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BlueCrest Capital Management Ltd

Q3 2023 · 13F-HR

BlueCrest Capital Management Ltdholdings as filed

Filed 2023-11-14 · accession 0000905148-23-001428

$2.27B
Reported value
224
Positions
2023-09-30
Period end
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Holdings as filed

CUSIPTickerIssuerValue% port.SharesClassVoting
46090E103QQQINVESCO QQQ TR$188.1M8.29%525,000CALLSHARED
78463V107GLDSPDR GOLD TR$137.2M6.05%800,000CALLSHARED
464287184FXIISHARES TR$126.0M5.56%4,750,000PUTSHARED
464287184FXIISHARES TR$106.1M4.68%4,000,000CommonSHARED
78463V107GLDSPDR GOLD TR$102.9M4.54%600,000PUTSHARED
46090E103QQQINVESCO QQQ TR$82.4M3.63%230,000PUTSHARED
464288513HYGISHARES TR$78.9M3.48%1,070,000PUTSHARED
594918104MSFTMICROSOFT CORP$72.0M3.17%227,900CALLSHARED
464287184FXIISHARES TR$69.0M3.04%2,600,000CALLSHARED
464288281EMBISHARES TR$67.7M2.98%820,000PUTSHARED
226718104CRTOCRITEO S A$66.0M2.91%2,260,000CommonSHARED
037833100AAPLAPPLE INC$50.5M2.22%294,700CALLSHARED
45765UAB9NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC$43.7M1.93%20,490,000CommonNONE
92189F106GDXVANECK ETF TRUST$40.6M1.79%1,507,400CALLSHARED
464287432TLTISHARES TR$37.2M1.64%420,000CALLSHARED
03769M304APO 6.75 07/31/26APOLLO GLOBAL MGMT INC$33.5M1.48%607,930CommonSHARED
594918104MSFTMICROSOFT CORP$30.5M1.35%96,709CommonSHARED
67066G104NVDANVIDIA CORPORATION$28.3M1.25%65,100CALLSHARED
78462F103SPYSPDR S&P 500 ETF TR$26.7M1.18%62,500PUTSHARED
500767306KWEBKRANESHARES TR$24.4M1.08%892,800CALLSHARED
464287655IWMISHARES TR$23.2M1.02%131,500CALLSHARED
023135106AMZNAMAZON COM INC$21.5M0.95%168,800CALLSHARED
594918104MSFTMICROSOFT CORP$20.5M0.90%65,000PUTSHARED
64828T201RITMRITHM CAPITAL CORP$19.6M0.87%2,113,237CommonSHARED
084670702BRK/BBERKSHIRE HATHAWAY INC DEL$19.0M0.84%54,300PUTSHARED
46429B655FLOTISHARES TR$18.5M0.81%362,827CommonSHARED
81369Y506XLESELECT SECTOR SPDR TR$18.1M0.80%200,000CALLSHARED
464288281EMBISHARES TR$17.2M0.76%208,000CommonSHARED
464287242LQDISHARES TR$16.9M0.75%165,890CommonSHARED
464287242LQDISHARES TR$15.3M0.67%150,000CALLSHARED
464287234EEMISHARES TR$15.2M0.67%400,000CALLSHARED
88160R101TSLATESLA INC$14.6M0.64%58,200CALLSHARED
02079K305GOOGLALPHABET INC$14.2M0.63%108,700CALLSHARED
02079K107GOOGALPHABET INC$14.2M0.63%107,700CALLSHARED
592688105MTDMETTLER TOLEDO INTERNATIONAL$13.3M0.59%12,017CommonSHARED
45867GAD3IDCC 3.5 06/01/27INTERDIGITAL INC$13.0M0.57%11,000,000CommonNONE
78462F103SPYSPDR S&P 500 ETF TR$12.8M0.57%30,000CALLSHARED
464288281EMBISHARES TR$12.4M0.55%150,000CALLSHARED
46625H100JPMJPMORGAN CHASE & CO$11.7M0.52%80,600PUTSHARED
00123Q104AGNCAGNC INVT CORP$11.4M0.50%1,202,884CommonSHARED
30303M102METAMETA PLATFORMS INC$11.2M0.50%37,400CALLSHARED
478160104JNJJOHNSON & JOHNSON$11.2M0.49%72,000PUTSHARED
30231G102XOMEXXON MOBIL CORP$11.0M0.49%93,600PUTSHARED
532457108LLYELI LILLY & CO$9.6M0.42%17,900PUTSHARED
464286400EWZISHARES INC$9.2M0.41%300,000CALLSHARED
91324P102UNHUNITEDHEALTH GROUP INC$9.1M0.40%18,100PUTSHARED
85571BBA2STWD 6.75 07/15/27STARWOOD PPTY TR INC$8.2M0.36%8,000,000CommonNONE
742718109PGPROCTER AND GAMBLE CO$8.2M0.36%56,100PUTSHARED
931142103WMTWALMART INC$8.2M0.36%51,067CommonSHARED
58933Y105MRKMERCK & CO INC$8.1M0.36%78,300PUTSHARED
464287655IWMISHARES TR$8.0M0.35%45,000PUTSHARED
464288752ITBISHARES TR$7.8M0.35%100,000PUTSHARED
62482R10707WAMR COOPER GROUP INC$7.6M0.33%141,010CommonSHARED
98980AAB1ZTO 1.5 09/01/27ZTO EXPRESS CAYMAN INC$7.3M0.32%7,500,000CommonNONE
86745KAH7NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC.$6.8M0.30%11,000,000CommonNONE
92826C839VVISA INC$6.7M0.30%29,200PUTSHARED
57636Q104MAMASTERCARD INCORPORATED$6.5M0.29%16,500PUTSHARED
55024UAD1LITE 0.5 12/15/26LUMENTUM HLDGS INC$6.3M0.28%7,500,000CommonNONE
021369AC7ALTR 1.75 06/15/27ALTAIR ENGR INC$6.3M0.28%5,954,000CommonNONE
65339F101NEENEXTERA ENERGY INC$6.3M0.28%109,891CommonSHARED
75513E101RTXRTX CORPORATION$6.3M0.28%87,100PUTSHARED
08265TAB5BSY 0.125 01/15/26BENTLEY SYS INC$6.2M0.27%6,404,000CommonNONE
46138G508BKLNINVESCO EXCH TRADED FD TR II$6.2M0.27%296,220CommonSHARED
007903107AMDADVANCED MICRO DEVICES INC$6.1M0.27%59,700CALLSHARED
78462F103SPYSPDR S&P 500 ETF TR$6.1M0.27%14,217CommonSHARED
166764100CVXCHEVRON CORP NEW$6.0M0.26%35,300PUTSHARED
084670702BRK/BBERKSHIRE HATHAWAY INC DEL$5.9M0.26%16,771CommonSHARED
00287Y109ABBVABBVIE INC$5.9M0.26%39,300PUTSHARED
437076102HDHOME DEPOT INC$5.8M0.25%19,100PUTSHARED
478160104JNJJOHNSON & JOHNSON$5.7M0.25%36,854CommonSHARED
686688AB8ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC$5.7M0.25%5,850,000CommonNONE
75513E101RTXRTX CORPORATION$5.3M0.23%73,944CommonSHARED
464287432TLTISHARES TR$5.3M0.23%60,000PUTSHARED
713448108PEPPEPSICO INC$5.3M0.23%31,300PUTSHARED
191216100KOCOCA COLA CO$5.0M0.22%89,700PUTSHARED
464288513HYGISHARES TR$4.8M0.21%64,800CommonSHARED
002824100ABTABBOTT LABS$4.7M0.21%48,400PUTSHARED
742718109PGPROCTER AND GAMBLE CO$4.6M0.20%31,336CommonSHARED
16115Q407GTLS 6.75 12/15/25 BCHART INDS INC$4.5M0.20%67,346CommonSHARED
81369Y886XLUSELECT SECTOR SPDR TR$4.4M0.19%75,000CALLSHARED
717081103PFEPFIZER INC$4.4M0.19%132,400PUTSHARED
46625H100JPMJPMORGAN CHASE & CO$4.4M0.19%30,173CommonSHARED
949746101WMT2WELLS FARGO CO NEW$4.3M0.19%104,500PUTSHARED
58933Y105MRKMERCK & CO INC$4.3M0.19%41,358CommonSHARED
931142103WMTWALMART INC$4.2M0.18%26,200PUTSHARED
060505104BACBANK AMERICA CORP$4.1M0.18%148,400PUTSHARED
55024UAF6LITE 0.5 06/15/28LUMENTUM HLDGS INC$4.0M0.18%5,500,000CommonNONE
00214Q104ARKKARK ETF TR$4.0M0.17%100,000CALLSHARED
438516106HONHONEYWELL INTL INC$3.8M0.17%20,800PUTSHARED
64110L106NFLXNETFLIX INC$3.8M0.17%10,100CALLSHARED
78463V107GLDSPDR GOLD TR$3.8M0.17%22,014CommonSHARED
17275R102CSCOCISCO SYS INC$3.7M0.16%69,200CALLSHARED
654106103NKENIKE INC$3.6M0.16%37,900PUTSHARED
713448108PEPPEPSICO INC$3.6M0.16%21,361CommonSHARED
00507V109AIYACTIVISION BLIZZARD INC$3.5M0.15%37,500PUTSHARED
79466L302CRMSALESFORCE INC$3.4M0.15%17,000PUTSHARED
G1151C101ACNACCENTURE PLC IRELAND$3.4M0.15%11,200PUTSHARED
703343AG8PATK 1.75 12/01/28PATRICK INDS INC$3.3M0.15%3,500,000CommonNONE
580135101MCDMCDONALDS CORP$3.3M0.15%12,500PUTSHARED
26884U307EPR 9 PERP EEPR PPTYS$3.2M0.14%125,808CommonSHARED
191216100KOCOCA COLA CO$3.2M0.14%56,287CommonSHARED
156431AQ1CENTURY ALUM CO$3.2M0.14%4,587,000CommonNONE
78464A714XRTSPDR SER TR$3.0M0.13%50,000PUTSHARED
40416EAF0HCI 4.75 06/01/42HCI GROUP INC$3.0M0.13%3,200,000CommonNONE
G5960L103MDTMEDTRONIC PLC$3.0M0.13%38,500PUTSHARED
68389X105ORCLORACLE CORP$3.0M0.13%28,300PUTSHARED
92826C839VVISA INC$3.0M0.13%12,859CommonSHARED
81369Y605XLFSELECT SECTOR SPDR TR$2.9M0.13%88,000CommonSHARED
65473P121NISOURCE INC$2.9M0.13%29,542CommonSHARED
002824100ABTABBOTT LABS$2.9M0.13%29,619CommonSHARED
20030N101CMCSACOMCAST CORP NEW$2.9M0.13%64,400CALLSHARED
149123101CATCATERPILLAR INC$2.8M0.13%10,400PUTSHARED
91324P102UNHUNITEDHEALTH GROUP INC$2.7M0.12%5,338CommonSHARED
65339F101NEENEXTERA ENERGY INC$2.6M0.12%46,100PUTSHARED
437076102HDHOME DEPOT INC$2.6M0.12%8,702CommonSHARED
882508104TXNTEXAS INSTRS INC$2.6M0.12%16,500CALLSHARED
717081103PFEPFIZER INC$2.6M0.12%78,858CommonSHARED
92556H2060VVBPARAMOUNT GLOBAL$2.6M0.11%200,000PUTSHARED
254687106DISDISNEY WALT CO$2.6M0.11%31,600PUTSHARED
01609W102BABAALIBABA GROUP HLDG LTD$2.6M0.11%29,495CommonSHARED
458140100INTCINTEL CORP$2.5M0.11%70,800CALLSHARED
00971TAL5AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC$2.5M0.11%2,399,000CommonNONE
718172109PMPHILIP MORRIS INTL INC$2.5M0.11%26,900PUTSHARED
949746101WMT2WELLS FARGO CO NEW$2.5M0.11%60,771CommonSHARED
686688102ORAORMAT TECHNOLOGIES INC$2.4M0.11%35,000PUTSHARED
20825C104COPCONOCOPHILLIPS$2.4M0.11%20,000PUTSHARED
65473P105NINISOURCE INC$2.2M0.10%91,000PUTSHARED
747525103QCOMQUALCOMM INC$2.2M0.10%20,200CALLSHARED
46137V357RSPINVESCO EXCHANGE TRADED FD T$2.2M0.10%15,804CommonSHARED
911312106UPSUNITED PARCEL SERVICE INC$2.2M0.10%14,300PUTSHARED
369604301GEGENERAL ELECTRIC CO$2.2M0.10%19,500PUTSHARED
580135101MCDMCDONALDS CORP$2.2M0.09%8,163CommonSHARED
110122108BMYBRISTOL-MYERS SQUIBB CO$2.1M0.09%36,800PUTSHARED
438516106HONHONEYWELL INTL INC$2.1M0.09%11,542CommonSHARED
57636Q104MAMASTERCARD INCORPORATED$2.1M0.09%5,321CommonSHARED
78464A698KRESPDR SER TR$2.1M0.09%50,000PUTSHARED
097023105BABOEING CO$2.1M0.09%10,800PUTSHARED
532457108LLYELI LILLY & CO$2.0M0.09%3,749CommonSHARED
75524B203RBC 5 10/15/24 ARBC BEARINGS INC$2.0M0.09%17,907CommonSHARED
060505104BACBANK AMERICA CORP$2.0M0.09%72,012CommonSHARED
038222105AMATAPPLIED MATLS INC$2.0M0.09%14,200CALLSHARED
464287234EEMISHARES TR$1.9M0.08%50,000PUTSHARED
30231G102XOMEXXON MOBIL CORP$1.9M0.08%15,950CommonSHARED
00287Y109ABBVABBVIE INC$1.9M0.08%12,487CommonSHARED
617446448MSMORGAN STANLEY$1.9M0.08%22,700PUTSHARED
855244109SBUXSTARBUCKS CORP$1.8M0.08%20,100CALLSHARED
70509VAA8PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR$1.8M0.08%2,200,000CommonNONE
G21810208CLARIVATE PLC$1.7M0.08%59,326CommonSHARED
79466L302CRMSALESFORCE INC$1.7M0.07%8,327CommonSHARED
68389X105ORCLORACLE CORP$1.7M0.07%15,839CommonSHARED
91864C107BRNSVACCITECH PLC$1.7M0.07%542,673CommonSHARED
92343V104VZVERIZON COMMUNICATIONS INC$1.7M0.07%51,200PUTSHARED
459200101IBMINTERNATIONAL BUSINESS MACHS$1.6M0.07%11,700PUTSHARED
254687106DISDISNEY WALT CO$1.6M0.07%20,104CommonSHARED
55272X607MFAMFA FINL INC$1.6M0.07%167,160CommonSHARED
98139A105WKWORKIVA INC$1.5M0.07%14,818CommonSHARED
74340W103PLDPROLOGIS INC.$1.5M0.06%13,100PUTSHARED
883556102TMOTHERMO FISHER SCIENTIFIC INC$1.5M0.06%2,868CommonSHARED
G5960L103MDTMEDTRONIC PLC$1.4M0.06%18,223CommonSHARED
00130H105AESAES CORP$1.4M0.06%93,272CommonSHARED
166764100CVXCHEVRON CORP NEW$1.4M0.06%8,221CommonSHARED
654106103NKENIKE INC$1.3M0.06%13,802CommonSHARED
41068X100HASIHANNON ARMSTRONG SUST INFR C$1.3M0.06%62,000PUTSHARED
33739Q200LMBSFIRST TR EXCHANGE-TRADED FD$1.3M0.06%27,417CommonSHARED
37954Y871URAGLOBAL X FDS$1.3M0.06%47,793CommonSHARED
872540109TJXTJX COS INC NEW$1.3M0.06%14,400PUTSHARED
907818108UNPUNION PAC CORP$1.2M0.05%6,074CommonSHARED
33939L407GUNRFLEXSHARES TR$1.2M0.05%30,447CommonSHARED
097023105BABOEING CO$1.2M0.05%6,390CommonSHARED
G1611B107BROGFBROOGE ENERGY LTD$1.2M0.05%218,793CommonSHARED
806857108SLBSCHLUMBERGER LTD$1.2M0.05%20,700PUTSHARED
75737FAE8RDFN 0.5 04/01/27REDFIN CORP$1.2M0.05%2,000,000CommonNONE
235851102DHRDANAHER CORPORATION$1.2M0.05%4,683CommonSHARED
22160K105COSTCOSTCO WHSL CORP NEW$1.1M0.05%2,007CommonSHARED
110122108BMYBRISTOL-MYERS SQUIBB CO$1.1M0.05%18,564CommonSHARED
78464A359CWBSPDR SER TR$1.1M0.05%15,883CommonSHARED
G5784H106MANUMANCHESTER UTD PLC NEW$1.0M0.05%52,974CommonSHARED
718172109PMPHILIP MORRIS INTL INC$1.0M0.05%11,319CommonSHARED
G54950103LINLINDE PLC$1.0M0.05%2,808CommonSHARED
46429B606EPOLISHARES TR$1.0M0.05%60,000CommonSHARED
149123101CATCATERPILLAR INC$1.0M0.04%3,668CommonSHARED
81369Y803XLKSELECT SECTOR SPDR TR$992,7600.04%6,056CommonSHARED
G1151C101ACNACCENTURE PLC IRELAND$968,0110.04%3,152CommonSHARED
911312106UPSUNITED PARCEL SERVICE INC$954,3920.04%6,123CommonSHARED
015857873AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP$929,8170.04%43,067CommonSHARED
375558103GILDGILEAD SCIENCES INC$891,7860.04%11,900CALLSHARED
02376R102AALAMERICAN AIRLS GROUP INC$889,0140.04%69,400PUTSHARED
369604301GEGENERAL ELECTRIC CO$886,8320.04%8,022CommonSHARED
617446448MSMORGAN STANLEY$881,7090.04%10,796CommonSHARED
81762P102NOWSERVICENOW INC$854,0910.04%1,528CommonSHARED
92343V104VZVERIZON COMMUNICATIONS INC$842,3030.04%25,989CommonSHARED
20825C104COPCONOCOPHILLIPS$823,9840.04%6,878CommonSHARED
244199105DEDEERE & CO$807,2160.04%2,139CommonSHARED
464288174WOODISHARES TR$769,3640.03%10,394CommonSHARED
635309206NCMINATIONAL CINEMEDIA INC$748,3710.03%166,675CommonSHARED
25470MAF6DISH 0 12/15/25DISH NETWORK CORPORATION$741,9610.03%1,100,000CommonNONE
464286822EWWISHARES INC$698,7600.03%12,000CommonSHARED
78409V104SPGIS&P GLOBAL INC$692,0870.03%1,894CommonSHARED
38141G104GSGOLDMAN SACHS GROUP INC$666,2310.03%2,059CommonSHARED
46435G334EWUISHARES TR$632,8000.03%20,000CommonSHARED
459200101IBMINTERNATIONAL BUSINESS MACHS$621,2480.03%4,428CommonSHARED
46120E602ISRGINTUITIVE SURGICAL INC$567,6270.03%1,942CommonSHARED
74340W103PLDPROLOGIS INC.$552,8590.02%4,927CommonSHARED
86745K104NOVAQSUNNOVA ENERGY INTL INC.$523,5000.02%50,000PUTSHARED
872540109TJXTJX COS INC NEW$511,2380.02%5,752CommonSHARED
548661107LOWLOWES COS INC$508,3770.02%2,446CommonSHARED
404139AG2VATE 7.5 08/01/26 *INNOVATE CORP$503,1680.02%1,383,000CommonNONE
031162100AMGNAMGEN INC$467,9110.02%1,741CommonSHARED
806857108SLBSCHLUMBERGER LTD$466,6920.02%8,005CommonSHARED
38341PAA0GOSS 5 06/01/27GOSSAMER BIO INC$445,6980.02%1,122,000CommonNONE
83406F102SOFISOFI TECHNOLOGIES INC$439,4500.02%55,000PUTSHARED
81369Y506XLESELECT SECTOR SPDR TR$386,6880.02%4,278CommonSHARED
493267108KEYKEYCORP$376,6000.02%35,000PUTSHARED
03027X100AMTAMERICAN TOWER CORP NEW$360,9680.02%2,195CommonSHARED
75886F107REGNREGENERON PHARMACEUTICALS$349,7580.02%425CommonSHARED
H8817H100RIGTRANSOCEAN LTD$337,9150.01%41,159CommonSHARED
49177J102KVUEKENVUE INC$301,2000.01%15,000CALLSHARED
464288687PFFISHARES TR$236,5870.01%7,847CommonSHARED
05278C107ATHMAUTOHOME INC$212,4500.01%7,000CommonSHARED
G65431127NENOBLE CORP PLC$211,3120.01%4,172CommonSHARED
75737F108RDFNREDFIN CORP$176,0000.01%25,000PUTSHARED
G1611B115BROOGE ENERGY LTD$170,6160.01%11,299,090CommonSHARED
549498103CCIVGBPLUCID GROUP INC$111,8000.00%20,000PUTSHARED
92747V114VINTAGE WINE ESTATES INC$88,5080.00%5,900,504CommonSHARED

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.