Q3 2024 · 13F-HR
BlueCrest Capital Management Ltdholdings as filed
Filed 2024-11-14 · accession 0000905148-24-003152
$1.87B
Reported value
85
Positions
2024-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78463V107 | GLD | SPDR GOLD TR | $431.4M | 23.1% | 1,775,000 | CALL | SHARED |
| 78463V107 | GLD | SPDR GOLD TR | $401.0M | 21.5% | 1,650,000 | PUT | SHARED |
| 46090E103 | QQQ | INVESCO QQQ TR | $261.1M | 14.0% | 535,000 | CALL | SHARED |
| 226718104 | CRTO | CRITEO S A | $90.9M | 4.87% | 2,260,000 | Common | SHARED |
| 464288513 | HYG | ISHARES TR | $80.3M | 4.30% | 1,000,000 | PUT | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $65.8M | 3.53% | 750,000 | CALL | SHARED |
| 46090E103 | QQQ | INVESCO QQQ TR | $61.0M | 3.27% | 125,000 | PUT | SHARED |
| 45765UAB9 | NSIT 0.75 02/15/25 | INSIGHT ENTERPRISES INC | $47.5M | 2.55% | 15,069,000 | Common | NONE |
| 464287655 | IWM | ISHARES TR | $32.0M | 1.72% | 145,000 | PUT | SHARED |
| 65339F663 | NEE 7.299 06/01/27 | NEXTERA ENERGY INC | $31.0M | 1.66% | 559,824 | Common | SHARED |
| 464287242 | LQD | ISHARES TR | $28.2M | 1.51% | 250,000 | Common | SHARED |
| 64828T201 | RITM | RITHM CAPITAL CORP | $24.2M | 1.30% | 2,134,661 | Common | SHARED |
| 45867GAD3 | IDCC 3.5 06/01/27 | INTERDIGITAL INC | $23.5M | 1.26% | 12,650,000 | Common | NONE |
| 42824C208 | HPE 7.625 09/01/27 | HEWLETT PACKARD ENTERPRISE C | $20.5M | 1.10% | 338,692 | Common | SHARED |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $16.4M | 0.88% | 28,500 | PUT | SHARED |
| 686688AB8 | ORA 2.5 07/15/27 | ORMAT TECHNOLOGIES INC | $15.6M | 0.84% | 14,922,000 | Common | NONE |
| G1611B115 | — | BROOGE ENERGY LTD | $15.5M | 0.83% | 11,149,777 | Common | SHARED |
| 500767306 | KWEB | KRANESHARES TRUST | $14.2M | 0.76% | 416,000 | Common | SHARED |
| 45826HAB5 | ITGR 2.125 02/15/28 | INTEGER HLDGS CORP | $12.1M | 0.65% | 7,666,000 | Common | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $10.6M | 0.57% | 24,700 | CALL | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $10.5M | 0.56% | 120,000 | PUT | SHARED |
| 012653200 | ALB 7.25 03/01/27 | ALBEMARLE CORP | $9.9M | 0.53% | 219,339 | Common | SHARED |
| 464288281 | EMB | ISHARES TR | $9.4M | 0.50% | 100,000 | PUT | SHARED |
| 464287234 | EEM | ISHARES TR | $9.2M | 0.49% | 200,000 | CALL | SHARED |
| 00971TAL5 | AKAM 0.375 09/01/27 | AKAMAI TECHNOLOGIES INC | $8.8M | 0.47% | 8,500,000 | Common | NONE |
| 19459JAC8 | COLL 2.875 02/15/29 | COLLEGIUM PHARMACEUTICAL INC | $8.2M | 0.44% | 6,500,000 | Common | NONE |
| 00971TAN1 | AKAM 1.125 02/15/29 | AKAMAI TECHNOLOGIES INC | $7.6M | 0.41% | 7,500,000 | Common | NONE |
| 78467Y107 | MDY | SPDR S&P MIDCAP 400 ETF TR | $7.1M | 0.38% | 12,500 | Common | SHARED |
| 12572Q105 | CME | CME GROUP INC | $6.6M | 0.35% | 30,000 | PUT | SHARED |
| 464287184 | FXI | ISHARES TR | $6.4M | 0.34% | 200,000 | CALL | SHARED |
| 30212PBE4 | EXPE 0 02/15/26 | EXPEDIA GROUP INC | $6.2M | 0.33% | 6,505,000 | Common | NONE |
| 03769M304 | APO 6.75 07/31/26 | APOLLO GLOBAL MGMT INC | $5.4M | 0.29% | 79,790 | Common | SHARED |
| 464288513 | HYG | ISHARES TR | $5.3M | 0.28% | 65,801 | Common | SHARED |
| 464288281 | EMB | ISHARES TR | $4.7M | 0.25% | 50,000 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $4.6M | 0.25% | 100,000 | PUT | SHARED |
| 86745KAF1 | NOVA 0.25 12/01/26 | SUNNOVA ENERGY INTL INC. | $4.5M | 0.24% | 6,000,000 | Common | NONE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $4.5M | 0.24% | 100,000 | CALL | SHARED |
| 464286400 | EWZ | ISHARES INC | $4.4M | 0.24% | 150,000 | CALL | SHARED |
| 464287184 | FXI | ISHARES TR | $4.1M | 0.22% | 130,000 | PUT | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $4.0M | 0.21% | 88,000 | Common | SHARED |
| 156431AQ1 | — | CENTURY ALUM CO | $3.6M | 0.19% | 3,187,000 | Common | NONE |
| 252131AM9 | DXCM 0.375 05/15/28 | DEXCOM INC | $3.3M | 0.18% | 3,700,000 | Common | NONE |
| 70509VAA8 | PEB 1.75 12/15/26 | PEBBLEBROOK HOTEL TR | $3.2M | 0.17% | 3,462,000 | Common | NONE |
| 10950A205 | BTSG 6.75 02/01/27 | BRIGHTSPRING HEALTH SVCS INC | $3.1M | 0.17% | 56,244 | Common | SHARED |
| 46429B598 | INDA | ISHARES TR | $2.9M | 0.16% | 50,000 | PUT | SHARED |
| 922280102 | VRNS | VARONIS SYS INC | $2.9M | 0.15% | 50,700 | Common | SHARED |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST ETF | $2.8M | 0.15% | 77,000 | Common | SHARED |
| 00922RAD7 | — | AIR TRANS SVCS GROUP INC | $2.4M | 0.13% | 2,588,000 | Common | NONE |
| 55272X607 | MFA | MFA FINL INC | $2.1M | 0.11% | 167,160 | Common | SHARED |
| 934423104 | WBD | WARNER BROS DISCOVERY INC | $2.1M | 0.11% | 250,000 | PUT | SHARED |
| 292554AP7 | ECPG 4 03/15/29 | ENCORE CAP GROUP INC | $2.0M | 0.11% | 2,000,000 | Common | NONE |
| 12572Q105 | CME | CME GROUP INC | $2.0M | 0.11% | 9,000 | Common | SHARED |
| 75734B100 | RDDT | REDDIT INC | $2.0M | 0.11% | 30,000 | Common | SHARED |
| 682189105 | ON | ON SEMICONDUCTOR CORP | $1.3M | 0.07% | 17,700 | Common | SHARED |
| 89677Q107 | TCOM | TRIP COM GROUP LTD | $1.2M | 0.06% | 20,000 | PUT | SHARED |
| 29244A102 | EDN | EMPRESA DIST Y COMERCIAL NOR | $1.1M | 0.06% | 50,000 | Common | SHARED |
| G1890L107 | CPRI | CAPRI HOLDINGS LIMITED | $1.0M | 0.06% | 24,700 | CALL | SHARED |
| 595112103 | MU | MICRON TECHNOLOGY INC | $1.0M | 0.06% | 10,000 | PUT | SHARED |
| 02079K305 | GOOGL | ALPHABET INC | $995,100 | 0.05% | 6,000 | Common | SHARED |
| 781154109 | RBRK | RUBRIK INC. | $803,750 | 0.04% | 25,000 | Common | SHARED |
| 16115Q407 | GTLS 6.75 12/15/25 B | CHART INDS INC | $727,067 | 0.04% | 14,469 | Common | SHARED |
| 131428104 | CLMT | CALUMET INC | $712,800 | 0.04% | 40,000 | Common | SHARED |
| 62914VAK2 | NIO 4.625 10/15/30 | NIO INC | $705,560 | 0.04% | 800,000 | Common | NONE |
| 91864C107 | BRNS | BARINTHUS BIOTHERAPEUTICS PL | $645,781 | 0.03% | 542,673 | Common | SHARED |
| 92343E102 | VRSN | VERISIGN INC | $569,880 | 0.03% | 3,000 | Common | SHARED |
| 842587107 | SO | SOUTHERN CO | $550,910 | 0.03% | 6,109 | Common | SHARED |
| 458140100 | INTC | INTEL CORP | $469,200 | 0.03% | 20,000 | PUT | SHARED |
| 404139AG2 | VATE 7.5 08/01/26 * | INNOVATE CORP | $469,114 | 0.03% | 1,383,000 | Common | NONE |
| 013091103 | ACI | ALBERTSONS COS INC | $462,000 | 0.02% | 25,000 | CALL | SHARED |
| 42824C109 | HPE | HEWLETT PACKARD ENTERPRISE C | $409,200 | 0.02% | 20,000 | CALL | SHARED |
| 092113109 | BKH | BLACK HILLS CORP | $394,713 | 0.02% | 6,458 | Common | SHARED |
| 69331C108 | PCG | PG&E CORP | $352,875 | 0.02% | 17,849 | Common | SHARED |
| 65339F101 | NEE | NEXTERA ENERGY INC | $350,546 | 0.02% | 4,147 | Common | SHARED |
| 86745KAH7 | NOVA 2.625 02/15/28 | SUNNOVA ENERGY INTL INC. | $323,850 | 0.02% | 500,000 | Common | NONE |
| 736508847 | POR | PORTLAND GEN ELEC CO | $304,069 | 0.02% | 6,348 | Common | SHARED |
| 254687106 | DIS | DISNEY WALT CO | $288,570 | 0.02% | 3,000 | Common | SHARED |
| 502431109 | LHX | L3HARRIS TECHNOLOGIES INC | $285,444 | 0.02% | 1,200 | Common | SHARED |
| 636180101 | NFG | NATIONAL FUEL GAS CO | $258,987 | 0.01% | 4,273 | Common | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $258,180 | 0.01% | 600 | Common | SHARED |
| 500754106 | KHC | KRAFT HEINZ CO | $245,770 | 0.01% | 7,000 | Common | SHARED |
| 05278C107 | ATHM | AUTOHOME INC | $228,340 | 0.01% | 7,000 | Common | SHARED |
| 29786A106 | ETSY | ETSY INC | $222,120 | 0.01% | 4,000 | Common | SHARED |
| 477143101 | JBLU | JETBLUE AWYS CORP | $196,800 | 0.01% | 30,000 | PUT | SHARED |
| 934423104 | WBD | WARNER BROS DISCOVERY INC | $165,000 | 0.01% | 20,000 | Common | SHARED |
| 345370860 | F | FORD MTR CO | $105,600 | 0.01% | 10,000 | PUT | 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.