BlueCrest Capital Management Ltd Q3 2023 Filing

Filed November 14, 2023

Portfolio Value

$2.3B

Holdings

164

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (164 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	2,200,000	$1.0B	44.09%
2	VATE 7.5 08/01/26 *INNOVATE CORP	1,383,000	$503.2M	22.19%
3	GOSS 5 06/01/27GOSSAMER BIO INC	1,122,000	$445.7M	19.65%
4	FXIISHARES TR	11,350,000	$300.0M	13.23%	Put
5	NDQINVESCO QQQ TR	755,000	$270.0M	11.90%	Put
6	GQ9SPDR GOLD TR	1,422,014	$242.0M	10.67%	Put
7	—BROOGE ENERGY LTD	11,299,090	$170.6M	7.52%
8	MSFTMICROSOFT CORP	389,609	$121.0M	5.34%	Put
9	EMBISHARES TR	1,178,000	$96.0M	4.23%	Put
10	—VINTAGE WINE ESTATES INC	5,900,504	$88.5M	3.90%
11	HYGISHARES TR	1,134,800	$82.0M	3.62%	Put
12	CRTOCRITEO S A	2,260,000	$65.0M	2.87%
13	AAPLAPPLE INC	294,700	$50.0M	2.20%	Call
14	SPYSPDR S&P 500 ETF TR	106,717	$44.0M	1.94%	Put
15	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,490,000	$43.0M	1.90%
16	TLTISHARES TR	480,000	$42.0M	1.85%	Put
17	GDXVANECK ETF TRUST	1,507,400	$40.0M	1.76%	Call
18	APO 6.75 07/31/26APOLLO GLOBAL MGMT INC	607,930	$33.0M	1.46%
19	LQDISHARES TR	315,890	$31.0M	1.37%	Call
20	IWMISHARES TR	176,500	$30.0M	1.32%	Put
21	NVDANVIDIA CORPORATION	65,100	$28.0M	1.23%	Call
22	BRK/BBERKSHIRE HATHAWAY INC DEL	71,071	$24.0M	1.06%	Put
23	KWEBKRANESHARES TR	892,800	$24.0M	1.06%	Call
24	AMZNAMAZON COM INC	168,800	$21.0M	0.93%	Call
25	RITMRITHM CAPITAL CORP	2,113,237	$19.0M	0.84%
26	XLESELECT SECTOR SPDR TR	204,278	$18.4M	0.81%	Call
27	FLOTISHARES TR	362,827	$18.0M	0.79%
28	JNJJOHNSON & JOHNSON	108,854	$16.0M	0.71%	Put
29	EEMISHARES TR	450,000	$16.0M	0.71%	Put
30	JPMJPMORGAN CHASE & CO	110,773	$15.0M	0.66%	Put
31	GOOGALPHABET INC	107,700	$14.0M	0.62%	Call
32	GOOGLALPHABET INC	108,700	$14.0M	0.62%	Call
33	TSLATESLA INC	58,200	$14.0M	0.62%	Call
34	XOMEXXON MOBIL CORP	109,550	$12.0M	0.53%	Put
35	WMTWALMART INC	77,267	$12.0M	0.53%	Put
36	PGPROCTER AND GAMBLE CO	87,436	$12.0M	0.53%	Put
37	IDCC 3.5 06/01/27INTERDIGITAL INC	11,000,000	$12.0M	0.53%
38	MRKMERCK & CO INC	119,658	$12.0M	0.53%	Put
39	UNHUNITEDHEALTH GROUP INC	23,438	$11.0M	0.49%	Put
40	AGNCAGNC INVT CORP	1,202,884	$11.0M	0.49%
41	RTXRTX CORPORATION	161,044	$11.0M	0.49%	Put
42	METAMETA PLATFORMS INC	37,400	$11.0M	0.49%	Call
43	EWZISHARES INC	300,000	$9.0M	0.40%	Call
44	PEPPEPSICO INC	52,661	$8.0M	0.35%	Put
45	NEENEXTERA ENERGY INC	155,991	$8.0M	0.35%	Put
46	MAMASTERCARD INCORPORATED	21,821	$8.0M	0.35%	Put
47	KOCOCA COLA CO	145,987	$8.0M	0.35%	Put
48	STWD 6.75 07/15/27STARWOOD PPTY TR INC	8,000,000	$8.0M	0.35%
49	VVISA INC	42,059	$8.0M	0.35%	Put
50	HDHOME DEPOT INC	27,802	$7.0M	0.31%	Put
51	07WAMR COOPER GROUP INC	141,010	$7.0M	0.31%
52	ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC	7,500,000	$7.0M	0.31%
53	ITBISHARES TR	100,000	$7.0M	0.31%	Put
54	NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.	11,000,000	$6.0M	0.26%
55	BSY 0.125 01/15/26BENTLEY SYS INC	6,404,000	$6.0M	0.26%
56	AMDADVANCED MICRO DEVICES INC	59,700	$6.0M	0.26%	Call
57	WFCWELLS FARGO CO NEW	165,271	$6.0M	0.26%	Put
58	LITE 0.5 12/15/26LUMENTUM HLDGS INC	7,500,000	$6.0M	0.26%
59	CVXCHEVRON CORP NEW	43,521	$6.0M	0.26%	Put
60	ABTABBOTT LABS	78,019	$6.0M	0.26%	Put
61	ABBVABBVIE INC	51,787	$6.0M	0.26%	Put
62	BKLNINVESCO EXCH TRADED FD TR II	296,220	$6.0M	0.26%
63	ALTR 1.75 06/15/27ALTAIR ENGR INC	5,954,000	$6.0M	0.26%
64	PFEPFIZER INC	211,258	$6.0M	0.26%	Put
65	ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC	5,850,000	$5.0M	0.22%
66	MCDMCDONALDS CORP	20,663	$5.0M	0.22%	Put
67	BACBANK AMERICA CORP	220,412	$5.0M	0.22%	Put
68	HONHONEYWELL INTL INC	32,342	$5.0M	0.22%	Put
69	NKENIKE INC	51,702	$4.0M	0.18%	Put
70	MDTMEDTRONIC PLC	56,723	$4.0M	0.18%	Put
71	CRMSALESFORCE INC	25,327	$4.0M	0.18%	Put
72	XLUSELECT SECTOR SPDR TR	75,000	$4.0M	0.18%	Call
73	LITE 0.5 06/15/28LUMENTUM HLDGS INC	5,500,000	$4.0M	0.18%
74	GTLS 6.75 12/15/25 BCHART INDS INC	67,346	$4.0M	0.18%
75	ACNACCENTURE PLC IRELAND	14,352	$4.0M	0.17%	Put
76	ORCLORACLE CORP	44,139	$3.0M	0.13%	Put
77	CENX 2.75 05/01/28CENTURY ALUM CO	4,587,000	$3.0M	0.13%
78	NFLXNETFLIX INC	10,100	$3.0M	0.13%	Call
79	CATCATERPILLAR INC	14,068	$3.0M	0.13%	Put
80	BABOEING CO	17,190	$3.0M	0.13%	Put
81	ARKKARK ETF TR	100,000	$3.0M	0.13%	Call
82	XRTSPDR SER TR	50,000	$3.0M	0.13%	Put
83	DISDISNEY WALT CO	51,704	$3.0M	0.13%	Put
84	EPR 9 PERP EEPR PPTYS	125,808	$3.0M	0.13%
85	ATVIEURACTIVISION BLIZZARD INC	37,500	$3.0M	0.13%	Put
86	HCI 4.75 06/01/42HCI GROUP INC	3,200,000	$3.0M	0.13%
87	4I1PHILIP MORRIS INTL INC	38,219	$3.0M	0.13%	Put
88	PATK 1.75 12/01/28PATRICK INDS INC	3,500,000	$3.0M	0.13%
89	BMYBRISTOL-MYERS SQUIBB CO	55,364	$3.0M	0.13%	Put
90	CSCOCISCO SYS INC	69,200	$3.0M	0.13%	Call
91	UPSUNITED PARCEL SERVICE INC	20,423	$3.0M	0.13%	Put
92	GEGENERAL ELECTRIC CO	27,522	$2.9M	0.13%	Put
93	COPCONOCOPHILLIPS	26,878	$2.8M	0.12%	Put
94	0VVBPARAMOUNT GLOBAL	200,000	$2.0M	0.09%	Put
95	LVLNSPDR SER TR	50,000	$2.0M	0.09%	Put
96	CMCSACOMCAST CORP NEW	64,400	$2.0M	0.09%	Call
97	INTCINTEL CORP	70,800	$2.0M	0.09%	Call
98	TXNTEXAS INSTRS INC	16,500	$2.0M	0.09%	Call
99	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	2,399,000	$2.0M	0.09%
100	HNMORMAT TECHNOLOGIES INC	35,000	$2.0M	0.09%	Put

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