORP	58,332	$5.7M	0.19%	Put
59	TUR*ISHARES INC	200,000	$5.7M	0.19%	Call
60	RBC 5 10/15/24 ARBC BEARINGS INC	50,221	$5.3M	0.18%
61	PEPPEPSICO INC	27,267	$5.1M	0.17%	Put
62	XOMEXXON MOBIL CORP	46,636	$5.0M	0.17%	Put
63	MRKMERCK & CO INC	42,942	$5.0M	0.17%	Put
64	—BUNGE LIMITED	50,000	$4.7M	0.16%	Call
65	XLFSELECT SECTOR SPDR TR	138,000	$4.7M	0.16%	Put
66	LITE 0.5 06/15/28LUMENTUM HLDGS INC	5,500,000	$4.3M	0.14%
67	BOTZGLOBAL X FDS	139,241	$4.0M	0.13%
68	GOOGLALPHABET INC	32,500	$3.9M	0.13%	Call
69	MOATVANECK ETF TRUST	47,838	$3.8M	0.13%
70	METAMETA PLATFORMS INC	12,900	$3.7M	0.12%	Call
71	CENX 2.75 05/01/28CENTURY ALUM CO	4,587,000	$3.5M	0.12%
72	ROBOEXCHANGE TRADED CONCEPTS TR	59,076	$3.5M	0.12%
73	PATK 1.75 12/01/28PATRICK INDS INC	3,500,000	$3.4M	0.11%
74	TAPMOLSON COORS BEVERAGE CO	51,700	$3.4M	0.11%	Put
75	HCI 4.75 06/01/42HCI GROUP INC	3,200,000	$3.2M	0.11%
76	STWD 6.75 07/15/27STARWOOD PPTY TR INC	3,000,000	$3.0M	0.10%
77	PKWINVESCO EXCHANGE TRADED FD T	33,560	$3.0M	0.10%
78	HACKUSDETF MANAGERS TR	59,139	$3.0M	0.10%
79	WFCWELLS FARGO CO NEW	69,300	$3.0M	0.10%	Put
80	FDNFIRST TR EXCHANGE-TRADED FD	18,024	$2.9M	0.10%
81	ESPOVANECK ETF TRUST	51,192	$2.9M	0.10%
82	CGWINVESCO EXCH TRADED FD TR II	54,404	$2.8M	0.09%
83	MANUMANCHESTER UTD PLC NEW	112,500	$2.7M	0.09%
84	SKYYFIRST TR EXCHANGE TRADED FD	35,598	$2.7M	0.09%
85	TRVCCITIGROUP INC	55,800	$2.6M	0.09%	Put
86	JNKSPDR SER TR	27,785	$2.6M	0.09%
87	CFGCITIZENS FINL GROUP INC	90,000	$2.3M	0.08%	Put
88	—AMYRIS INC	11,575,000	$2.3M	0.08%
89	XMLVINVESCO EXCH TRADED FD TR II	44,568	$2.3M	0.08%
90	ARANTERO RESOURCES CORP	100,000	$2.3M	0.08%	Call
91	AEPAMERICAN ELEC PWR CO INC	26,869	$2.3M	0.08%
92	DISDISNEY WALT CO	25,017	$2.2M	0.07%	Put
93	COSTCOSTCO WHSL CORP NEW	4,086	$2.2M	0.07%
94	AESAES CORP	100,995	$2.1M	0.07%
95	PARA 5.75 04/01/24 APARAMOUNT GLOBAL	87,533	$2.0M	0.07%
96	MFAMFA FINL INC	167,160	$1.9M	0.06%
97	CLVTCLARIVATE PLC	45,477	$1.9M	0.06%
98	EGHT 4 02/01/288X8 INC NEW	2,000,000	$1.8M	0.06%
99	CWBSPDR SER TR	24,222	$1.7M	0.06%
100	TFCTRUIST FINL CORP	55,800	$1.7M	0.06%	Put

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