Q2 2024 · 13F-HR
BlueCrest Capital Management Ltdholdings as filed
Filed 2024-08-14 · accession 0000905148-24-002231
$1.72B
Reported value
113
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78463V107 | GLD | SPDR GOLD TR | $419.3M | 24.4% | 1,950,000 | CALL | SHARED |
| 78463V107 | GLD | SPDR GOLD TR | $311.8M | 18.2% | 1,450,000 | PUT | SHARED |
| 226718104 | CRTO | CRITEO S A | $85.2M | 4.96% | 2,260,000 | Common | SHARED |
| 92189F791 | GDXJ | VANECK ETF TRUST | $80.0M | 4.66% | 1,900,000 | CALL | SHARED |
| 92189F791 | GDXJ | VANECK ETF TRUST | $65.6M | 3.82% | 1,557,622 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $60.2M | 3.51% | 660,400 | CALL | SHARED |
| 45765UAB9 | NSIT 0.75 02/15/25 | INSIGHT ENTERPRISES INC | $43.8M | 2.55% | 15,069,000 | Common | NONE |
| 78464A698 | KRE | SPDR SER TR | $41.7M | 2.43% | 850,000 | PUT | SHARED |
| 464288281 | EMB | ISHARES TR | $35.6M | 2.07% | 402,500 | PUT | SHARED |
| 464287184 | FXI | ISHARES TR | $32.5M | 1.89% | 1,250,000 | CALL | SHARED |
| 65339F663 | NEE 7.299 06/01/27 | NEXTERA ENERGY INC | $30.3M | 1.76% | 605,502 | Common | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $30.1M | 1.75% | 67,412 | Common | SHARED |
| 464288513 | HYG | ISHARES TR | $29.9M | 1.74% | 388,215 | Common | SHARED |
| 78463V107 | GLD | SPDR GOLD TR | $28.0M | 1.63% | 130,022 | Common | SHARED |
| 464287655 | IWM | ISHARES TR | $27.4M | 1.60% | 135,000 | PUT | SHARED |
| 64828T201 | RITM | RITHM CAPITAL CORP | $23.3M | 1.36% | 2,134,661 | Common | SHARED |
| 018581AN8 | BFH 4.25 06/15/28 | BREAD FINANCIAL HOLDINGS INC | $20.0M | 1.17% | 15,000,000 | Common | NONE |
| 464286400 | EWZ | ISHARES INC | $19.8M | 1.15% | 725,000 | CALL | SHARED |
| 46429B598 | INDA | ISHARES TR | $16.7M | 0.97% | 300,000 | PUT | SHARED |
| 464287226 | AGG | ISHARES TR | $14.9M | 0.87% | 153,201 | Common | SHARED |
| 686688AB8 | ORA 2.5 07/15/27 | ORMAT TECHNOLOGIES INC | $14.8M | 0.86% | 14,922,000 | Common | NONE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $13.7M | 0.80% | 150,000 | PUT | SHARED |
| 464286780 | EZA | ISHARES INC | $13.0M | 0.76% | 300,000 | CALL | SHARED |
| 94419LAR2 | W 3.5 11/15/28 | WAYFAIR INC | $12.9M | 0.75% | 9,300,000 | Common | NONE |
| 464288513 | HYG | ISHARES TR | $12.5M | 0.73% | 161,500 | PUT | SHARED |
| 500767306 | KWEB | KRANESHARES TRUST | $11.2M | 0.65% | 416,000 | Common | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $11.0M | 0.64% | 24,700 | CALL | SHARED |
| 70509VAA8 | PEB 1.75 12/15/26 | PEBBLEBROOK HOTEL TR | $9.8M | 0.57% | 11,087,000 | Common | NONE |
| 46090E103 | QQQ | INVESCO QQQ TR | $9.6M | 0.56% | 420,000 | CALL | SHARED |
| 477143AP6 | JBLU 0.5 04/01/26 | JETBLUE AIRWAYS CORP | $9.3M | 0.54% | 10,565,000 | Common | NONE |
| 45826HAB5 | ITGR 2.125 02/15/28 | INTEGER HLDGS CORP | $8.8M | 0.51% | 6,166,000 | Common | NONE |
| 03769M304 | APO 6.75 07/31/26 | APOLLO GLOBAL MGMT INC | $8.8M | 0.51% | 134,024 | Common | SHARED |
| 85571BBA2 | STWD 6.75 07/15/27 | STARWOOD PPTY TR INC | $8.6M | 0.50% | 8,321,000 | Common | NONE |
| 92189F791 | GDXJ | VANECK ETF TRUST | $8.4M | 0.49% | 200,000 | PUT | SHARED |
| 92189F676 | SMH | VANECK ETF TRUST | $8.3M | 0.49% | 32,000 | PUT | SHARED |
| 17243VAB8 | CNK 4.5 08/15/25 | CINEMARK HLDGS INC | $6.3M | 0.37% | 4,000,000 | Common | NONE |
| 19459JAC8 | COLL 2.875 02/15/29 | COLLEGIUM PHARMACEUTICAL INC | $6.1M | 0.35% | 5,500,000 | Common | NONE |
| 464287242 | LQD | ISHARES TR | $5.4M | 0.31% | 50,000 | PUT | SHARED |
| 464287242 | LQD | ISHARES TR | $5.4M | 0.31% | 50,000 | Common | SHARED |
| 37954Y871 | URA | GLOBAL X FDS | $5.4M | 0.31% | 184,856 | Common | SHARED |
| 45867GAD3 | IDCC 3.5 06/01/27 | INTERDIGITAL INC | $5.0M | 0.29% | 3,250,000 | Common | NONE |
| 703343AG8 | PATK 1.75 12/01/28 | PATRICK INDS INC | $5.0M | 0.29% | 4,139,000 | Common | NONE |
| 651639106 | NEM | NEWMONT CORP | $4.7M | 0.28% | 113,404 | Common | SHARED |
| 067901108 | ABX | BARRICK GOLD CORP | $4.7M | 0.27% | 279,028 | Common | SHARED |
| 008474108 | AEM | AGNICO EAGLE MINES LTD | $4.6M | 0.27% | 69,849 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $4.3M | 0.25% | 100,000 | PUT | SHARED |
| 16115Q407 | GTLS 6.75 12/15/25 B | CHART INDS INC | $4.2M | 0.24% | 73,591 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $4.1M | 0.24% | 44,733 | Common | SHARED |
| 464288513 | HYG | ISHARES TR | $3.9M | 0.22% | 50,000 | CALL | SHARED |
| 30212PBE4 | EXPE 0 02/15/26 | EXPEDIA GROUP INC | $3.7M | 0.21% | 4,005,000 | Common | NONE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $3.6M | 0.21% | 88,000 | Common | SHARED |
| 156431AQ1 | — | CENTURY ALUM CO | $3.5M | 0.20% | 3,187,000 | Common | NONE |
| 012653200 | ALB 7.25 03/01/27 | ALBEMARLE CORP | $3.4M | 0.20% | 73,255 | Common | SHARED |
| G0378L100 | AU | ANGLOGOLD ASHANTI PLC | $3.0M | 0.17% | 118,307 | Common | SHARED |
| 496902404 | KGC | KINROSS GOLD CORP | $2.9M | 0.17% | 353,955 | Common | SHARED |
| 464286400 | EWZ | ISHARES INC | $2.9M | 0.17% | 107,143 | Common | SHARED |
| 011532108 | AGI | ALAMOS GOLD INC NEW | $2.7M | 0.15% | 169,044 | Common | SHARED |
| 697900108 | PAAS | PAN AMERN SILVER CORP | $2.6M | 0.15% | 129,894 | Common | SHARED |
| 82509LAA5 | SHOPCN 0.125 11/01/25 | SHOPIFY INC | $2.4M | 0.14% | 2,596,000 | Common | NONE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $2.0M | 0.12% | 30,000 | Common | SHARED |
| 86745KAF1 | NOVA 0.25 12/01/26 | SUNNOVA ENERGY INTL INC. | $2.0M | 0.12% | 4,000,000 | Common | NONE |
| 75734B100 | RDDT | REDDIT INC | $1.9M | 0.11% | 30,000 | Common | SHARED |
| 925550AH8 | VIAV 1.625 03/15/26 | VIAVI SOLUTIONS INC | $1.9M | 0.11% | 2,000,000 | Common | NONE |
| 934423104 | WBD | WARNER BROS DISCOVERY INC | $1.9M | 0.11% | 250,000 | PUT | SHARED |
| 292554AP7 | ECPG 4 03/15/29 | ENCORE CAP GROUP INC | $1.9M | 0.11% | 2,000,000 | Common | NONE |
| 38059T106 | GFI | GOLD FIELDS LTD | $1.8M | 0.10% | 120,218 | Common | SHARED |
| 55272X607 | MFA | MFA FINL INC | $1.8M | 0.10% | 167,160 | Common | SHARED |
| 458140100 | INTC | INTEL CORP | $1.7M | 0.10% | 54,500 | PUT | SHARED |
| 29446Y502 | EQX | EQUINOX GOLD CORP | $1.4M | 0.08% | 274,027 | Common | SHARED |
| 67066G104 | NVDA | NVIDIA CORPORATION | $1.4M | 0.08% | 11,000 | PUT | SHARED |
| 37954Y855 | LIT | GLOBAL X FDS | $1.2M | 0.07% | 30,000 | PUT | SHARED |
| 97717W851 | DXJ | WISDOMTREE TR | $1.1M | 0.07% | 10,000 | PUT | SHARED |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $1.1M | 0.06% | 2,000 | Common | SHARED |
| 192108504 | CDE | COEUR MNG INC | $940,153 | 0.05% | 167,287 | Common | SHARED |
| 11777Q209 | BTG | B2GOLD CORP | $921,761 | 0.05% | 341,393 | Common | SHARED |
| 450913108 | IAG | IAMGOLD CORP | $906,386 | 0.05% | 241,703 | Common | SHARED |
| 88160R101 | TSLA | TESLA INC | $890,460 | 0.05% | 4,500 | PUT | SHARED |
| 86745KAH7 | NOVA 2.625 02/15/28 | SUNNOVA ENERGY INTL INC. | $858,538 | 0.05% | 2,500,000 | Common | NONE |
| 422704106 | HL | HECLA MNG CO | $793,184 | 0.05% | 163,543 | Common | SHARED |
| 781154109 | RBRK | RUBRIK INC. | $766,500 | 0.04% | 25,000 | Common | SHARED |
| 91864C107 | BRNS | BARINTHUS BIOTHERAPEUTICS PL | $759,742 | 0.04% | 542,673 | Common | SHARED |
| 874039100 | TSM | TAIWAN SEMICONDUCTOR MFG LTD | $695,240 | 0.04% | 4,000 | Common | SHARED |
| 233051879 | ASHR | DBX ETF TR | $589,250 | 0.03% | 25,000 | Common | SHARED |
| 152006102 | CGAU | CENTERRA GOLD INC | $534,482 | 0.03% | 79,536 | Common | SHARED |
| 03027X100 | AMT | AMERICAN TOWER CORP NEW | $524,826 | 0.03% | 2,700 | PUT | SHARED |
| 00724F101 | ADBE | ADOBE INC | $499,986 | 0.03% | 900 | PUT | SHARED |
| 29244A102 | EDN | EMPRESA DIST Y COMERCIAL NOR | $491,700 | 0.03% | 30,000 | Common | SHARED |
| 404139AG2 | VATE 7.5 08/01/26 * | INNOVATE CORP | $483,082 | 0.03% | 1,383,000 | Common | NONE |
| 00724F101 | ADBE | ADOBE INC | $478,320 | 0.03% | 861 | Common | SHARED |
| 458140100 | INTC | INTEL CORP | $449,065 | 0.03% | 14,500 | Common | SHARED |
| 682189105 | ON | ON SEMICONDUCTOR CORP | $445,575 | 0.03% | 6,500 | Common | SHARED |
| 464287655 | IWM | ISHARES TR | $426,069 | 0.02% | 2,100 | CALL | SHARED |
| 934423104 | WBD | WARNER BROS DISCOVERY INC | $372,000 | 0.02% | 50,000 | Common | SHARED |
| 88160R101 | TSLA | TESLA INC | $349,654 | 0.02% | 1,767 | Common | SHARED |
| 46435G474 | FALN | ISHARES TR | $346,991 | 0.02% | 13,249 | Common | SHARED |
| 284902509 | EGO | ELDORADO GOLD CORP NEW | $342,670 | 0.02% | 23,169 | Common | SHARED |
| 92189F106 | GDX | VANECK ETF TRUST | $339,300 | 0.02% | 10,000 | Common | SHARED |
| 10950A205 | BTSG 6.75 02/01/27 | BRIGHTSPRING HEALTH SVCS INC | $326,760 | 0.02% | 6,942 | Common | SHARED |
| 03027X100 | AMT | AMERICAN TOWER CORP NEW | $307,704 | 0.02% | 1,583 | Common | SHARED |
| 254687106 | DIS | DISNEY WALT CO | $306,608 | 0.02% | 3,088 | Common | SHARED |
| 254687106 | DIS | DISNEY WALT CO | $297,870 | 0.02% | 3,000 | PUT | SHARED |
| 02079K305 | GOOGL | ALPHABET INC | $273,225 | 0.02% | 1,500 | Common | SHARED |
| 654106103 | NKE | NIKE INC | $271,332 | 0.02% | 3,600 | PUT | SHARED |
| 654106103 | NKE | NIKE INC | $250,681 | 0.01% | 3,326 | Common | SHARED |
| 855244109 | SBUX | STARBUCKS CORP | $249,120 | 0.01% | 3,200 | PUT | SHARED |
| 855244109 | SBUX | STARBUCKS CORP | $249,042 | 0.01% | 3,199 | Common | SHARED |
| 464287655 | IWM | ISHARES TR | $202,890 | 0.01% | 1,000 | Common | SHARED |
| 477143101 | JBLU | JETBLUE AWYS CORP | $182,700 | 0.01% | 30,000 | PUT | SHARED |
| 345370860 | F | FORD MTR CO DEL | $125,400 | 0.01% | 10,000 | PUT | SHARED |
| 86745K104 | NOVAQ | SUNNOVA ENERGY INTL INC. | $111,600 | 0.01% | 20,000 | PUT | SHARED |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $110,250 | 0.01% | 52,500 | PUT | SHARED |
| 92747V114 | — | VINTAGE WINE ESTATES INC | $45,096 | 0.00% | 4,509,552 | Common | SHARED |
| G1611B115 | — | BROOGE ENERGY LTD | $32,334 | 0.00% | 11,149,777 | Common | SHARED |
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.