13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-14, with 113 holding rows worth $1,717,144,172.
- Accession
- 0000905148-24-002231
- Filer
- CIK 1610880
- Filed
- 2024-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 113 entries on the cover page, a total value of $1,717,144,172 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,717,144,172 with VALUE read as dollars as filed, 13F file number 028-16345. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,950,000 | $419,269,500 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,450,000 | $311,764,500 | dollars as filed | put |
| CRITEO S A SPONS ADS | 226718104 | ADR | 2,260,000 | $85,247,200 | dollars as filed | |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 1,900,000 | $80,028,000 | dollars as filed | call |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 1,557,622 | $65,607,039 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 660,400 | $60,195,460 | dollars as filed | call |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 15,069,000 | $43,751,711 | dollars as filed | principal |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 850,000 | $41,735,000 | dollars as filed | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 402,500 | $35,613,200 | dollars as filed | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,250,000 | $32,487,500 | dollars as filed | call |
| NEXTERA ENERGY INC | 65339F663 | CMN | 605,502 | $30,275,100 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 67,412 | $30,129,793 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 388,215 | $29,946,905 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 130,022 | $27,956,030 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 135,000 | $27,390,150 | dollars as filed | put |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 2,134,661 | $23,289,152 | dollars as filed | |
| BREAD FINANCIAL HOLDINGS IN | 018581AN8 | BOND | 15,000,000 | $20,031,825 | dollars as filed | principal |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 725,000 | $19,814,250 | dollars as filed | call |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 300,000 | $16,734,000 | dollars as filed | put |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 153,201 | $14,871,221 | dollars as filed | |
| ORMAT TECHNOLOGIES INC | 686688AB8 | NOTE 2.500% 7/1 | 14,922,000 | $14,815,233 | dollars as filed | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 150,000 | $13,672,500 | dollars as filed | put |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 300,000 | $12,996,000 | dollars as filed | call |
| Wayfair Inc | 94419LAR2 | Convertible bond | 9,300,000 | $12,917,700 | dollars as filed | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 161,500 | $12,458,110 | dollars as filed | put |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 416,000 | $11,240,320 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 24,700 | $11,039,665 | dollars as filed | call |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 11,087,000 | $9,804,511 | dollars as filed | principal |
| INVESCO QQQ TR | 46090E103 | COM | 420,000 | $9,601,200 | dollars as filed | call |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 10,565,000 | $9,307,607 | dollars as filed | principal |
| INTEGER HLDGS CORP | 45826HAB5 | NOTE 2.125% 2/1 | 6,166,000 | $8,833,504 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 134,024 | $8,793,315 | dollars as filed | |
| STARWOOD PPTY TR INC | 85571BBA2 | NOTE 6.750% 7/1 | 8,321,000 | $8,600,960 | dollars as filed | principal |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 200,000 | $8,424,000 | dollars as filed | put |
| VANECK ETF TRUST | 92189F676 | COM | 32,000 | $8,342,400 | dollars as filed | put |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 4,000,000 | $6,334,540 | dollars as filed | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 5,500,000 | $6,088,308 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 50,000 | $5,356,000 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 50,000 | $5,356,000 | dollars as filed | put |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 184,856 | $5,351,581 | dollars as filed | |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 3,250,000 | $5,038,865 | dollars as filed | principal |
| PATRICK INDS INC | 703343AG8 | NOTE 1.750%12/0 | 4,139,000 | $5,024,622 | dollars as filed | principal |
| NEWMONT CORP | 651639106 | COM | 113,404 | $4,748,225 | dollars as filed | |
| BARRICK GOLD CORP | 067901108 | COM | 279,028 | $4,654,187 | dollars as filed | |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 69,849 | $4,568,125 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 100,000 | $4,259,000 | dollars as filed | put |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 73,591 | $4,182,912 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 44,733 | $4,077,413 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 50,000 | $3,857,000 | dollars as filed | call |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 4,005,000 | $3,677,531 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 88,000 | $3,617,680 | dollars as filed | |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 3,187,000 | $3,500,904 | dollars as filed | principal |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 73,255 | $3,418,078 | dollars as filed | |
| ANGLOGOLD ASHANTI PLC | G0378L100 | COM SHS | 118,307 | $2,973,055 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 353,955 | $2,944,906 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 107,143 | $2,928,218 | dollars as filed | |
| ALAMOS GOLD INC COM CL A | 011532108 | Stock | 169,044 | $2,650,610 | dollars as filed | |
| PAN AMERN SILVER CORP | 697900108 | COM | 129,894 | $2,582,293 | dollars as filed | |
| Shopify Inc | 82509LAA5 | Convertible bond | 2,596,000 | $2,427,026 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 30,000 | $2,044,200 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 4,000,000 | $1,985,580 | dollars as filed | principal |
| REDDIT INC CL A | 75734B100 | Stock | 30,000 | $1,916,700 | dollars as filed | |
| Viavi Solutions Inc | 925550AH8 | Convertible bond | 2,000,000 | $1,905,000 | dollars as filed | principal |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 250,000 | $1,860,000 | dollars as filed | put |
| ENCORE CAP GROUP INC | 292554AP7 | NOTE 4.000% 3/1 | 2,000,000 | $1,852,770 | dollars as filed | principal |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 120,218 | $1,791,248 | dollars as filed | |
| MFA FINL INC COM | 55272X607 | REIT | 167,160 | $1,778,582 | dollars as filed | |
| Intel Corp | 458140100 | COM | 54,500 | $1,687,865 | dollars as filed | put |
| EQUINOX GOLD CORP | 29446Y502 | COM | 274,027 | $1,433,161 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 11,000 | $1,358,940 | dollars as filed | put |
| GLOBAL X FDS | 37954Y855 | LITHIUM BTRY ETF | 30,000 | $1,164,300 | dollars as filed | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 10,000 | $1,128,200 | dollars as filed | put |
| SPY | 78462F103 | SHS | 2,000 | $1,088,440 | dollars as filed | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 167,287 | $940,153 | dollars as filed | |
| B2GOLD CORP COM | 11777Q209 | Stock | 341,393 | $921,761 | dollars as filed | |
| IAMGOLD CORP COM | 450913108 | Stock | 241,703 | $906,386 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 4,500 | $890,460 | dollars as filed | put |
| SUNNOVA ENERGY INTL INC. | 86745KAH7 | NOTE 2.625% 2/1 | 2,500,000 | $858,538 | dollars as filed | principal |
| HECLA MNG CO | 422704106 | COM | 163,543 | $793,184 | dollars as filed | |
| RUBRIK INC. | 781154109 | CL A | 25,000 | $766,500 | dollars as filed | |
| BARINTHUS BIOTHERAPEUTICS PL | 91864C107 | ADS | 542,673 | $759,742 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 4,000 | $695,240 | dollars as filed | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 25,000 | $589,250 | dollars as filed | |
| CENTERRA GOLD INC COM | 152006102 | Stock | 79,536 | $534,482 | dollars as filed | |
| American Tower Corporation | 03027X100 | COM | 2,700 | $524,826 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 900 | $499,986 | dollars as filed | put |
| EMPRESA DIST Y COMERCIAL NOR | 29244A102 | SPON ADR | 30,000 | $491,700 | dollars as filed | |
| INNOVATE CORP | 404139AG2 | NOTE 7.500% 8/0 | 1,383,000 | $483,082 | dollars as filed | principal |
| Adobe Inc | 00724F101 | COM | 861 | $478,320 | dollars as filed | |
| Intel Corp | 458140100 | COM | 14,500 | $449,065 | dollars as filed | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 6,500 | $445,575 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 2,100 | $426,069 | dollars as filed | call |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 50,000 | $372,000 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 1,767 | $349,654 | dollars as filed | |
| ISHARES FALLEN ANGELS USD BOND ETF | 46435G474 | ETF | 13,249 | $346,991 | dollars as filed | |
| ELDORADO GOLD CORP NEW COM | 284902509 | Stock | 23,169 | $342,670 | dollars as filed | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 10,000 | $339,300 | dollars as filed | |
| BrightSpring Health Services Inc | 10950A205 | Preferred Shares | 6,942 | $326,760 | dollars as filed | |
| American Tower Corporation | 03027X100 | COM | 1,583 | $307,704 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 3,088 | $306,608 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 3,000 | $297,870 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,500 | $273,225 | dollars as filed | |
| NIKE,Inc. Class B | 654106103 | COM | 3,600 | $271,332 | dollars as filed | put |
| NIKE,Inc. Class B | 654106103 | COM | 3,326 | $250,681 | dollars as filed | |
| Starbucks Corporation | 855244109 | COM | 3,200 | $249,120 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 3,199 | $249,042 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000 | $202,890 | dollars as filed | |
| JETBLUE AWYS CORP | 477143101 | COM | 30,000 | $182,700 | dollars as filed | put |
| FORD MTR CO COM | 345370860 | Stock | 10,000 | $125,400 | dollars as filed | put |
| SUNNOVA ENERGY INTERNATIONAL I | 86745K104 | COM | 20,000 | $111,600 | dollars as filed | put |
| SPY | 78462F103 | SHS | 52,500 | $110,250 | dollars as filed | put |
| VINTAGE WINE ESTATES INC | 92747V114 | *W EXP 06/08/202 | 4,509,552 | $45,096 | dollars as filed | |
| BROOGE ENERGY LTD | G1611B115 | *W EXP 12/20/202 | 11,149,777 | $32,334 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-24-002231 | this filing | 2024-08-14 | acceptance time not in the bulk data set |