BlueCrest Capital Management Ltd Q3 2023 Filing
Filed November 14, 2023
Portfolio Value
$2.3T
Holdings
164
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (164 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | FXIISHARES TR | 11,350,000 | $301.1B | 13.28% | Put |
| 2 | NDQINVESCO QQQ TR | 755,000 | $270.5B | 11.93% | Put |
| 3 | GQ9SPDR GOLD TR | 1,422,014 | $243.8B | 10.75% | Put |
| 4 | MSFTMICROSOFT CORP | 389,609 | $123.0B | 5.42% | Put |
| 5 | EMBISHARES TR | 1,178,000 | $97.2B | 4.29% | Put |
| 6 | HYGISHARES TR | 1,134,800 | $83.7B | 3.69% | Put |
| 7 | CRTOCRITEO S A | 2,260,000 | $66.0B | 2.91% | |
| 8 | AAPLAPPLE INC | 294,700 | $50.5B | 2.22% | Call |
| 9 | SPYSPDR S&P 500 ETF TR | 106,717 | $45.6B | 2.01% | Put |
| 10 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,490,000 | $43.7B | 1.93% | |
| 11 | TLTISHARES TR | 480,000 | $42.6B | 1.88% | Put |
| 12 | GDXVANECK ETF TRUST | 1,507,400 | $40.6B | 1.79% | Call |
| 13 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 607,930 | $33.5B | 1.48% | |
| 14 | LQDISHARES TR | 315,890 | $32.2B | 1.42% | Call |
| 15 | IWMISHARES TR | 176,500 | $31.2B | 1.38% | Put |
| 16 | NVDANVIDIA CORPORATION | 65,100 | $28.3B | 1.25% | Call |
| 17 | BRK/BBERKSHIRE HATHAWAY INC DEL | 71,071 | $24.9B | 1.10% | Put |
| 18 | KWEBKRANESHARES TR | 892,800 | $24.4B | 1.08% | Call |
| 19 | AMZNAMAZON COM INC | 168,800 | $21.5B | 0.95% | Call |
| 20 | RITMRITHM CAPITAL CORP | 2,113,237 | $19.6B | 0.87% | |
| 21 | XLESELECT SECTOR SPDR TR | 204,278 | $18.5B | 0.81% | Call |
| 22 | FLOTISHARES TR | 362,827 | $18.5B | 0.81% | |
| 23 | EEMISHARES TR | 450,000 | $17.1B | 0.75% | Put |
| 24 | JNJJOHNSON & JOHNSON | 108,854 | $17.0B | 0.75% | Put |
| 25 | JPMJPMORGAN CHASE & CO | 110,773 | $16.1B | 0.71% | Put |
| 26 | TSLATESLA INC | 58,200 | $14.6B | 0.64% | Call |
| 27 | GOOGLALPHABET INC | 108,700 | $14.2B | 0.63% | Call |
| 28 | GOOGALPHABET INC | 107,700 | $14.2B | 0.63% | Call |
| 29 | MTDMETTLER TOLEDO INTERNATIONAL | 12,017 | $13.3B | 0.59% | |
| 30 | IDCC 3.5 06/01/27INTERDIGITAL INC | 11,000,000 | $13.0B | 0.57% | |
| 31 | XOMEXXON MOBIL CORP | 109,550 | $12.9B | 0.57% | Put |
| 32 | PGPROCTER AND GAMBLE CO | 87,436 | $12.8B | 0.56% | Put |
| 33 | WMTWALMART INC | 77,267 | $12.4B | 0.54% | Put |
| 34 | MRKMERCK & CO INC | 119,658 | $12.3B | 0.54% | Put |
| 35 | UNHUNITEDHEALTH GROUP INC | 23,438 | $11.8B | 0.52% | Put |
| 36 | LLYELI LILLY & CO | 21,649 | $11.6B | 0.51% | Put |
| 37 | RTXRTX CORPORATION | 161,044 | $11.6B | 0.51% | Put |
| 38 | AGNCAGNC INVT CORP | 1,202,884 | $11.4B | 0.50% | |
| 39 | METAMETA PLATFORMS INC | 37,400 | $11.2B | 0.50% | Call |
| 40 | VVISA INC | 42,059 | $9.7B | 0.43% | Put |
| 41 | EWZISHARES INC | 300,000 | $9.2B | 0.41% | Call |
| 42 | NEENEXTERA ENERGY INC | 155,991 | $8.9B | 0.39% | Put |
| 43 | PEPPEPSICO INC | 52,661 | $8.9B | 0.39% | Put |
| 44 | MAMASTERCARD INCORPORATED | 21,821 | $8.6B | 0.38% | Put |
| 45 | HDHOME DEPOT INC | 27,802 | $8.4B | 0.37% | Put |
| 46 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 8,000,000 | $8.2B | 0.36% | |
| 47 | KOCOCA COLA CO | 145,987 | $8.2B | 0.36% | Put |
| 48 | ITBISHARES TR | 100,000 | $7.8B | 0.35% | Put |
| 49 | ABBVABBVIE INC | 51,787 | $7.7B | 0.34% | Put |
| 50 | ABTABBOTT LABS | 78,019 | $7.6B | 0.33% | Put |
| 51 | 07WAMR COOPER GROUP INC | 141,010 | $7.6B | 0.33% | |
| 52 | CVXCHEVRON CORP NEW | 43,521 | $7.3B | 0.32% | Put |
| 53 | ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC | 7,500,000 | $7.3B | 0.32% | |
| 54 | PFEPFIZER INC | 211,258 | $7.0B | 0.31% | Put |
| 55 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 11,000,000 | $6.8B | 0.30% | |
| 56 | WFCWELLS FARGO CO NEW | 165,271 | $6.8B | 0.30% | Put |
| 57 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 7,500,000 | $6.3B | 0.28% | |
| 58 | ALTR 1.75 06/15/27ALTAIR ENGR INC | 5,954,000 | $6.3B | 0.28% | |
| 59 | BSY 0.125 01/15/26BENTLEY SYS INC | 6,404,000 | $6.2B | 0.27% | |
| 60 | BKLNINVESCO EXCH TRADED FD TR II | 296,220 | $6.2B | 0.27% | |
| 61 | AMDADVANCED MICRO DEVICES INC | 59,700 | $6.1B | 0.27% | Call |
| 62 | BACBANK AMERICA CORP | 220,412 | $6.0B | 0.27% | Put |
| 63 | HONHONEYWELL INTL INC | 32,342 | $6.0B | 0.26% | Put |
| 64 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 5,850,000 | $5.7B | 0.25% | |
| 65 | MCDMCDONALDS CORP | 20,663 | $5.4B | 0.24% | Put |
| 66 | CRMSALESFORCE INC | 25,327 | $5.1B | 0.23% | Put |
| 67 | NKENIKE INC | 51,702 | $4.9B | 0.22% | Put |
| 68 | ORCLORACLE CORP | 44,139 | $4.7B | 0.21% | Put |
| 69 | GTLS 6.75 12/15/25 BCHART INDS INC | 67,346 | $4.5B | 0.20% | |
| 70 | MDTMEDTRONIC PLC | 56,723 | $4.4B | 0.20% | Put |
| 71 | XLUSELECT SECTOR SPDR TR | 75,000 | $4.4B | 0.19% | Call |
| 72 | ACNACCENTURE PLC IRELAND | 14,352 | $4.4B | 0.19% | Put |
| 73 | DISDISNEY WALT CO | 51,704 | $4.2B | 0.18% | Put |
| 74 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 5,500,000 | $4.0B | 0.18% | |
| 75 | ARKKARK ETF TR | 100,000 | $4.0B | 0.17% | Call |
| 76 | CATCATERPILLAR INC | 14,068 | $3.8B | 0.17% | Put |
| 77 | NFLXNETFLIX INC | 10,100 | $3.8B | 0.17% | Call |
| 78 | CSCOCISCO SYS INC | 69,200 | $3.7B | 0.16% | Call |
| 79 | 4I1PHILIP MORRIS INTL INC | 38,219 | $3.5B | 0.16% | Put |
| 80 | ATVIEURACTIVISION BLIZZARD INC | 37,500 | $3.5B | 0.15% | Put |
| 81 | PATK 1.75 12/01/28PATRICK INDS INC | 3,500,000 | $3.3B | 0.15% | |
| 82 | BABOEING CO | 17,190 | $3.3B | 0.15% | Put |
| 83 | EPR 9 PERP EEPR PPTYS | 125,808 | $3.2B | 0.14% | |
| 84 | COPCONOCOPHILLIPS | 26,878 | $3.2B | 0.14% | Put |
| 85 | BMYBRISTOL-MYERS SQUIBB CO | 55,364 | $3.2B | 0.14% | Put |
| 86 | UPSUNITED PARCEL SERVICE INC | 20,423 | $3.2B | 0.14% | Put |
| 87 | CENX 2.75 05/01/28CENTURY ALUM CO | 4,587,000 | $3.2B | 0.14% | |
| 88 | XRTSPDR SER TR | 50,000 | $3.0B | 0.13% | Put |
| 89 | GEGENERAL ELECTRIC CO | 27,522 | $3.0B | 0.13% | Put |
| 90 | HCI 4.75 06/01/42HCI GROUP INC | 3,200,000 | $3.0B | 0.13% | |
| 91 | XLFSELECT SECTOR SPDR TR | 88,000 | $2.9B | 0.13% | |
| 92 | —NISOURCE INC | 29,542 | $2.9B | 0.13% | |
| 93 | CMCSACOMCAST CORP NEW | 64,400 | $2.9B | 0.13% | Call |
| 94 | DWDMORGAN STANLEY | 33,496 | $2.7B | 0.12% | Put |
| 95 | TXNTEXAS INSTRS INC | 16,500 | $2.6B | 0.12% | Call |
| 96 | 0VVBPARAMOUNT GLOBAL | 200,000 | $2.6B | 0.11% | Put |
| 97 | BABAALIBABA GROUP HLDG LTD | 29,495 | $2.6B | 0.11% | |
| 98 | INTCINTEL CORP | 70,800 | $2.5B | 0.11% | Call |
| 99 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 2,399,000 | $2.5B | 0.11% | |
| 100 | BACVERIZON COMMUNICATIONS INC | 77,189 | $2.5B | 0.11% | Put |
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