BlueCrest Capital Management Ltd Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$2.6T
Holdings
148
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (148 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 2,295,000 | $438.7B | 16.82% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 464,376 | $220.7B | 8.46% | Put |
| 3 | NDQINVESCO QQQ TR | 320,000 | $131.0B | 5.02% | Call |
| 4 | KWEBKRANESHARES TR | 4,833,006 | $130.5B | 5.00% | Call |
| 5 | IWMISHARES TR | 470,000 | $94.3B | 3.62% | Put |
| 6 | MSFTMICROSOFT CORP | 225,000 | $84.6B | 3.24% | Put |
| 7 | AAPLAPPLE INC | 405,100 | $78.0B | 2.99% | Put |
| 8 | EMBISHARES TR | 750,000 | $66.8B | 2.56% | Put |
| 9 | FXIISHARES TR | 2,700,000 | $64.9B | 2.49% | Put |
| 10 | CRTOCRITEO S A | 2,260,000 | $57.2B | 2.19% | |
| 11 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,490,000 | $53.3B | 2.04% | |
| 12 | LQDISHARES TR | 480,000 | $53.1B | 2.04% | Put |
| 13 | NVDANVIDIA CORPORATION | 85,314 | $42.2B | 1.62% | Call |
| 14 | BRK/BBERKSHIRE HATHAWAY INC DEL | 103,977 | $37.1B | 1.42% | Put |
| 15 | AMZNAMAZON COM INC | 241,600 | $36.7B | 1.41% | Put |
| 16 | HYGISHARES TR | 432,780 | $33.5B | 1.28% | Put |
| 17 | JPMJPMORGAN CHASE & CO | 158,148 | $26.9B | 1.03% | Put |
| 18 | UNHUNITEDHEALTH GROUP INC | 47,228 | $24.9B | 0.95% | Put |
| 19 | XLESELECT SECTOR SPDR TR | 295,778 | $24.8B | 0.95% | Call |
| 20 | GOOGLALPHABET INC | 173,574 | $24.2B | 0.93% | Put |
| 21 | TSLATESLA INC | 91,700 | $22.8B | 0.87% | Call |
| 22 | RITMRITHM CAPITAL CORP | 2,113,237 | $22.6B | 0.87% | |
| 23 | PFEPFIZER INC | 763,097 | $22.0B | 0.84% | Put |
| 24 | EWTISHARES INC | 450,000 | $20.7B | 0.79% | Call |
| 25 | JNJJOHNSON & JOHNSON | 131,598 | $20.6B | 0.79% | Put |
| 26 | GOOGALPHABET INC | 144,000 | $20.3B | 0.78% | Put |
| 27 | LLYELI LILLY & CO | 33,498 | $19.5B | 0.75% | Put |
| 28 | XOMEXXON MOBIL CORP | 190,548 | $19.1B | 0.73% | Put |
| 29 | METAMETA PLATFORMS INC | 52,200 | $18.5B | 0.71% | Call |
| 30 | VVISA INC | 68,864 | $17.9B | 0.69% | Put |
| 31 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 315,895 | $17.8B | 0.68% | |
| 32 | EWZISHARES INC | 482,082 | $16.9B | 0.65% | Put |
| 33 | PGPROCTER AND GAMBLE CO | 112,427 | $16.5B | 0.63% | Put |
| 34 | GDXVANECK ETF TRUST | 522,400 | $16.2B | 0.62% | Call |
| 35 | IDCC 3.5 06/01/27INTERDIGITAL INC | 11,000,000 | $16.2B | 0.62% | |
| 36 | WOLF 1.875 12/01/29WOLFSPEED INC | 22,884,000 | $15.4B | 0.59% | |
| 37 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 12,340,000 | $13.8B | 0.53% | |
| 38 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 13,260,000 | $13.7B | 0.52% | |
| 39 | PEPPEPSICO INC | 80,112 | $13.6B | 0.52% | Put |
| 40 | NEE 6.926 09/01/25NEXTERA ENERGY INC | 355,121 | $13.5B | 0.52% | |
| 41 | MRKMERCK & CO INC | 122,054 | $13.3B | 0.51% | Put |
| 42 | HDHOME DEPOT INC | 37,311 | $12.9B | 0.50% | Put |
| 43 | MAMASTERCARD INCORPORATED | 30,029 | $12.8B | 0.49% | Put |
| 44 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 11,500,000 | $12.5B | 0.48% | |
| 45 | CVXCHEVRON CORP NEW | 81,070 | $12.1B | 0.46% | Put |
| 46 | CRMSALESFORCE INC | 45,159 | $11.9B | 0.46% | Put |
| 47 | BACBANK AMERICA CORP | 351,701 | $11.8B | 0.45% | Put |
| 48 | ABBVABBVIE INC | 76,400 | $11.8B | 0.45% | Put |
| 49 | WMTWALMART INC | 72,323 | $11.4B | 0.44% | Put |
| 50 | KOCOCA COLA CO | 187,894 | $11.1B | 0.42% | Put |
| 51 | MTBASIMPLIFY EXCHANGE TRADED FUN | 195,576 | $10.1B | 0.39% | |
| 52 | RTXRTX CORPORATION | 120,103 | $10.1B | 0.39% | Put |
| 53 | COSTCOSTCO WHSL CORP NEW | 15,268 | $10.1B | 0.39% | Put |
| 54 | TMOTHERMO FISHER SCIENTIFIC INC | 18,842 | $10.0B | 0.38% | Put |
| 55 | CSCOCISCO SYS INC | 187,317 | $9.5B | 0.36% | Put |
| 56 | WFCWELLS FARGO CO NEW | 188,826 | $9.3B | 0.36% | Put |
| 57 | ORCLORACLE CORP | 87,724 | $9.2B | 0.35% | Put |
| 58 | MCDMCDONALDS CORP | 31,095 | $9.2B | 0.35% | Put |
| 59 | 07WAMR COOPER GROUP INC | 141,010 | $9.2B | 0.35% | |
| 60 | ABTABBOTT LABS | 81,440 | $9.0B | 0.34% | Put |
| 61 | AMDADVANCED MICRO DEVICES INC | 60,200 | $8.9B | 0.34% | Call |
| 62 | BSY 0.125 01/15/26BENTLEY SYS INC | 8,015,000 | $8.0B | 0.31% | |
| 63 | DHRDANAHER CORPORATION | 34,351 | $7.9B | 0.30% | Put |
| 64 | MTDMETTLER TOLEDO INTERNATIONAL | 6,540 | $7.9B | 0.30% | |
| 65 | BMYBRISTOL-MYERS SQUIBB CO | 152,265 | $7.8B | 0.30% | Put |
| 66 | ALTR 1.75 06/15/27ALTAIR ENGR INC | 5,954,000 | $7.7B | 0.30% | |
| 67 | DISDISNEY WALT CO | 84,851 | $7.7B | 0.29% | Put |
| 68 | ADBEADOBE INC | 12,400 | $7.4B | 0.28% | Call |
| 69 | PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR | 8,200,000 | $7.4B | 0.28% | |
| 70 | BACVERIZON COMMUNICATIONS INC | 188,793 | $7.1B | 0.27% | Put |
| 71 | EEMISHARES TR | 175,000 | $7.0B | 0.27% | Call |
| 72 | CMCSACOMCAST CORP NEW | 157,200 | $6.9B | 0.26% | Put |
| 73 | HONHONEYWELL INTL INC | 32,254 | $6.8B | 0.26% | Put |
| 74 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 8,500,000 | $6.7B | 0.26% | |
| 75 | BABOEING CO | 24,815 | $6.5B | 0.25% | Put |
| 76 | NFLXNETFLIX INC | 13,200 | $6.4B | 0.25% | Call |
| 77 | GSGOLDMAN SACHS GROUP INC | 16,424 | $6.3B | 0.24% | Put |
| 78 | NEENEXTERA ENERGY INC | 103,116 | $6.3B | 0.24% | Put |
| 79 | NKENIKE INC | 57,153 | $6.2B | 0.24% | Put |
| 80 | 4I1PHILIP MORRIS INTL INC | 63,552 | $6.0B | 0.23% | Put |
| 81 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 9,000,000 | $6.0B | 0.23% | |
| 82 | INTCINTEL CORP | 117,900 | $5.9B | 0.23% | Put |
| 83 | TXNTEXAS INSTRS INC | 34,300 | $5.8B | 0.22% | Call |
| 84 | CATCATERPILLAR INC | 19,586 | $5.8B | 0.22% | Put |
| 85 | GEGENERAL ELECTRIC CO | 45,353 | $5.8B | 0.22% | Put |
| 86 | UNPUNION PAC CORP | 22,883 | $5.6B | 0.22% | Put |
| 87 | RGENREPLIGEN CORP | 5,000,000 | $5.6B | 0.22% | |
| 88 | IBMINTERNATIONAL BUSINESS MACHS | 33,764 | $5.5B | 0.21% | Put |
| 89 | COPCONOCOPHILLIPS | 47,232 | $5.5B | 0.21% | Put |
| 90 | GTLS 6.75 12/15/25 BCHART INDS INC | 97,509 | $5.4B | 0.21% | |
| 91 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 5,973,000 | $5.3B | 0.20% | |
| 92 | AMGNAMGEN INC | 18,039 | $5.2B | 0.20% | Put |
| 93 | SPGIS&P GLOBAL INC | 11,115 | $4.9B | 0.19% | Put |
| 94 | TAT&T INC | 288,811 | $4.8B | 0.19% | Put |
| 95 | UPSUNITED PARCEL SERVICE INC | 29,908 | $4.7B | 0.18% | Put |
| 96 | QCOMQUALCOMM INC | 31,700 | $4.6B | 0.18% | Call |
| 97 | ARKKARK ETF TR | 86,879 | $4.5B | 0.17% | Put |
| 98 | DWDMORGAN STANLEY | 45,446 | $4.2B | 0.16% | Put |
| 99 | PATK 1.75 12/01/28PATRICK INDS INC | 3,667,000 | $4.2B | 0.16% | |
| 100 | CENX 2.75 05/01/28CENTURY ALUM CO | 4,587,000 | $3.9B | 0.15% |
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