BlueCrest Capital Management Ltd Q3 2024 Filing
Filed November 14, 2024
Portfolio Value
$1.9T
Holdings
74
Report Date
Q3 2024
Filing Type
13F-HR
All Holdings (74 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 3,425,000 | $832.5B | 44.61% | Put |
| 2 | NDQINVESCO QQQ TR | 660,000 | $322.1B | 17.26% | Put |
| 3 | CRTOCRITEO S A | 2,260,000 | $90.9B | 4.87% | |
| 4 | HYGISHARES TR | 1,065,801 | $85.6B | 4.59% | Put |
| 5 | XLESELECT SECTOR SPDR TR | 870,000 | $76.4B | 4.09% | Put |
| 6 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 15,069,000 | $47.5B | 2.55% | |
| 7 | IWMISHARES TR | 145,000 | $32.0B | 1.72% | Put |
| 8 | NEE 7.299 06/01/27NEXTERA ENERGY INC | 559,824 | $31.0B | 1.66% | |
| 9 | LQDISHARES TR | 250,000 | $28.2B | 1.51% | |
| 10 | RITMRITHM CAPITAL CORP | 2,134,661 | $24.2B | 1.30% | |
| 11 | IDCC 3.5 06/01/27INTERDIGITAL INC | 12,650,000 | $23.5B | 1.26% | |
| 12 | HPE 7.625 09/01/27HEWLETT PACKARD ENTERPRISE C | 338,692 | $20.5B | 1.10% | |
| 13 | SPYSPDR S&P 500 ETF TR | 28,500 | $16.4B | 0.88% | Put |
| 14 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 14,922,000 | $15.6B | 0.84% | |
| 15 | —BROOGE ENERGY LTD | 11,149,777 | $15.5B | 0.83% | |
| 16 | KWEBKRANESHARES TRUST | 416,000 | $14.2B | 0.76% | |
| 17 | EMBISHARES TR | 150,000 | $14.0B | 0.75% | Put |
| 18 | EEMISHARES TR | 300,000 | $13.8B | 0.74% | Put |
| 19 | ITGR 2.125 02/15/28INTEGER HLDGS CORP | 7,666,000 | $12.1B | 0.65% | |
| 20 | MSFTMICROSOFT CORP | 25,300 | $10.9B | 0.58% | Call |
| 21 | FXIISHARES TR | 330,000 | $10.5B | 0.56% | Put |
| 22 | ALB 7.25 03/01/27ALBEMARLE CORP | 219,339 | $9.9B | 0.53% | |
| 23 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 8,500,000 | $8.8B | 0.47% | |
| 24 | CMECME GROUP INC | 39,000 | $8.6B | 0.46% | Put |
| 25 | XLFSELECT SECTOR SPDR TR | 188,000 | $8.5B | 0.46% | Call |
| 26 | COLL 2.875 02/15/29COLLEGIUM PHARMACEUTICAL INC | 6,500,000 | $8.2B | 0.44% | |
| 27 | AKAM 1.125 02/15/29AKAMAI TECHNOLOGIES INC | 7,500,000 | $7.6B | 0.41% | |
| 28 | MDYSPDR S&P MIDCAP 400 ETF TR | 12,500 | $7.1B | 0.38% | |
| 29 | EXPE 0 02/15/26EXPEDIA GROUP INC | 6,505,000 | $6.2B | 0.33% | |
| 30 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 79,790 | $5.4B | 0.29% | |
| 31 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 6,000,000 | $4.5B | 0.24% | |
| 32 | EWZISHARES INC | 150,000 | $4.4B | 0.24% | Call |
| 33 | CENX 2.75 05/01/28CENTURY ALUM CO | 3,187,000 | $3.6B | 0.19% | |
| 34 | DXCM 0.375 05/15/28DEXCOM INC | 3,700,000 | $3.3B | 0.18% | |
| 35 | PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR | 3,462,000 | $3.2B | 0.17% | |
| 36 | BTSG 6.75 02/01/27BRIGHTSPRING HEALTH SVCS INC | 56,244 | $3.1B | 0.17% | |
| 37 | INDAISHARES TR | 50,000 | $2.9B | 0.16% | Put |
| 38 | VRNSVARONIS SYS INC | 50,700 | $2.9B | 0.15% | |
| 39 | IBITISHARES BITCOIN TRUST ETF | 77,000 | $2.8B | 0.15% | |
| 40 | ATSG 3.875 08/15/29AIR TRANS SVCS GROUP INC | 2,588,000 | $2.4B | 0.13% | |
| 41 | WBDWARNER BROS DISCOVERY INC | 270,000 | $2.2B | 0.12% | Put |
| 42 | MFAMFA FINL INC | 167,160 | $2.1B | 0.11% | |
| 43 | ECPG 4 03/15/29ENCORE CAP GROUP INC | 2,000,000 | $2.0B | 0.11% | |
| 44 | RDDTREDDIT INC | 30,000 | $2.0B | 0.11% | |
| 45 | ONON SEMICONDUCTOR CORP | 17,700 | $1.3B | 0.07% | |
| 46 | CLVTRIP COM GROUP LTD | 20,000 | $1.2B | 0.06% | Put |
| 47 | EDNEMPRESA DIST Y COMERCIAL NOR | 50,000 | $1.1B | 0.06% | |
| 48 | CPRICAPRI HOLDINGS LIMITED | 24,700 | $1.0B | 0.06% | Call |
| 49 | MUMICRON TECHNOLOGY INC | 10,000 | $1.0B | 0.06% | Put |
| 50 | GOOGLALPHABET INC | 6,000 | $995.1M | 0.05% | |
| 51 | RBRKRUBRIK INC. | 25,000 | $803.8M | 0.04% | |
| 52 | GTLS 6.75 12/15/25 BCHART INDS INC | 14,469 | $727.1M | 0.04% | |
| 53 | CLMTCALUMET INC | 40,000 | $712.8M | 0.04% | |
| 54 | NIO 4.625 10/15/30NIO INC | 800,000 | $705.6M | 0.04% | |
| 55 | BRNSBARINTHUS BIOTHERAPEUTICS PL | 542,673 | $645.8M | 0.03% | |
| 56 | VRSNVERISIGN INC | 3,000 | $569.9M | 0.03% | |
| 57 | SOSOUTHERN CO | 6,109 | $550.9M | 0.03% | |
| 58 | INTCINTEL CORP | 20,000 | $469.2M | 0.03% | Put |
| 59 | VATE 7.5 08/01/26 *INNOVATE CORP | 1,383,000 | $469.1M | 0.03% | |
| 60 | ACIALBERTSONS COS INC | 25,000 | $462.0M | 0.02% | Call |
| 61 | HPEHEWLETT PACKARD ENTERPRISE C | 20,000 | $409.2M | 0.02% | Call |
| 62 | BKHBLACK HILLS CORP | 6,458 | $394.7M | 0.02% | |
| 63 | PCGPG&E CORP | 17,849 | $352.9M | 0.02% | |
| 64 | NEENEXTERA ENERGY INC | 4,147 | $350.5M | 0.02% | |
| 65 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 500,000 | $323.9M | 0.02% | |
| 66 | PORPORTLAND GEN ELEC CO | 6,348 | $304.1M | 0.02% | |
| 67 | DISDISNEY WALT CO | 3,000 | $288.6M | 0.02% | |
| 68 | LHXL3HARRIS TECHNOLOGIES INC | 1,200 | $285.4M | 0.02% | |
| 69 | NFGNATIONAL FUEL GAS CO | 4,273 | $259.0M | 0.01% | |
| 70 | KHCKRAFT HEINZ CO | 7,000 | $245.8M | 0.01% | |
| 71 | ATHMAUTOHOME INC | 7,000 | $228.3M | 0.01% | |
| 72 | ETSYETSY INC | 4,000 | $222.1M | 0.01% | |
| 73 | JBLUJETBLUE AWYS CORP | 30,000 | $196.8M | 0.01% | Put |
| 74 | FFORD MTR CO | 10,000 | $105.6M | 0.01% | Put |