13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2024-09-30, filed 2024-11-14, with 85 holding rows worth $1,866,046,989.
- Accession
- 0000905148-24-003152
- Filer
- CIK 1610880
- Filed
- 2024-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2024
A holdings report, 85 entries on the cover page, a total value of $1,866,046,989 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,866,046,989 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 | 1,775,000 | $431,431,500 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,650,000 | $401,049,000 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 535,000 | $261,117,450 | dollars as filed | call |
| CRITEO S A SPONS ADS | 226718104 | ADR | 2,260,000 | $90,942,400 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,000,000 | $80,300,000 | dollars as filed | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 750,000 | $65,850,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 125,000 | $61,008,750 | dollars as filed | put |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 15,069,000 | $47,525,893 | dollars as filed | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 145,000 | $32,029,050 | dollars as filed | put |
| NEXTERA ENERGY INC | 65339F663 | CMN | 559,824 | $31,042,241 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 250,000 | $28,245,000 | dollars as filed | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 2,134,661 | $24,228,402 | dollars as filed | |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 12,650,000 | $23,479,286 | dollars as filed | principal |
| HEWLETT PACKARD ENTERPRISE C | 42824C208 | CMN | 338,692 | $20,494,253 | dollars as filed | |
| SPY | 78462F103 | SHS | 28,500 | $16,352,160 | dollars as filed | put |
| ORMAT TECHNOLOGIES INC | 686688AB8 | NOTE 2.500% 7/1 | 14,922,000 | $15,589,536 | dollars as filed | principal |
| BROOGE ENERGY LTD | G1611B115 | *W EXP 12/20/202 | 11,149,777 | $15,498,190 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 416,000 | $14,152,320 | dollars as filed | |
| INTEGER HLDGS CORP | 45826HAB5 | NOTE 2.125% 2/1 | 7,666,000 | $12,139,686 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 24,700 | $10,628,410 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 120,000 | $10,536,000 | dollars as filed | put |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 219,339 | $9,870,255 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 100,000 | $9,358,000 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 200,000 | $9,172,000 | dollars as filed | call |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 8,500,000 | $8,791,720 | dollars as filed | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 6,500,000 | $8,207,128 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAN1 | NOTE 1.125% 2/1 | 7,500,000 | $7,628,138 | dollars as filed | principal |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 12,500 | $7,120,750 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $6,619,500 | dollars as filed | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 200,000 | $6,356,000 | dollars as filed | call |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 6,505,000 | $6,208,177 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 79,790 | $5,424,922 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 65,801 | $5,283,820 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 50,000 | $4,679,000 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 100,000 | $4,586,000 | dollars as filed | put |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 6,000,000 | $4,538,340 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 100,000 | $4,532,000 | dollars as filed | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 150,000 | $4,423,500 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 130,000 | $4,131,400 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 88,000 | $3,988,160 | dollars as filed | |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 3,187,000 | $3,551,163 | dollars as filed | principal |
| DEXCOM INC | 252131AM9 | NOTE 0.375% 5/1 | 3,700,000 | $3,277,497 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 3,462,000 | $3,183,465 | dollars as filed | principal |
| BrightSpring Health Services Inc | 10950A205 | Preferred Shares | 56,244 | $3,135,041 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 50,000 | $2,926,500 | dollars as filed | put |
| VARONIS SYS INC | 922280102 | COM | 50,700 | $2,864,550 | dollars as filed | |
| IShares Bitcoin Trust Registered | 46438F101 | SHS | 77,000 | $2,782,010 | dollars as filed | |
| AIR TRANS SVCS GROUP INC | 00922RAD7 | BOND | 2,588,000 | $2,430,520 | dollars as filed | principal |
| MFA FINL INC COM | 55272X607 | REIT | 167,160 | $2,126,275 | dollars as filed | |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 250,000 | $2,062,500 | dollars as filed | put |
| ENCORE CAP GROUP INC | 292554AP7 | NOTE 4.000% 3/1 | 2,000,000 | $2,017,290 | dollars as filed | principal |
| CME Group Inc. Class A | 12572Q105 | COM | 9,000 | $1,985,850 | dollars as filed | |
| REDDIT INC CL A | 75734B100 | Stock | 30,000 | $1,977,600 | dollars as filed | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 17,700 | $1,285,197 | dollars as filed | |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 20,000 | $1,188,600 | dollars as filed | put |
| EMPRESA DIST Y COMERCIAL NOR | 29244A102 | SPON ADR | 50,000 | $1,108,000 | dollars as filed | |
| CAPRI HOLDINGS LIMITED | G1890L107 | SHS | 24,700 | $1,048,268 | dollars as filed | call |
| Micron Technology,Inc. | 595112103 | COM | 10,000 | $1,037,100 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 6,000 | $995,100 | dollars as filed | |
| RUBRIK INC. | 781154109 | CL A | 25,000 | $803,750 | dollars as filed | |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 14,469 | $727,067 | dollars as filed | |
| CALUMET INC | 131428104 | COM | 40,000 | $712,800 | dollars as filed | |
| NIO INC | 62914VAK2 | NOTE 4.625%10/1 | 800,000 | $705,560 | dollars as filed | principal |
| BARINTHUS BIOTHERAPEUTICS PL | 91864C107 | ADS | 542,673 | $645,781 | dollars as filed | |
| VERISIGN INC COM | 92343E102 | Stock | 3,000 | $569,880 | dollars as filed | |
| Southern Company | 842587107 | COM | 6,109 | $550,910 | dollars as filed | |
| Intel Corp | 458140100 | COM | 20,000 | $469,200 | dollars as filed | put |
| INNOVATE CORP | 404139AG2 | NOTE 7.500% 8/0 | 1,383,000 | $469,114 | dollars as filed | principal |
| ALBERTSONS COMPANIES INC COMMON STOCK | 013091103 | Stock | 25,000 | $462,000 | dollars as filed | call |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 20,000 | $409,200 | dollars as filed | call |
| BLACK HILLS CORP COM | 092113109 | Stock | 6,458 | $394,713 | dollars as filed | |
| PG&E CORP COM | 69331C108 | Stock | 17,849 | $352,875 | dollars as filed | |
| NextEra Energy,Inc. | 65339F101 | COM | 4,147 | $350,546 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAH7 | NOTE 2.625% 2/1 | 500,000 | $323,850 | dollars as filed | principal |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 6,348 | $304,069 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 3,000 | $288,570 | dollars as filed | |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 1,200 | $285,444 | dollars as filed | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 4,273 | $258,987 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 600 | $258,180 | dollars as filed | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 7,000 | $245,770 | dollars as filed | |
| AUTOHOME INC SP ADS RP CL A | 05278C107 | ADR | 7,000 | $228,340 | dollars as filed | |
| ETSY INC | 29786A106 | COM | 4,000 | $222,120 | dollars as filed | |
| JETBLUE AWYS CORP | 477143101 | COM | 30,000 | $196,800 | dollars as filed | put |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 20,000 | $165,000 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 10,000 | $105,600 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-24-003152 | this filing | 2024-11-14 | acceptance time not in the bulk data set |