Q4 2024 · 13F-HR
BlueCrest Capital Management Ltdholdings as filed
Filed 2025-02-14 · accession 0000905148-25-000658
$3.55B
Reported value
95
Positions
2024-12-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 464287200 | IVV | ISHARES TR | $902.3M | 25.4% | 1,532,697 | Common | SHARED |
| 78463V107 | GLD | SPDR GOLD TR | $399.5M | 11.3% | 1,650,000 | PUT | SHARED |
| 78463V107 | GLD | SPDR GOLD TR | $339.0M | 9.56% | 1,400,000 | CALL | SHARED |
| 464287242 | LQD | ISHARES TR | $267.1M | 7.53% | 2,500,000 | CALL | SHARED |
| 46090E103 | QQQ | INVESCO QQQ TR | $166.1M | 4.69% | 325,000 | CALL | SHARED |
| 233051879 | ASHR | DBX ETF TR | $166.1M | 4.68% | 6,275,000 | CALL | SHARED |
| 233051879 | ASHR | DBX ETF TR | $159.8M | 4.51% | 6,035,556 | Common | SHARED |
| 78464A870 | XBI | SPDR SER TR | $138.1M | 3.89% | 1,532,882 | Common | SHARED |
| 233051879 | ASHR | DBX ETF TR | $117.7M | 3.32% | 4,445,100 | PUT | SHARED |
| 226718104 | CRTO | CRITEO S A | $89.4M | 2.52% | 2,260,000 | Common | SHARED |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST ETF | $62.7M | 1.77% | 1,181,027 | Common | SHARED |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST ETF | $53.0M | 1.50% | 1,000,000 | CALL | SHARED |
| 464288513 | HYG | ISHARES TR | $47.2M | 1.33% | 600,400 | PUT | SHARED |
| 464288281 | EMB | ISHARES TR | $35.6M | 1.00% | 400,000 | PUT | SHARED |
| 36162J106 | GEO | GEO GROUP INC NEW | $34.5M | 0.97% | 1,231,436 | Common | SHARED |
| 464286400 | EWZ | ISHARES INC | $32.5M | 0.92% | 1,445,000 | CALL | SHARED |
| 45867GAD3 | IDCC 3.5 06/01/27 | INTERDIGITAL INC | $31.9M | 0.90% | 12,650,000 | Common | NONE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $30.0M | 0.85% | 350,000 | CALL | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $29.4M | 0.83% | 609,000 | Common | SHARED |
| 65339F119 | NEE 7.234 11/01/27 | NEXTERA ENERGY INC | $25.1M | 0.71% | 550,919 | Common | SHARED |
| 69331C306 | PCG 6 12/01/27 A | PG&E CORP | $23.3M | 0.66% | 468,706 | Common | SHARED |
| 64828T201 | RITM | RITHM CAPITAL CORP | $23.1M | 0.65% | 2,134,661 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $20.9M | 0.59% | 500,000 | CALL | SHARED |
| 464288513 | HYG | ISHARES TR | $20.4M | 0.57% | 258,772 | Common | SHARED |
| 464287655 | IWM | ISHARES TR | $19.9M | 0.56% | 90,000 | PUT | SHARED |
| 92189F791 | GDXJ | VANECK ETF TRUST | $19.7M | 0.56% | 461,823 | Common | SHARED |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $17.6M | 0.50% | 30,000 | PUT | SHARED |
| 03990B309 | ARES 6.75 10/01/27 B | ARES MANAGEMENT CORPORATION | $16.8M | 0.47% | 304,460 | Common | SHARED |
| 45826HAB5 | ITGR 2.125 02/15/28 | INTEGER HLDGS CORP | $13.9M | 0.39% | 8,666,000 | Common | NONE |
| 097023204 | BA 6 10/15/27 | BOEING CO | $12.9M | 0.36% | 212,160 | Common | SHARED |
| 46090E103 | QQQ | INVESCO QQQ TR | $12.8M | 0.36% | 25,000 | PUT | SHARED |
| 464286806 | EWG | ISHARES INC | $12.7M | 0.36% | 400,000 | PUT | SHARED |
| 500767306 | KWEB | KRANESHARES TRUST | $12.2M | 0.34% | 416,000 | Common | SHARED |
| 00971TAN1 | AKAM 1.125 02/15/29 | AKAMAI TECHNOLOGIES INC | $12.2M | 0.34% | 12,445,000 | Common | NONE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $12.1M | 0.34% | 250,000 | CALL | SHARED |
| 464287242 | LQD | ISHARES TR | $10.7M | 0.30% | 100,000 | Common | SHARED |
| 69331CAL2 | PCG 4.25 12/01/27 | PG&E CORP | $10.5M | 0.30% | 9,660,000 | Common | NONE |
| 594918104 | MSFT | MICROSOFT CORP | $10.4M | 0.29% | 24,700 | CALL | SHARED |
| 78467Y107 | MDY | SPDR S&P MIDCAP 400 ETF TR | $9.2M | 0.26% | 16,200 | Common | SHARED |
| 686688AB8 | ORA 2.5 07/15/27 | ORMAT TECHNOLOGIES INC | $7.6M | 0.22% | 7,722,000 | Common | NONE |
| 65339F663 | NEE 7.299 06/01/27 | NEXTERA ENERGY INC | $6.9M | 0.19% | 141,584 | Common | SHARED |
| 10950A205 | BTSG 6.75 02/01/27 | BRIGHTSPRING HEALTH SVCS INC | $6.3M | 0.18% | 100,653 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $6.3M | 0.18% | 150,000 | PUT | SHARED |
| 78464A698 | KRE | SPDR SER TR | $6.0M | 0.17% | 100,000 | CALL | SHARED |
| 012653200 | ALB 7.25 03/01/27 | ALBEMARLE CORP | $5.8M | 0.16% | 143,272 | Common | SHARED |
| 03769M304 | APO 6.75 07/31/26 | APOLLO GLOBAL MGMT INC | $5.6M | 0.16% | 64,115 | Common | SHARED |
| 65339F713 | NEE 6.926 09/01/25 | NEXTERA ENERGY INC | $5.4M | 0.15% | 132,314 | Common | SHARED |
| 00971TAL5 | AKAM 0.375 09/01/27 | AKAMAI TECHNOLOGIES INC | $4.9M | 0.14% | 4,883,000 | Common | NONE |
| 75734B100 | RDDT | REDDIT INC | $4.9M | 0.14% | 30,000 | Common | SHARED |
| 18915MAC1 | NET 0 08/15/26 | CLOUDFLARE INC | $4.8M | 0.14% | 5,000,000 | Common | NONE |
| 92189F106 | GDX | VANECK ETF TRUST | $4.6M | 0.13% | 136,500 | Common | SHARED |
| 92206C870 | VCIT | VANGUARD SCOTTSDALE FDS | $3.7M | 0.10% | 45,697 | Common | SHARED |
| 42824C208 | HPE 7.625 09/01/27 | HEWLETT PACKARD ENTERPRISE C | $3.2M | 0.09% | 50,398 | Common | SHARED |
| 86745KAF1 | NOVA 0.25 12/01/26 | SUNNOVA ENERGY INTL INC. | $3.1M | 0.09% | 5,250,000 | Common | NONE |
| 465741AN6 | ITRI 0 03/15/26 | ITRON INC | $3.1M | 0.09% | 3,000,000 | Common | NONE |
| 16115Q407 | GTLS 6.75 12/15/25 B | CHART INDS INC | $2.7M | 0.07% | 37,704 | Common | SHARED |
| 19459JAC8 | COLL 2.875 02/15/29 | COLLEGIUM PHARMACEUTICAL INC | $2.6M | 0.07% | 2,500,000 | Common | NONE |
| 48203R104 | JNP | JUNIPER NETWORKS INC | $2.6M | 0.07% | 69,420 | Common | SHARED |
| 78464A359 | CWB | SPDR SER TR | $2.5M | 0.07% | 31,851 | Common | SHARED |
| 00922RAD7 | — | AIR TRANS SVCS GROUP INC | $2.4M | 0.07% | 2,388,000 | Common | NONE |
| 48203R104 | JNP | JUNIPER NETWORKS INC | $2.3M | 0.07% | 62,000 | PUT | SHARED |
| 92206C813 | VCLT | VANGUARD SCOTTSDALE FDS | $2.1M | 0.06% | 28,260 | Common | SHARED |
| 19260Q107 | COIN | COINBASE GLOBAL INC | $2.1M | 0.06% | 8,300 | Common | SHARED |
| 292554AP7 | ECPG 4 03/15/29 | ENCORE CAP GROUP INC | $2.0M | 0.06% | 2,000,000 | Common | NONE |
| 55272X607 | MFA | MFA FINL INC | $1.7M | 0.05% | 167,160 | Common | SHARED |
| 781154109 | RBRK | RUBRIK INC. | $1.6M | 0.05% | 25,000 | Common | SHARED |
| 140501AE7 | CSWC 5.125 11/15/29 | CAPITAL SOUTHWEST CORP | $1.5M | 0.04% | 1,500,000 | Common | NONE |
| 594972408 | MSTR | MICROSTRATEGY INC | $1.4M | 0.04% | 4,942 | Common | SHARED |
| 833445109 | SNOW | SNOWFLAKE INC | $1.4M | 0.04% | 9,200 | Common | SHARED |
| 12572Q105 | CME | CME GROUP INC | $1.4M | 0.04% | 6,000 | Common | SHARED |
| 48203R104 | JNP | JUNIPER NETWORKS INC | $1.2M | 0.03% | 32,400 | CALL | SHARED |
| 682189105 | ON | ON SEMICONDUCTOR CORP | $1.1M | 0.03% | 17,700 | Common | SHARED |
| 131428104 | CLMT | CALUMET INC | $1.1M | 0.03% | 50,000 | Common | SHARED |
| 647581206 | EDU | NEW ORIENTAL ED & TECHNOLOGY | $1.0M | 0.03% | 15,800 | Common | SHARED |
| 78468R556 | XOP | SPDR SER TR | $992,775 | 0.03% | 7,500 | Common | SHARED |
| 722304102 | PDD | PDD HOLDINGS INC | $969,900 | 0.03% | 10,000 | PUT | SHARED |
| 462222100 | IONS | IONIS PHARMACEUTICALS INC | $915,952 | 0.03% | 26,200 | Common | SHARED |
| 595112103 | MU | MICRON TECHNOLOGY INC | $841,600 | 0.02% | 10,000 | PUT | SHARED |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST ETF | $795,750 | 0.02% | 15,000 | PUT | SHARED |
| 464287655 | IWM | ISHARES TR | $684,976 | 0.02% | 3,100 | Common | SHARED |
| 46435U853 | USHY | ISHARES TR | $608,212 | 0.02% | 16,532 | Common | SHARED |
| 12503M108 | CBOE | CBOE GLOBAL MKTS INC | $484,397 | 0.01% | 2,479 | Common | SHARED |
| 404139AG2 | VATE 7.5 08/01/26 * | INNOVATE CORP | $479,625 | 0.01% | 1,383,000 | Common | NONE |
| G1890L107 | CPRI | CAPRI HOLDINGS LIMITED | $473,850 | 0.01% | 22,500 | CALL | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $403,973 | 0.01% | 4,716 | Common | SHARED |
| 92343E102 | VRSN | VERISIGN INC | $344,795 | 0.01% | 1,666 | Common | SHARED |
| 92826C839 | V | VISA INC | $339,111 | 0.01% | 1,073 | Common | SHARED |
| 254687106 | DIS | DISNEY WALT CO | $334,050 | 0.01% | 3,000 | Common | SHARED |
| 477143101 | JBLU | JETBLUE AWYS CORP | $314,400 | 0.01% | 40,000 | PUT | SHARED |
| 368736104 | GNRC | GENERAC HLDGS INC | $313,046 | 0.01% | 2,019 | Common | SHARED |
| 45569U101 | INDI | INDIE SEMICONDUCTOR INC | $301,320 | 0.01% | 74,400 | CALL | SHARED |
| 690742101 | OC | OWENS CORNING NEW | $263,144 | 0.01% | 1,545 | Common | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $252,900 | 0.01% | 600 | Common | SHARED |
| 86745KAH7 | NOVA 2.625 02/15/28 | SUNNOVA ENERGY INTL INC. | $197,093 | 0.01% | 500,000 | Common | NONE |
| 345370860 | F | FORD MTR CO | $99,000 | 0.00% | 10,000 | PUT | SHARED |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.