BlueCrest Capital Management Ltd Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$2.6B

Holdings

148

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (148 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	VATE 7.5 08/01/26 *INNOVATE CORP	1,383,000	$630.4M	24.16%
2	GQ9SPDR GOLD TR	2,295,000	$438.0M	16.79%	Put
3	SPYSPDR S&P 500 ETF TR	464,376	$220.0M	8.43%	Put
4	—BROOGE ENERGY LTD	11,262,580	$166.7M	6.39%
5	NDQINVESCO QQQ TR	320,000	$131.0M	5.02%	Call
6	KWEBKRANESHARES TR	4,833,006	$130.0M	4.98%	Call
7	IWMISHARES TR	470,000	$94.0M	3.60%	Put
8	MSFTMICROSOFT CORP	225,000	$84.2M	3.23%	Put
9	AAPLAPPLE INC	405,100	$77.0M	2.95%	Put
10	EMBISHARES TR	750,000	$66.0M	2.53%	Put
11	FXIISHARES TR	2,700,000	$64.0M	2.45%	Put
12	—VINTAGE WINE ESTATES INC	5,623,793	$57.9M	2.22%
13	CRTOCRITEO S A	2,260,000	$57.0M	2.18%
14	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	20,490,000	$53.0M	2.03%
15	LQDISHARES TR	480,000	$53.0M	2.03%	Put
16	NVDANVIDIA CORPORATION	85,314	$41.0M	1.57%	Call
17	BRK/BBERKSHIRE HATHAWAY INC DEL	103,977	$36.0M	1.38%	Put
18	AMZNAMAZON COM INC	241,600	$35.9M	1.37%	Put
19	HYGISHARES TR	432,780	$33.0M	1.26%	Put
20	JPMJPMORGAN CHASE & CO	158,148	$26.0M	1.00%	Put
21	XLESELECT SECTOR SPDR TR	295,778	$23.0M	0.88%	Call
22	TSLATESLA INC	91,700	$22.0M	0.84%	Call
23	RITMRITHM CAPITAL CORP	2,113,237	$22.0M	0.84%
24	GOOGLALPHABET INC	173,574	$22.0M	0.84%	Put
25	PFEPFIZER INC	763,097	$20.0M	0.77%	Put
26	JNJJOHNSON & JOHNSON	131,598	$20.0M	0.77%	Put
27	EWTISHARES INC	450,000	$20.0M	0.77%	Call
28	GOOGALPHABET INC	144,000	$19.0M	0.73%	Put
29	METAMETA PLATFORMS INC	52,200	$18.0M	0.69%	Call
30	XOMEXXON MOBIL CORP	190,548	$18.0M	0.69%	Put
31	APO 6.75 07/31/26APOLLO GLOBAL MGMT INC	315,895	$17.0M	0.65%
32	VVISA INC	68,864	$17.0M	0.65%	Put
33	IDCC 3.5 06/01/27INTERDIGITAL INC	11,000,000	$16.0M	0.61%
34	EWZISHARES INC	482,082	$16.0M	0.61%	Put
35	GDXVANECK ETF TRUST	522,400	$16.0M	0.61%	Call
36	WOLF 1.875 12/01/29WOLFSPEED INC	22,884,000	$15.0M	0.57%
37	PGPROCTER AND GAMBLE CO	112,427	$15.0M	0.57%	Put
38	PEPPEPSICO INC	80,112	$13.0M	0.50%	Put
39	NEE 6.926 09/01/25NEXTERA ENERGY INC	355,121	$13.0M	0.50%
40	ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC	13,260,000	$13.0M	0.50%
41	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	12,340,000	$13.0M	0.50%
42	MRKMERCK & CO INC	122,054	$12.0M	0.46%	Put
43	HDHOME DEPOT INC	37,311	$12.0M	0.46%	Put
44	STWD 6.75 07/15/27STARWOOD PPTY TR INC	11,500,000	$12.0M	0.46%
45	MAMASTERCARD INCORPORATED	30,029	$12.0M	0.46%	Put
46	CRMSALESFORCE INC	45,159	$11.0M	0.42%	Put
47	ABBVABBVIE INC	76,400	$11.0M	0.42%	Put
48	BACBANK AMERICA CORP	351,701	$11.0M	0.42%	Put
49	CVXCHEVRON CORP NEW	81,070	$11.0M	0.42%	Put
50	MTBASIMPLIFY EXCHANGE TRADED FUN	195,576	$10.0M	0.38%
51	WMTWALMART INC	72,323	$10.0M	0.38%	Put
52	KOCOCA COLA CO	187,894	$10.0M	0.38%	Put
53	MCDMCDONALDS CORP	31,095	$9.0M	0.34%	Put
54	RTXRTX CORPORATION	120,103	$9.0M	0.34%	Put
55	TMOTHERMO FISHER SCIENTIFIC INC	18,842	$9.0M	0.34%	Put
56	07WAMR COOPER GROUP INC	141,010	$9.0M	0.34%
57	WFCWELLS FARGO CO NEW	188,826	$8.9M	0.34%	Put
58	CSCOCISCO SYS INC	187,317	$8.3M	0.32%	Put
59	AMDADVANCED MICRO DEVICES INC	60,200	$8.0M	0.31%	Call
60	ABTABBOTT LABS	81,440	$8.0M	0.31%	Put
61	ORCLORACLE CORP	87,724	$8.0M	0.31%	Put
62	BMYBRISTOL-MYERS SQUIBB CO	152,265	$7.0M	0.27%	Put
63	BSY 0.125 01/15/26BENTLEY SYS INC	8,015,000	$7.0M	0.27%
64	PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR	8,200,000	$7.0M	0.27%
65	ALTR 1.75 06/15/27ALTAIR ENGR INC	5,954,000	$7.0M	0.27%
66	EEMISHARES TR	175,000	$7.0M	0.27%	Call
67	DHRDANAHER CORPORATION	34,351	$7.0M	0.27%	Put
68	HONHONEYWELL INTL INC	32,254	$6.5M	0.25%	Put
69	LITE 0.5 06/15/28LUMENTUM HLDGS INC	8,500,000	$6.0M	0.23%
70	NFLXNETFLIX INC	13,200	$6.0M	0.23%	Call
71	DISDISNEY WALT CO	84,851	$6.0M	0.23%	Put
72	NKENIKE INC	57,153	$6.0M	0.23%	Put
73	BACVERIZON COMMUNICATIONS INC	188,793	$6.0M	0.23%	Put
74	CMCSACOMCAST CORP NEW	157,200	$5.9M	0.23%	Put
75	INTCINTEL CORP	117,900	$5.8M	0.22%	Put
76	CATCATERPILLAR INC	19,586	$5.7M	0.22%	Put
77	GEGENERAL ELECTRIC CO	45,353	$5.7M	0.22%	Put
78	BABOEING CO	24,815	$5.6M	0.21%	Put
79	UNPUNION PAC CORP	22,883	$5.5M	0.21%	Put
80	GSGOLDMAN SACHS GROUP INC	16,424	$5.5M	0.21%	Put
81	IBMINTERNATIONAL BUSINESS MACHS	33,764	$5.5M	0.21%	Put
82	UNHUNITEDHEALTH GROUP INC	47,228	$5.0M	0.19%	Put
83	RGENREPLIGEN CORP	5,000,000	$5.0M	0.19%
84	NEENEXTERA ENERGY INC	103,116	$5.0M	0.19%	Put
85	TXNTEXAS INSTRS INC	34,300	$5.0M	0.19%	Call
86	LITE 0.5 12/15/26LUMENTUM HLDGS INC	5,973,000	$5.0M	0.19%
87	4I1PHILIP MORRIS INTL INC	63,552	$5.0M	0.19%	Put
88	NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.	9,000,000	$5.0M	0.19%
89	GTLS 6.75 12/15/25 BCHART INDS INC	97,509	$5.0M	0.19%
90	AMGNAMGEN INC	18,039	$4.8M	0.19%	Put
91	TAT&T INC	288,811	$4.8M	0.18%	Put
92	SPGIS&P GLOBAL INC	11,115	$4.3M	0.16%	Put
93	UPSUNITED PARCEL SERVICE INC	29,908	$4.0M	0.15%	Put
94	COPCONOCOPHILLIPS	47,232	$4.0M	0.15%	Put
95	QCOMQUALCOMM INC	31,700	$4.0M	0.15%	Call
96	PATK 1.75 12/01/28PATRICK INDS INC	3,667,000	$4.0M	0.15%
97	LOWLOWES COS INC	17,646	$3.6M	0.14%	Put
98	DWDMORGAN STANLEY	45,446	$3.5M	0.13%	Put
99	AMTAMERICAN TOWER CORP NEW	16,923	$3.4M	0.13%	Put
100	LLYELI LILLY & CO	33,498	$3.0M	0.12%	Put

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