13F-HR filed by BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd filed this 13F-HR for the quarter ended 2024-12-31, filed 2025-02-14, with 95 holding rows worth $3,545,596,394.
- Accession
- 0000905148-25-000658
- Filer
- CIK 1610880
- Filed
- 2025-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2024
A holdings report, 95 entries on the cover page, a total value of $3,545,596,394 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,545,596,394 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 |
|---|---|---|---|---|---|---|
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 1,532,697 | $902,268,070 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,650,000 | $399,514,500 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,400,000 | $338,982,000 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 2,500,000 | $267,100,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 325,000 | $166,149,750 | dollars as filed | call |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 6,275,000 | $166,099,250 | dollars as filed | call |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 6,035,556 | $159,761,167 | dollars as filed | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 1,532,882 | $138,051,353 | dollars as filed | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 4,445,100 | $117,661,797 | dollars as filed | put |
| CRITEO S A SPONS ADS | 226718104 | ADR | 2,260,000 | $89,405,600 | dollars as filed | |
| IShares Bitcoin Trust Registered | 46438F101 | SHS | 1,181,027 | $62,653,482 | dollars as filed | |
| IShares Bitcoin Trust Registered | 46438F101 | SHS | 1,000,000 | $53,050,000 | dollars as filed | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 600,400 | $47,221,460 | dollars as filed | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 400,000 | $35,616,000 | dollars as filed | put |
| GEO GROUP INC NEW | 36162J106 | COM | 1,231,436 | $34,455,579 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,445,000 | $32,526,950 | dollars as filed | call |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 12,650,000 | $31,891,093 | dollars as filed | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 350,000 | $29,981,000 | dollars as filed | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 609,000 | $29,432,970 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F119 | UNIT 11/01/2027 | 550,919 | $25,121,906 | dollars as filed | |
| PG&E CORP | 69331C306 | CMN | 468,706 | $23,336,872 | dollars as filed | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 2,134,661 | $23,118,379 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 500,000 | $20,910,000 | dollars as filed | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 258,772 | $20,352,418 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 90,000 | $19,886,400 | dollars as filed | put |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 461,823 | $19,742,933 | dollars as filed | |
| SPY | 78462F103 | SHS | 30,000 | $17,582,400 | dollars as filed | put |
| ARES MANAGEMENT CORPORATION | 03990B309 | CMN | 304,460 | $16,757,478 | dollars as filed | |
| INTEGER HLDGS CORP | 45826HAB5 | NOTE 2.125% 2/1 | 8,666,000 | $13,861,050 | dollars as filed | principal |
| BOEING CO | 097023204 | DEP CONV PFD A | 212,160 | $12,918,422 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 25,000 | $12,780,750 | dollars as filed | put |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 400,000 | $12,728,000 | dollars as filed | put |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 416,000 | $12,163,840 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAN1 | NOTE 1.125% 2/1 | 12,445,000 | $12,157,521 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 250,000 | $12,082,500 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 100,000 | $10,684,000 | dollars as filed | |
| PG&E CORP | 69331CAL2 | NOTE 4.250%12/0 | 9,660,000 | $10,511,336 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 24,700 | $10,411,050 | dollars as filed | call |
| SPDR S&P Midcap 400 ETF Trust | 78467Y107 | SHS | 16,200 | $9,227,196 | dollars as filed | |
| ORMAT TECHNOLOGIES INC | 686688AB8 | NOTE 2.500% 7/1 | 7,722,000 | $7,637,676 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F663 | CMN | 141,584 | $6,907,883 | dollars as filed | |
| BrightSpring Health Services Inc | 10950A205 | Preferred Shares | 100,653 | $6,300,878 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 150,000 | $6,273,000 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 100,000 | $6,035,000 | dollars as filed | call |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 143,272 | $5,829,738 | dollars as filed | |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 64,115 | $5,572,235 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F713 | CONV | 132,314 | $5,414,289 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 4,883,000 | $4,909,564 | dollars as filed | principal |
| REDDIT INC CL A | 75734B100 | Stock | 30,000 | $4,903,200 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 5,000,000 | $4,798,875 | dollars as filed | principal |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 136,500 | $4,628,715 | dollars as filed | |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 45,697 | $3,668,098 | dollars as filed | |
| HEWLETT PACKARD ENTERPRISE C | 42824C208 | CMN | 50,398 | $3,160,459 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 5,250,000 | $3,123,645 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 3,000,000 | $3,117,240 | dollars as filed | principal |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 37,704 | $2,657,378 | dollars as filed | |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 2,500,000 | $2,628,125 | dollars as filed | principal |
| JUNIPER NETWORKS INC | 48203R104 | COM | 69,420 | $2,599,779 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 31,851 | $2,480,874 | dollars as filed | |
| AIR TRANS SVCS GROUP INC | 00922RAD7 | BOND | 2,388,000 | $2,372,203 | dollars as filed | principal |
| JUNIPER NETWORKS INC | 48203R104 | COM | 62,000 | $2,321,900 | dollars as filed | put |
| Vanguard Long-Term Corporate Bond ETF | 92206C813 | SHS | 28,260 | $2,113,283 | dollars as filed | |
| COINBASE GLOBAL INC COM CL A | 19260Q107 | Stock | 8,300 | $2,060,890 | dollars as filed | |
| ENCORE CAP GROUP INC | 292554AP7 | NOTE 4.000% 3/1 | 2,000,000 | $2,022,700 | dollars as filed | principal |
| MFA FINL INC COM | 55272X607 | REIT | 167,160 | $1,703,360 | dollars as filed | |
| RUBRIK INC. | 781154109 | CL A | 25,000 | $1,634,000 | dollars as filed | |
| Capital Southwest Corp | 140501AE7 | Convertible Bond | 1,500,000 | $1,465,403 | dollars as filed | principal |
| STRATEGY INC CL A NEW | 594972408 | Stock | 4,942 | $1,431,302 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 9,200 | $1,420,572 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 6,000 | $1,393,380 | dollars as filed | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 32,400 | $1,213,380 | dollars as filed | call |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 17,700 | $1,115,985 | dollars as filed | |
| CALUMET INC | 131428104 | COM | 50,000 | $1,101,000 | dollars as filed | |
| NEW ORIENTAL ED & TECHNOLOGY SPON ADR | 647581206 | ADR | 15,800 | $1,014,044 | dollars as filed | |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 7,500 | $992,775 | dollars as filed | |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 10,000 | $969,900 | dollars as filed | put |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 26,200 | $915,952 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 10,000 | $841,600 | dollars as filed | put |
| IShares Bitcoin Trust Registered | 46438F101 | SHS | 15,000 | $795,750 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,100 | $684,976 | dollars as filed | |
| iShares Broad USD High Yield Corporate Bond ETF | 46435U853 | SHS | 16,532 | $608,212 | dollars as filed | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 2,479 | $484,397 | dollars as filed | |
| INNOVATE CORP | 404139AG2 | NOTE 7.500% 8/0 | 1,383,000 | $479,625 | dollars as filed | principal |
| CAPRI HOLDINGS LIMITED | G1890L107 | SHS | 22,500 | $473,850 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 4,716 | $403,973 | dollars as filed | |
| VERISIGN INC COM | 92343E102 | Stock | 1,666 | $344,795 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 1,073 | $339,111 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 3,000 | $334,050 | dollars as filed | |
| JETBLUE AWYS CORP | 477143101 | COM | 40,000 | $314,400 | dollars as filed | put |
| GENERAC HLDGS INC | 368736104 | COM | 2,019 | $313,046 | dollars as filed | |
| INDIE SEMICONDUCTOR INC | 45569U101 | CLASS A COM | 74,400 | $301,320 | dollars as filed | call |
| OWENS CORNING NEW | 690742101 | COM | 1,545 | $263,144 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 600 | $252,900 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAH7 | NOTE 2.625% 2/1 | 500,000 | $197,093 | dollars as filed | principal |
| FORD MTR CO COM | 345370860 | Stock | 10,000 | $99,000 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-25-000658 | this filing | 2025-02-14 | acceptance time not in the bulk data set |