BlueCrest Capital Management Ltd Q4 2024 Filing
Filed February 14, 2025
Portfolio Value
$3.5T
Holdings
80
Report Date
Q4 2024
Filing Type
13F-HR
All Holdings (80 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVVISHARES TR | 1,532,697 | $902.3B | 25.45% | |
| 2 | GQ9SPDR GOLD TR | 3,050,000 | $738.5B | 20.83% | Put |
| 3 | ASHRDBX ETF TR | 16,755,656 | $443.5B | 12.51% | Put |
| 4 | LQDISHARES TR | 2,600,000 | $277.8B | 7.83% | Call |
| 5 | NDQINVESCO QQQ TR | 350,000 | $178.9B | 5.05% | Put |
| 6 | XBISPDR SER TR | 1,532,882 | $138.1B | 3.89% | |
| 7 | IBITISHARES BITCOIN TRUST ETF | 2,196,027 | $116.5B | 3.29% | Put |
| 8 | CRTOCRITEO S A | 2,260,000 | $89.4B | 2.52% | |
| 9 | HYGISHARES TR | 859,172 | $67.6B | 1.91% | Put |
| 10 | XLFSELECT SECTOR SPDR TR | 859,000 | $41.5B | 1.17% | Call |
| 11 | EMBISHARES TR | 400,000 | $35.6B | 1.00% | Put |
| 12 | GEGGEO GROUP INC NEW | 1,231,436 | $34.5B | 0.97% | |
| 13 | EWZISHARES INC | 1,445,000 | $32.5B | 0.92% | Call |
| 14 | IDCC 3.5 06/01/27INTERDIGITAL INC | 12,650,000 | $31.9B | 0.90% | |
| 15 | XLESELECT SECTOR SPDR TR | 354,716 | $30.4B | 0.86% | Call |
| 16 | EEMISHARES TR | 650,000 | $27.2B | 0.77% | Put |
| 17 | NEE 7.234 11/01/27NEXTERA ENERGY INC | 550,919 | $25.1B | 0.71% | |
| 18 | PCG 6 12/01/27 APG&E CORP | 468,706 | $23.3B | 0.66% | |
| 19 | RITMRITHM CAPITAL CORP | 2,134,661 | $23.1B | 0.65% | |
| 20 | IWMISHARES TR | 93,100 | $20.6B | 0.58% | Put |
| 21 | GDXJVANECK ETF TRUST | 461,823 | $19.7B | 0.56% | |
| 22 | SPYSPDR S&P 500 ETF TR | 30,000 | $17.6B | 0.50% | Put |
| 23 | ARES 6.75 10/01/27 BARES MANAGEMENT CORPORATION | 304,460 | $16.8B | 0.47% | |
| 24 | ITGR 2.125 02/15/28INTEGER HLDGS CORP | 8,666,000 | $13.9B | 0.39% | |
| 25 | BA 6 10/15/27BOEING CO | 212,160 | $12.9B | 0.36% | |
| 26 | EWGISHARES INC | 400,000 | $12.7B | 0.36% | Put |
| 27 | KWEBKRANESHARES TRUST | 416,000 | $12.2B | 0.34% | |
| 28 | AKAM 1.125 02/15/29AKAMAI TECHNOLOGIES INC | 12,445,000 | $12.2B | 0.34% | |
| 29 | MSFTMICROSOFT CORP | 25,300 | $10.7B | 0.30% | Call |
| 30 | PCG 4.25 12/01/27PG&E CORP | 9,660,000 | $10.5B | 0.30% | |
| 31 | MDYSPDR S&P MIDCAP 400 ETF TR | 16,200 | $9.2B | 0.26% | |
| 32 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 7,722,000 | $7.6B | 0.22% | |
| 33 | NEE 7.299 06/01/27NEXTERA ENERGY INC | 141,584 | $6.9B | 0.19% | |
| 34 | BTSG 6.75 02/01/27BRIGHTSPRING HEALTH SVCS INC | 100,653 | $6.3B | 0.18% | |
| 35 | JNPJUNIPER NETWORKS INC | 163,820 | $6.1B | 0.17% | Put |
| 36 | LVLNSPDR SER TR | 100,000 | $6.0B | 0.17% | Call |
| 37 | ALB 7.25 03/01/27ALBEMARLE CORP | 143,272 | $5.8B | 0.16% | |
| 38 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 64,115 | $5.6B | 0.16% | |
| 39 | NEE 6.926 09/01/25NEXTERA ENERGY INC | 132,314 | $5.4B | 0.15% | |
| 40 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 4,883,000 | $4.9B | 0.14% | |
| 41 | RDDTREDDIT INC | 30,000 | $4.9B | 0.14% | |
| 42 | NET 0 08/15/26CLOUDFLARE INC | 5,000,000 | $4.8B | 0.14% | |
| 43 | GDXVANECK ETF TRUST | 136,500 | $4.6B | 0.13% | |
| 44 | VCITVANGUARD SCOTTSDALE FDS | 45,697 | $3.7B | 0.10% | |
| 45 | HPE 7.625 09/01/27HEWLETT PACKARD ENTERPRISE C | 50,398 | $3.2B | 0.09% | |
| 46 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 5,250,000 | $3.1B | 0.09% | |
| 47 | ITRI 0 03/15/26ITRON INC | 3,000,000 | $3.1B | 0.09% | |
| 48 | GTLS 6.75 12/15/25 BCHART INDS INC | 37,704 | $2.7B | 0.07% | |
| 49 | COLL 2.875 02/15/29COLLEGIUM PHARMACEUTICAL INC | 2,500,000 | $2.6B | 0.07% | |
| 50 | CWBSPDR SER TR | 31,851 | $2.5B | 0.07% | |
| 51 | ATSG 3.875 08/15/29AIR TRANS SVCS GROUP INC | 2,388,000 | $2.4B | 0.07% | |
| 52 | VCLTVANGUARD SCOTTSDALE FDS | 28,260 | $2.1B | 0.06% | |
| 53 | COINCOINBASE GLOBAL INC | 8,300 | $2.1B | 0.06% | |
| 54 | ECPG 4 03/15/29ENCORE CAP GROUP INC | 2,000,000 | $2.0B | 0.06% | |
| 55 | MFAMFA FINL INC | 167,160 | $1.7B | 0.05% | |
| 56 | RBRKRUBRIK INC. | 25,000 | $1.6B | 0.05% | |
| 57 | CSWC 5.125 11/15/29CAPITAL SOUTHWEST CORP | 1,500,000 | $1.5B | 0.04% | |
| 58 | MIGAMICROSTRATEGY INC | 4,942 | $1.4B | 0.04% | |
| 59 | SNOWSNOWFLAKE INC | 9,200 | $1.4B | 0.04% | |
| 60 | CMECME GROUP INC | 6,000 | $1.4B | 0.04% | |
| 61 | ONON SEMICONDUCTOR CORP | 17,700 | $1.1B | 0.03% | |
| 62 | CLMTCALUMET INC | 50,000 | $1.1B | 0.03% | |
| 63 | N1UANEW ORIENTAL ED & TECHNOLOGY | 15,800 | $1.0B | 0.03% | |
| 64 | XOPSPDR SER TR | 7,500 | $992.8M | 0.03% | |
| 65 | PDDPDD HOLDINGS INC | 10,000 | $969.9M | 0.03% | Put |
| 66 | ISIIONIS PHARMACEUTICALS INC | 26,200 | $916.0M | 0.03% | |
| 67 | MUMICRON TECHNOLOGY INC | 10,000 | $841.6M | 0.02% | Put |
| 68 | USHYISHARES TR | 16,532 | $608.2M | 0.02% | |
| 69 | CBOECBOE GLOBAL MKTS INC | 2,479 | $484.4M | 0.01% | |
| 70 | VATE 7.5 08/01/26 *INNOVATE CORP | 1,383,000 | $479.6M | 0.01% | |
| 71 | CPRICAPRI HOLDINGS LIMITED | 22,500 | $473.9M | 0.01% | Call |
| 72 | VRSNVERISIGN INC | 1,666 | $344.8M | 0.01% | |
| 73 | VVISA INC | 1,073 | $339.1M | 0.01% | |
| 74 | DISDISNEY WALT CO | 3,000 | $334.1M | 0.01% | |
| 75 | JBLUJETBLUE AWYS CORP | 40,000 | $314.4M | 0.01% | Put |
| 76 | GNRCGENERAC HLDGS INC | 2,019 | $313.0M | 0.01% | |
| 77 | INDIINDIE SEMICONDUCTOR INC | 74,400 | $301.3M | 0.01% | Call |
| 78 | OCOWENS CORNING NEW | 1,545 | $263.1M | 0.01% | |
| 79 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 500,000 | $197.1M | 0.01% | |
| 80 | FFORD MTR CO | 10,000 | $99.0M | 0.00% | Put |