BlueCrest Capital Management Ltd
Follow13F filer, CIK 1610880, ST HELIER, Jersey
BlueCrest Capital Management Ltd reported $1,866,046,989 across 85 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-14. Its ten largest share positions make up 71.27% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000905148-24-003152
- Period
- 2024-09-30
- Reported value
- $1.87B
- Holdings
- 85
- Top 10 weight
- 71.27%
- New
- 33
- Sold out
- 61
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| LQDadded | +200,000 | $22.6M |
| HEWLETT PACKARD ENTERPRISE Cnew | +338,692 | $20.5M |
| MDYnew | +12,500 | $7.12M |
| ALBEMARLE CORPadded | +146,084 | $6.57M |
| EMBnew | +50,000 | $4.68M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| GDXJexited | -1,557,622 | -$65.6M |
| MSFTreduced | -66,812 | -$28.7M |
| GLDexited | -130,022 | -$28M |
| HYGreduced | -322,414 | -$25.9M |
| AGGexited | -153,201 | -$14.9M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q3 2024
Share positions as resolved from 13F-HR 0000905148-24-003152, largest first. % of portfolio is the value over $436,660,501, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| CRTOCRITEO S A | 2,260,000 | $90.9M | 20.83% | 0 | Timeline | ||
| NEENEXTERA ENERGY INC | 559,824 | $31M | 7.11% | -45,678 | Timeline | ||
| LQDISHARES TR | 250,000 | $28.2M | 6.47% | +200,000 | Timeline | ||
| RITMRITHM CAPITAL CORP | 2,134,661 | $24.2M | 5.55% | 0 | Timeline | ||
| HEWLETT PACKARD ENTERPRISE CHEWLETT PACKARD ENTERPRISE C | 338,692 | $20.5M | 4.69% | new | |||
| BROOGE ENERGY LTDBROOGE ENERGY LTD | 11,149,777 | $15.5M | 3.55% | 0 | |||
| KWEBKRANESHARES TRUST | 416,000 | $14.2M | 3.24% | 0 | Timeline | ||
| ALBEMARLE CORPALBEMARLE CORP | 219,339 | $9.87M | 2.26% | +146,084 | |||
| MDYSTATE STR SPDR S&P MIDCAP 40 | 12,500 | $7.12M | 1.63% | new | Timeline | ||
| APOLLO GLOBAL MGMT INCAPOLLO GLOBAL MGMT INC | 79,790 | $5.42M | 1.24% | -54,234 | |||
| HYGISHARES TR | 65,801 | $5.28M | 1.21% | -322,414 | Timeline | ||
| EMBISHARES TR | 50,000 | $4.68M | 1.07% | new | Timeline | ||
| XLFSELECT SECTOR SPDR TR | 88,000 | $3.99M | 0.91% | 0 | Timeline | ||
| BTSGBRIGHTSPRING HEALTH SVCS INC | 56,244 | $3.14M | 0.72% | +49,302 | Timeline | ||
| VRNSVARONIS SYS INC | 50,700 | $2.86M | 0.66% | new | Timeline | ||
| IBITISHARES BITCOIN TRUST ETF | 77,000 | $2.78M | 0.64% | new | Timeline | ||
| MFAMFA FINL INC | 167,160 | $2.13M | 0.49% | 0 | Timeline | ||
| CMECME GROUP INC | 9,000 | $1.99M | 0.45% | new | Timeline | ||
| RDDTREDDIT INC | 30,000 | $1.98M | 0.45% | 0 | Timeline | ||
| ONON SEMICONDUCTOR CORP | 17,700 | $1.29M | 0.29% | +11,200 | Timeline | ||
| EDNEMPRESA DIST Y COMERCIAL NOR | 50,000 | $1.11M | 0.25% | +20,000 | Timeline | ||
| GOOGLALPHABET INC | 6,000 | $995K | 0.23% | +4,500 | Timeline | ||
| RBRKRUBRIK INC. | 25,000 | $804K | 0.18% | 0 | Timeline | ||
| CHART INDS INCCHART INDS INC | 14,469 | $727K | 0.17% | -59,122 | |||
| CLMTCALUMET INC | 40,000 | $713K | 0.16% | new | Timeline | ||
| BRNSBARINTHUS BIOTHERAPEUTICS PL | 542,673 | $646K | 0.15% | 0 | Timeline | ||
| VRSNVERISIGN INC | 3,000 | $570K | 0.13% | new | Timeline | ||
| SOSOUTHERN CO | 6,109 | $551K | 0.13% | new | Timeline | ||
| BKHBLACK HILLS CORP | 6,458 | $395K | 0.09% | new | Timeline | ||
| PCGPG&E CORP | 17,849 | $353K | 0.08% | new | Timeline | ||
| NEENEXTERA ENERGY INC | 4,147 | $351K | 0.08% | new | Timeline | ||
| PORPORTLAND GEN ELEC CO | 6,348 | $304K | 0.07% | new | Timeline | ||
| DISDISNEY WALT CO | 3,000 | $289K | 0.07% | -88 | Timeline | ||
| LHXL3HARRIS TECHNOLOGIES INC | 1,200 | $285K | 0.07% | new | Timeline | ||
| NFGNATIONAL FUEL GAS CO | 4,273 | $259K | 0.06% | new | Timeline | ||
| MSFTMICROSOFT CORP | 600 | $258K | 0.06% | -66,812 | Timeline | ||
| KHCKRAFT HEINZ CO | 7,000 | $246K | 0.06% | new | Timeline | ||
| ATHMAUTOHOME INC | 7,000 | $228K | 0.05% | new | Timeline | ||
| ETSYETSY INC | 4,000 | $222K | 0.05% | new | Timeline | ||
| WBDWARNER BROS DISCOVERY INC | 20,000 | $165K | 0.04% | -30,000 | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| GLDSPDR GOLD TR GOLD SHS | call | 1,775,000 | $431M | -175,000 |
| GLDSPDR GOLD TR GOLD SHS | put | 1,650,000 | $401M | +200,000 |
| QQQINVESCO QQQ TR COM | call | 535,000 | $261M | +115,000 |
| HYGISHARES TR IBOXX HI YD ETF | put | 1,000,000 | $80.3M | +838,500 |
| XLESELECT SECTOR SPDR TR SHS | call | 750,000 | $65.8M | +89,600 |
| QQQINVESCO QQQ TR COM | put | 125,000 | $61M | new |
| IWMISHARES TR SHS | put | 145,000 | $32M | +10,000 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 28,500 | $16.4M | -24,000 |
| MSFTMICROSOFT CORP COM | call | 24,700 | $10.6M | 0 |
| XLESELECT SECTOR SPDR TR SHS | put | 120,000 | $10.5M | -30,000 |
| EMBISHARES TR JPMORGAN USD EMG | put | 100,000 | $9.36M | -302,500 |
| EEMISHARES TR MSCI EMG MKT ETF | call | 200,000 | $9.17M | new |
| CMECME GROUP INC COM | put | 30,000 | $6.62M | new |
| FXIISHARES TR CHINA LG-CAP ETF | call | 200,000 | $6.36M | -1,050,000 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 100,000 | $4.59M | 0 |
| XLFSELECT SECTOR SPDR TR SHS | call | 100,000 | $4.53M | new |
| EWZISHARES INC MSCI BRAZIL ETF | call | 150,000 | $4.42M | -575,000 |
| FXIISHARES TR CHINA LG-CAP ETF | put | 130,000 | $4.13M | new |
| INDAISHARES TR MSCI INDIA ETF | put | 50,000 | $2.93M | -250,000 |
| WBDWARNER BROS DISCOVERY INC Stock | put | 250,000 | $2.06M | 0 |
| TCOMTRIP COM GROUP LTD ADR | put | 20,000 | $1.19M | new |
| CPRICAPRI HOLDINGS LIMITED SHS | call | 24,700 | $1.05M | new |
| MUMICRON TECHNOLOGY INC COM | put | 10,000 | $1.04M | new |
| INTCINTEL CORP COM | put | 20,000 | $469K | -34,500 |
| ACIALBERTSONS COMPANIES INC Stock | call | 25,000 | $462K | new |
| HPEHEWLETT PACKARD ENTERPRISE C Stock | call | 20,000 | $409K | new |
| JBLUJETBLUE AIRWAYS CORP COM | put | 30,000 | $197K | 0 |
| FFORD MTR CO Stock | put | 10,000 | $106K | 0 |
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| INSIGHT ENTERPRISES INCINSIGHT ENTERPRISES INC NOTE 0.750% 2/1 | principal | 15,069,000 | $47.5M | 0 |
| INTERDIGITAL INCINTERDIGITAL INC NOTE 3.500% 6/0 | principal | 12,650,000 | $23.5M | +9,400,000 |
| ORMAT TECHNOLOGIES INCORMAT TECHNOLOGIES INC NOTE 2.500% 7/1 | principal | 14,922,000 | $15.6M | 0 |
| INTEGER HLDGS CORPINTEGER HLDGS CORP NOTE 2.125% 2/1 | principal | 7,666,000 | $12.1M | +1,500,000 |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 | principal | 8,500,000 | $8.79M | new |
| COLLEGIUM PHARMACEUTICAL INCCOLLEGIUM PHARMACEUTICAL INC NOTE 2.875% 2/1 | principal | 6,500,000 | $8.21M | +1,000,000 |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 1.125% 2/1 | principal | 7,500,000 | $7.63M | new |
| EXPEDIA GROUP INCEXPEDIA GROUP INC NOTE 2/1 | principal | 6,505,000 | $6.21M | +2,500,000 |
| SUNNOVA ENERGY INTL INC.SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 | principal | 6,000,000 | $4.54M | +2,000,000 |
| CENTURY ALUM COCENTURY ALUM CO NOTE 2.750% 5/0 | principal | 3,187,000 | $3.55M | 0 |
| DEXCOM INCDEXCOM INC NOTE 0.375% 5/1 | principal | 3,700,000 | $3.28M | new |
| PEBBLEBROOK HOTEL TRPEBBLEBROOK HOTEL TR NOTE 1.750%12/1 | principal | 3,462,000 | $3.18M | -7,625,000 |
| AIR TRANS SVCS GROUP INCAIR TRANS SVCS GROUP INC BOND | principal | 2,588,000 | $2.43M | new |
| ENCORE CAP GROUP INCENCORE CAP GROUP INC NOTE 4.000% 3/1 | principal | 2,000,000 | $2.02M | 0 |
| NIO INCNIO INC NOTE 4.625%10/1 | principal | 800,000 | $706K | new |
| INNOVATE CORPINNOVATE CORP NOTE 7.500% 8/0 | principal | 1,383,000 | $469K | 0 |
| SUNNOVA ENERGY INTL INC.SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 | principal | 500,000 | $324K | -2,000,000 |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| GDXJVANECK ETF TRUST | 1,900,000 | $80M | call |
| GDXJVANECK ETF TRUST | 1,557,622 | $65.6M | shares |
| KRESPDR SERIES TRUST | 850,000 | $41.7M | put |
| GLDSPDR GOLD TR | 130,022 | $28M | shares |
| BREAD FINANCIAL HOLDINGS INBREAD FINANCIAL HOLDINGS IN | 15,000,000 | $20M | principal |
| AGGISHARES TR | 153,201 | $14.9M | shares |
| EZAISHARES INC | 300,000 | $13M | call |
| WAYFAIR INCWAYFAIR INC | 9,300,000 | $12.9M | principal |
| JETBLUE AIRWAYS CORPJETBLUE AIRWAYS CORP | 10,565,000 | $9.31M | principal |
| STARWOOD PPTY TR INCSTARWOOD PPTY TR INC | 8,321,000 | $8.6M | principal |
| GDXJVANECK ETF TRUST | 200,000 | $8.42M | put |
| SMHVANECK ETF TRUST | 32,000 | $8.34M | put |
| CINEMARK HLDGS INCCINEMARK HLDGS INC | 4,000,000 | $6.33M | principal |
| LQDISHARES TR | 50,000 | $5.36M | put |
| URAGLOBAL X FDS | 184,856 | $5.35M | shares |
| PATRICK INDS INCPATRICK INDS INC | 4,139,000 | $5.02M | principal |
| NEMNEWMONT CORP | 113,404 | $4.75M | shares |
| BARRICK GOLD CORPBARRICK GOLD CORP | 279,028 | $4.65M | shares |
| AEMAGNICO EAGLE MINES LTD | 69,849 | $4.57M | shares |
| XLESELECT SECTOR SPDR TR | 44,733 | $4.08M | shares |
| HYGISHARES TR | 50,000 | $3.86M | call |
| AUANGLOGOLD ASHANTI PLC | 118,307 | $2.97M | shares |
| KGCKINROSS GOLD CORP | 353,955 | $2.94M | shares |
| EWZISHARES INC | 107,143 | $2.93M | shares |
| AGIALAMOS GOLD INC | 169,044 | $2.65M | shares |
| PAASPAN AMERN SILVER CORP | 129,894 | $2.58M | shares |
| Shopify IncShopify Inc | 2,596,000 | $2.43M | principal |
| XLUSELECT SECTOR SPDR TR | 30,000 | $2.04M | shares |
| Viavi Solutions IncViavi Solutions Inc | 2,000,000 | $1.91M | principal |
| GFIGOLD FIELDS LTD | 120,218 | $1.79M | shares |
| EQXEQUINOX GOLD CORP | 274,027 | $1.43M | shares |
| NVDANVIDIA CORPORATION | 11,000 | $1.36M | put |
| LITGLOBAL X FDS | 30,000 | $1.16M | put |
| DXJWISDOMTREE TR | 10,000 | $1.13M | put |
| SPYSTATE STR SPDR S&P 500 ETF T | 2,000 | $1.09M | shares |
| CDECOEUR MNG INC | 167,287 | $940K | shares |
| BTGB2GOLD CORP | 341,393 | $922K | shares |
| IAGIAMGOLD CORP | 241,703 | $906K | shares |
| TSLATESLA INC | 4,500 | $890K | put |
| HLHECLA MINING COMPANY | 163,543 | $793K | shares |
| TSMTAIWAN SEMICONDUCTOR MANUFAC | 4,000 | $695K | shares |
| ASHRDBX ETF TR | 25,000 | $589K | shares |
| CGAUCENTERRA GOLD INC | 79,536 | $534K | shares |
| AMTAMERICAN TOWER CORP | 2,700 | $525K | put |
| ADBEADOBE INC | 900 | $500K | put |
| ADBEADOBE INC | 861 | $478K | shares |
| INTCINTEL CORP | 14,500 | $449K | shares |
| IWMISHARES TR | 2,100 | $426K | call |
| TSLATESLA INC | 1,767 | $350K | shares |
| FALNISHARES TR | 13,249 | $347K | shares |
| EGOELDORADO GOLD CORP NEW | 23,169 | $343K | shares |
| GDXVANECK ETF TRUST | 10,000 | $339K | shares |
| AMTAMERICAN TOWER CORP | 1,583 | $308K | shares |
| DISDISNEY WALT CO | 3,000 | $298K | put |
| NKENIKE INC | 3,600 | $271K | put |
| NKENIKE INC | 3,326 | $251K | shares |
| SBUXSTARBUCKS CORP | 3,200 | $249K | put |
| SBUXSTARBUCKS CORP | 3,199 | $249K | shares |
| IWMISHARES TR | 1,000 | $203K | shares |
| NOVAQSUNNOVA ENERGY INTERNATIONAL I | 20,000 | $112K | put |
| VINTAGE WINE ESTATES INCVINTAGE WINE ESTATES INC | 4,509,552 | $45.1K | shares |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0000905148-24-003152 | base | 2024-11-14 | acceptance time not in the bulk data set |