BLUECREST CAPITAL MANAGEMENT LTD

Filed: 8/14/2024ACC: 0000905148-24-002231

📋 What this filing means

BLUECREST CAPITAL MANAGEMENT LTD filed this quarterly 13F‑HR report disclosing 91 equity positions with a total reported market value of $1.72B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

Positions

$1.72B

Total AUM (reported)

168.33M

Total Shares

Allocation by class

GOLD SHS$758.99M44.2%

JUNIOR GOLD MINE$154.06M9.0%

SPONS ADS$85.25M5.0%

ENERGY$77.95M4.5%

COM$75.89M4.4%

IBOXX HI YD ETF$46.26M2.7%

NOTE 0.750% 2/1$43.75M2.5%

Portfolio Concentration

Top 3$998.30M58.1%

4–10$318.96M18.6%

11–25$247.36M14.4%

Rest$152.53M8.9%

Top 3 weight

58.1%

Top 10 weight

76.7%

Voting Authority Distribution

Total shares with voting rights: 168.33M

Sole

Full voting authority

0.00

% of voting shares0.0%

Shared

Joint voting authority

39.34M

% of voting shares23.4%

None

No voting authority

128.99M

% of voting shares76.6%

Investment Discretion (by position count)

Sole0

Shared0

Other91

Dominant voting typeNone · 76.6% of voting shares

Institutional Holdings91

Rows:

SPDR GOLD TR

OTR

GOLD SHS

Shares3.53M

TypeSH

Market value$758.99M

44.20%

Sole

0.00

Shared

3.53M

None

0.00

VANECK ETF TRUST

OTR

JUNIOR GOLD MINE

Shares3.66M

TypeSH

Market value$154.06M

8.97%

Sole

0.00

Shared

3.66M

None

0.00

CRITEO S A

OTR

SPONS ADS

Shares2.26M

TypeSH

Market value$85.25M

4.96%

Sole

0.00

Shared

2.26M

None

0.00

SELECT SECTOR SPDR TR

OTR

ENERGY

Shares855.13K

TypeSH

Market value$77.95M

4.54%

Sole

0.00

Shared

855.13K

None

0.00

ISHARES TR

OTR

IBOXX HI YD ETF

Shares599.72K

TypeSH

Market value$46.26M

2.69%

Sole

0.00

Shared

599.72K

None

0.00

INSIGHT ENTERPRISES INC

OTR

NOTE 0.750% 2/1

Shares15.07M

TypePRN

Market value$43.75M

2.55%

Sole

0.00

Shared

0.00

None

15.07M

SPDR SER TR

OTR

S&P REGL BKG

Shares850K

TypeSH

Market value$41.73M

2.43%

Sole

0.00

Shared

850K

None

0.00

MICROSOFT CORP

OTR

COM

Shares92.11K

TypeSH

Market value$41.17M

2.40%

Sole

0.00

Shared

92.11K

None

0.00

ISHARES TR

OTR

JPMORGAN USD EMG

Shares402.50K

TypeSH

Market value$35.61M

2.07%

Sole

0.00

Shared

402.50K

None

0.00

ISHARES TR

OTR

CHINA LG-CAP ETF

Shares1.25M

TypeSH

Market value$32.49M

1.89%

Sole

0.00

Shared

1.25M

None

0.00

NEXTERA ENERGY INC

OTR

UNIT 06/01/2027

Shares605.50K

TypeSH

Market value$30.28M

1.76%

Sole

0.00

Shared

605.50K

None

0.00

ISHARES TR

OTR

RUSSELL 2000 ETF

Shares138.10K

TypeSH

Market value$28.02M

1.63%

Sole

0.00

Shared

138.10K

None

0.00

RITHM CAPITAL CORP

OTR

COM NEW

Shares2.13M

TypeSH

Market value$23.29M

1.36%

Sole

0.00

Shared

2.13M

None

0.00

ISHARES INC

OTR

MSCI BRAZIL ETF

Shares832.14K

TypeSH

Market value$22.74M

1.32%

Sole

0.00

Shared

832.14K

None

0.00

BREAD FINANCIAL HOLDINGS INC

OTR

NOTE 4.250% 6/1

Shares15M

TypePRN

Market value$20.03M

1.17%

Sole

0.00

Shared

0.00

None

15M

ISHARES TR

OTR

MSCI INDIA ETF

Shares300K

TypeSH

Market value$16.73M

0.97%

Sole

0.00

Shared

300K

None

0.00

ISHARES TR

OTR

CORE US AGGBD ET

Shares153.20K

TypeSH

Market value$14.87M

0.87%

Sole

0.00

Shared

153.20K

None

0.00

ORMAT TECHNOLOGIES INC

OTR

NOTE 2.500% 7/1

Shares14.92M

TypePRN

Market value$14.82M

0.86%

Sole

0.00

Shared

0.00

None

14.92M

ISHARES INC

OTR

MSCI STH AFR ETF

Shares300K

TypeSH

Market value$13.00M

0.76%

Sole

0.00

Shared

300K

None

0.00

WAYFAIR INC

OTR

NOTE 3.500%11/1

Shares9.30M

TypePRN

Market value$12.92M

0.75%

Sole

0.00

Shared

0.00

None

9.30M

KRANESHARES TRUST

OTR

CSI CHI INTERNET

Shares416K

TypeSH

Market value$11.24M

0.65%

Sole

0.00

Shared

416K

None

0.00

ISHARES TR

OTR

IBOXX INV CP ETF

Shares100K

TypeSH

Market value$10.71M

0.62%

Sole

0.00

Shared

100K

None

0.00

PEBBLEBROOK HOTEL TR

OTR

NOTE 1.750%12/1

Shares11.09M

TypePRN

Market value$9.80M

0.57%

Sole

0.00

Shared

0.00

None

11.09M

INVESCO QQQ TR

OTR

UNIT SER 1

Shares420K

TypeSH

Market value$9.60M

0.56%

Sole

0.00

Shared

420K

None

0.00

JETBLUE AIRWAYS CORP

OTR

NOTE 0.500% 4/0

Shares10.56M

TypePRN

Market value$9.31M

0.54%

Sole

0.00

Shared

0.00

None

10.56M

Issuer	Class	Shares	Type	Value / Portfolio %	Shared	None
SPDR GOLD TROTR	GOLD SHS	3.53M	SH	$758.99M 44.20%	3.53M	0.00
VANECK ETF TRUSTOTR	JUNIOR GOLD MINE	3.66M	SH	$154.06M 8.97%	3.66M	0.00
CRITEO S AOTR	SPONS ADS	2.26M	SH	$85.25M 4.96%	2.26M	0.00
SELECT SECTOR SPDR TROTR	ENERGY	855.13K	SH	$77.95M 4.54%	855.13K	0.00
ISHARES TROTR	IBOXX HI YD ETF	599.72K	SH	$46.26M 2.69%	599.72K	0.00
INSIGHT ENTERPRISES INCOTR	NOTE 0.750% 2/1	15.07M	PRN	$43.75M 2.55%	0.00	15.07M
SPDR SER TROTR	S&P REGL BKG	850K	SH	$41.73M 2.43%	850K	0.00
MICROSOFT CORPOTR	COM	92.11K	SH	$41.17M 2.40%	92.11K	0.00
ISHARES TROTR	JPMORGAN USD EMG	402.50K	SH	$35.61M 2.07%	402.50K	0.00
ISHARES TROTR	CHINA LG-CAP ETF	1.25M	SH	$32.49M 1.89%	1.25M	0.00
NEXTERA ENERGY INCOTR	UNIT 06/01/2027	605.50K	SH	$30.28M 1.76%	605.50K	0.00
ISHARES TROTR	RUSSELL 2000 ETF	138.10K	SH	$28.02M 1.63%	138.10K	0.00
RITHM CAPITAL CORPOTR	COM NEW	2.13M	SH	$23.29M 1.36%	2.13M	0.00
ISHARES INCOTR	MSCI BRAZIL ETF	832.14K	SH	$22.74M 1.32%	832.14K	0.00
BREAD FINANCIAL HOLDINGS INCOTR	NOTE 4.250% 6/1	15M	PRN	$20.03M 1.17%	0.00	15M
ISHARES TROTR	MSCI INDIA ETF	300K	SH	$16.73M 0.97%	300K	0.00
ISHARES TROTR	CORE US AGGBD ET	153.20K	SH	$14.87M 0.87%	153.20K	0.00
ORMAT TECHNOLOGIES INCOTR	NOTE 2.500% 7/1	14.92M	PRN	$14.82M 0.86%	0.00	14.92M
ISHARES INCOTR	MSCI STH AFR ETF	300K	SH	$13.00M 0.76%	300K	0.00
WAYFAIR INCOTR	NOTE 3.500%11/1	9.30M	PRN	$12.92M 0.75%	0.00	9.30M
KRANESHARES TRUSTOTR	CSI CHI INTERNET	416K	SH	$11.24M 0.65%	416K	0.00
ISHARES TROTR	IBOXX INV CP ETF	100K	SH	$10.71M 0.62%	100K	0.00
PEBBLEBROOK HOTEL TROTR	NOTE 1.750%12/1	11.09M	PRN	$9.80M 0.57%	0.00	11.09M
INVESCO QQQ TROTR	UNIT SER 1	420K	SH	$9.60M 0.56%	420K	0.00
JETBLUE AIRWAYS CORPOTR	NOTE 0.500% 4/0	10.56M	PRN	$9.31M 0.54%	0.00	10.56M

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