BlueCrest Capital Management Ltd Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$1.7T
Holdings
91
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (91 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 3,530,022 | $759.0B | 44.20% | Put |
| 2 | GDXJVANECK ETF TRUST | 3,657,622 | $154.1B | 8.97% | Put |
| 3 | CRTOCRITEO S A | 2,260,000 | $85.2B | 4.96% | |
| 4 | XLESELECT SECTOR SPDR TR | 855,133 | $77.9B | 4.54% | Put |
| 5 | HYGISHARES TR | 599,715 | $46.3B | 2.69% | Put |
| 6 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 15,069,000 | $43.8B | 2.55% | |
| 7 | LVLNSPDR SER TR | 850,000 | $41.7B | 2.43% | Put |
| 8 | MSFTMICROSOFT CORP | 92,112 | $41.2B | 2.40% | Call |
| 9 | EMBISHARES TR | 402,500 | $35.6B | 2.07% | Put |
| 10 | FXIISHARES TR | 1,250,000 | $32.5B | 1.89% | Call |
| 11 | NEE 7.299 06/01/27NEXTERA ENERGY INC | 605,502 | $30.3B | 1.76% | |
| 12 | IWMISHARES TR | 138,100 | $28.0B | 1.63% | Put |
| 13 | RITMRITHM CAPITAL CORP | 2,134,661 | $23.3B | 1.36% | |
| 14 | EWZISHARES INC | 832,143 | $22.7B | 1.32% | Call |
| 15 | BFH 4.25 06/15/28BREAD FINANCIAL HOLDINGS INC | 15,000,000 | $20.0B | 1.17% | |
| 16 | INDAISHARES TR | 300,000 | $16.7B | 0.97% | Put |
| 17 | AGGISHARES TR | 153,201 | $14.9B | 0.87% | |
| 18 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 14,922,000 | $14.8B | 0.86% | |
| 19 | EZAISHARES INC | 300,000 | $13.0B | 0.76% | Call |
| 20 | WWAYFAIR INC | 9,300,000 | $12.9B | 0.75% | |
| 21 | KWEBKRANESHARES TRUST | 416,000 | $11.2B | 0.65% | |
| 22 | LQDISHARES TR | 100,000 | $10.7B | 0.62% | Put |
| 23 | PEB 1.75 12/15/26PEBBLEBROOK HOTEL TR | 11,087,000 | $9.8B | 0.57% | |
| 24 | NDQINVESCO QQQ TR | 420,000 | $9.6B | 0.56% | Call |
| 25 | JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP | 10,565,000 | $9.3B | 0.54% | |
| 26 | ITGR 2.125 02/15/28INTEGER HLDGS CORP | 6,166,000 | $8.8B | 0.51% | |
| 27 | APO 6.75 07/31/26APOLLO GLOBAL MGMT INC | 134,024 | $8.8B | 0.51% | |
| 28 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 8,321,000 | $8.6B | 0.50% | |
| 29 | SMHVANECK ETF TRUST | 32,000 | $8.3B | 0.49% | Put |
| 30 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 4,000,000 | $6.3B | 0.37% | |
| 31 | COLL 2.875 02/15/29COLLEGIUM PHARMACEUTICAL INC | 5,500,000 | $6.1B | 0.35% | |
| 32 | URAGLOBAL X FDS | 184,856 | $5.4B | 0.31% | |
| 33 | IDCC 3.5 06/01/27INTERDIGITAL INC | 3,250,000 | $5.0B | 0.29% | |
| 34 | PATK 1.75 12/01/28PATRICK INDS INC | 4,139,000 | $5.0B | 0.29% | |
| 35 | NEMNEWMONT CORP | 113,404 | $4.7B | 0.28% | |
| 36 | ABXBARRICK GOLD CORP | 279,028 | $4.7B | 0.27% | |
| 37 | AEMAGNICO EAGLE MINES LTD | 69,849 | $4.6B | 0.27% | |
| 38 | EEMISHARES TR | 100,000 | $4.3B | 0.25% | Put |
| 39 | GTLS 6.75 12/15/25 BCHART INDS INC | 73,591 | $4.2B | 0.24% | |
| 40 | EXPE 0 02/15/26EXPEDIA GROUP INC | 4,005,000 | $3.7B | 0.21% | |
| 41 | XLFSELECT SECTOR SPDR TR | 88,000 | $3.6B | 0.21% | |
| 42 | CENX 2.75 05/01/28CENTURY ALUM CO | 3,187,000 | $3.5B | 0.20% | |
| 43 | ALB 7.25 03/01/27ALBEMARLE CORP | 73,255 | $3.4B | 0.20% | |
| 44 | AUANGLOGOLD ASHANTI PLC | 118,307 | $3.0B | 0.17% | |
| 45 | KGCKINROSS GOLD CORP | 353,955 | $2.9B | 0.17% | |
| 46 | AGIALAMOS GOLD INC NEW | 169,044 | $2.7B | 0.15% | |
| 47 | PAASPAN AMERN SILVER CORP | 129,894 | $2.6B | 0.15% | |
| 48 | SHOPCN 0.125 11/01/25SHOPIFY INC | 2,596,000 | $2.4B | 0.14% | |
| 49 | WBDWARNER BROS DISCOVERY INC | 300,000 | $2.2B | 0.13% | Put |
| 50 | INTCINTEL CORP | 69,000 | $2.1B | 0.12% | Put |
| 51 | XLUSELECT SECTOR SPDR TR | 30,000 | $2.0B | 0.12% | |
| 52 | NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC. | 4,000,000 | $2.0B | 0.12% | |
| 53 | RDDTREDDIT INC | 30,000 | $1.9B | 0.11% | |
| 54 | VIAV 1.625 03/15/26VIAVI SOLUTIONS INC | 2,000,000 | $1.9B | 0.11% | |
| 55 | ECPG 4 03/15/29ENCORE CAP GROUP INC | 2,000,000 | $1.9B | 0.11% | |
| 56 | EDGGOLD FIELDS LTD | 120,218 | $1.8B | 0.10% | |
| 57 | MFAMFA FINL INC | 167,160 | $1.8B | 0.10% | |
| 58 | EQXEQUINOX GOLD CORP | 274,027 | $1.4B | 0.08% | |
| 59 | NVDANVIDIA CORPORATION | 11,000 | $1.4B | 0.08% | Put |
| 60 | TSLATESLA INC | 6,267 | $1.2B | 0.07% | Put |
| 61 | SPYSPDR S&P 500 ETF TR | 54,500 | $1.2B | 0.07% | Put |
| 62 | LITGLOBAL X FDS | 30,000 | $1.2B | 0.07% | Put |
| 63 | DXJWISDOMTREE TR | 10,000 | $1.1B | 0.07% | Put |
| 64 | ADBEADOBE INC | 1,761 | $978.3M | 0.06% | Put |
| 65 | CDECOEUR MNG INC | 167,287 | $940.2M | 0.05% | |
| 66 | BTOB2GOLD CORP | 341,393 | $921.8M | 0.05% | |
| 67 | IMGIAMGOLD CORP | 241,703 | $906.4M | 0.05% | |
| 68 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 2,500,000 | $858.5M | 0.05% | |
| 69 | AMTAMERICAN TOWER CORP NEW | 4,283 | $832.5M | 0.05% | Put |
| 70 | HLHECLA MNG CO | 163,543 | $793.2M | 0.05% | |
| 71 | RBRKRUBRIK INC. | 25,000 | $766.5M | 0.04% | |
| 72 | BRNSBARINTHUS BIOTHERAPEUTICS PL | 542,673 | $759.7M | 0.04% | |
| 73 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 4,000 | $695.2M | 0.04% | |
| 74 | DISDISNEY WALT CO | 6,088 | $604.5M | 0.04% | Put |
| 75 | ASHRDBX ETF TR | 25,000 | $589.3M | 0.03% | |
| 76 | CGCENTERRA GOLD INC | 79,536 | $534.5M | 0.03% | |
| 77 | NKENIKE INC | 6,926 | $522.0M | 0.03% | Put |
| 78 | SBUXSTARBUCKS CORP | 6,399 | $498.2M | 0.03% | Put |
| 79 | EDNEMPRESA DIST Y COMERCIAL NOR | 30,000 | $491.7M | 0.03% | |
| 80 | VATE 7.5 08/01/26 *INNOVATE CORP | 1,383,000 | $483.1M | 0.03% | |
| 81 | ONON SEMICONDUCTOR CORP | 6,500 | $445.6M | 0.03% | |
| 82 | FALNISHARES TR | 13,249 | $347.0M | 0.02% | |
| 83 | ELDELDORADO GOLD CORP NEW | 23,169 | $342.7M | 0.02% | |
| 84 | GDXVANECK ETF TRUST | 10,000 | $339.3M | 0.02% | |
| 85 | BTSG 6.75 02/01/27BRIGHTSPRING HEALTH SVCS INC | 6,942 | $326.8M | 0.02% | |
| 86 | GOOGLALPHABET INC | 1,500 | $273.2M | 0.02% | |
| 87 | JBLUJETBLUE AWYS CORP | 30,000 | $182.7M | 0.01% | Put |
| 88 | FFORD MTR CO DEL | 10,000 | $125.4M | 0.01% | Put |
| 89 | NOVAQSUNNOVA ENERGY INTL INC. | 20,000 | $111.6M | 0.01% | Put |
| 90 | —VINTAGE WINE ESTATES INC | 4,509,552 | $45.1M | 0.00% | |
| 91 | —BROOGE ENERGY LTD | 11,149,777 | $32.3M | 0.00% |