BlueCrest Capital Management

BlueCrest Capital Management as of March 31, 2024

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 155 positions in its portfolio as reported in the March 2024 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Gold Tr Gold Shs Call Option (GLD) 19.8 $401M 2.0M 205.72
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 10.1 $205M 5.0M 41.08
Ishares Tr Iboxx Inv Cp Etf Put Option (LQD) 8.7 $177M 1.6M 108.92
Ishares Tr Iboxx Hi Yd Etf (HYG) 6.5 $133M 1.7M 77.73
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 4.4 $89M 200k 444.01
Criteo S A Spons Ads (CRTO) 3.9 $79M 2.3M 35.07
Ishares Tr Jpmorgan Usd Emg (EMB) 2.5 $52M 575k 89.67
Insight Enterprises Note 0.750% 2/1 (Principal) 2.4 $48M 18M 2.72
Spdr S&p 500 Etf Tr Tr Unit (SPY) 1.8 $37M 71k 523.07
NVIDIA Corporation Call Option (NVDA) 1.8 $37M 41k 903.56
Ishares Tr Russell 2000 Etf Call Option (IWM) 1.5 $29M 140k 210.30
Microsoft Corporation (MSFT) 1.3 $27M 64k 420.72
Rithm Capital Corp Com New (RITM) 1.2 $24M 2.1M 11.16
Albemarle Corp 7.25% Dep Shs A 1.2 $24M 403k 59.00
Amazon Call Option (AMZN) 1.1 $22M 119k 180.38
Apple Call Option (AAPL) 1.0 $21M 122k 171.48
Select Sector Spdr Tr Energy (XLE) 1.0 $21M 221k 94.41
JPMorgan Chase & Co. (JPM) 0.9 $19M 94k 200.30
Ishares Msci Brazil Etf Call Option (EWZ) 0.8 $16M 500k 32.42
Ishares Tr China Lg-cap Etf Call Option (FXI) 0.8 $16M 650k 24.07
Eli Lilly & Co. Put Option (LLY) 0.7 $15M 19k 777.96
Johnson & Johnson (JNJ) 0.7 $13M 84k 158.19
Akamai Technologies Note 0.375% 9/0 (Principal) 0.6 $13M 12M 1.06
Starwood Ppty Tr Note 6.750% 7/1 (Principal) 0.6 $12M 12M 1.06
Brooge Energy *w Exp 12/20/202 (BROGW) 0.6 $11M 67k 166.67
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.5 $10M 11M 0.90
Tesla Motors Call Option (TSLA) 0.5 $9.7M 55k 175.79
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 0.5 $9.6M 151k 63.75
Mastercard Incorporated Cl A Put Option (MA) 0.5 $9.4M 20k 481.57
Interdigital Note 3.500% 6/0 (Principal) 0.5 $9.4M 6.5M 1.44
Procter & Gamble Company (PG) 0.5 $9.2M 57k 162.25
Ormat Technologies Note 2.500% 7/1 (Principal) 0.4 $9.1M 9.4M 0.97
Costco Wholesale Corporation Put Option (COST) 0.4 $9.0M 12k 732.63
Broadcom Call Option (AVGO) 0.4 $8.5M 6.4k 1325.41
Dbx Etf Tr Xtrack Hrvst Csi Call Option (ASHR) 0.4 $8.4M 350k 24.07
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.4 $8.4M 20k 420.52
Merck & Co Put Option (MRK) 0.4 $8.4M 63k 131.95
Pepsi (PEP) 0.4 $8.0M 46k 175.01
Axon Enterprise Note 0.500%12/1 (Principal) 0.4 $8.0M 5.5M 1.46
Shopify Note 0.125%11/0 (Principal) 0.4 $8.0M 8.4M 0.95
salesforce (CRM) 0.4 $7.9M 26k 301.18
Bank of America Corporation Put Option (BAC) 0.4 $7.9M 209k 37.92
Select Sector Spdr Tr Financial (XLF) 0.4 $7.6M 180k 42.12
Integer Hldgs Corp Note 2.125% 2/1 (Principal) 0.4 $7.5M 5.2M 1.45
Meta Platforms Cl A Call Option (META) 0.4 $7.4M 15k 485.58
Exxon Mobil Corporation (XOM) 0.4 $7.2M 62k 116.24
Advanced Micro Devices Call Option (AMD) 0.4 $7.1M 39k 180.49
Home Depot Put Option (HD) 0.3 $7.0M 18k 383.60
Collegium Pharmaceutical Note 2.875% 2/1 (Principal) 0.3 $6.9M 5.5M 1.25
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.3 $6.6M 131k 50.28
Wells Fargo & Company Put Option (WFC) 0.3 $6.5M 112k 57.96
Alphabet Cap Stk Cl A (GOOGL) 0.3 $6.3M 42k 150.93
Walt Disney Company (DIS) 0.3 $6.0M 49k 122.36
International Business Machines Put Option (IBM) 0.3 $5.9M 31k 190.96
Pfizer (PFE) 0.3 $5.8M 209k 27.75
Verizon Communications (VZ) 0.3 $5.6M 133k 41.96
Goldman Sachs Put Option (GS) 0.3 $5.6M 13k 417.69
Comcast Corp Cl A Call Option (CMCSA) 0.3 $5.5M 127k 43.35
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.3 $5.4M 85k 64.21
Patrick Inds Note 1.750%12/0 (Principal) 0.3 $5.4M 4.1M 1.30
Boeing Company (BA) 0.3 $5.3M 28k 192.99
Wolfspeed Note 1.875%12/0 (Principal) 0.3 $5.1M 9.0M 0.57
Texas Instruments Incorporated Call Option (TXN) 0.3 $5.1M 29k 174.21
Nike CL B (NKE) 0.2 $5.0M 54k 93.98
Coca-Cola Company (KO) 0.2 $4.9M 80k 61.18
Abbvie Put Option (ABBV) 0.2 $4.9M 27k 182.10
Adobe Systems Incorporated (ADBE) 0.2 $4.7M 9.3k 504.60
Amgen (AMGN) 0.2 $4.7M 16k 284.32
Applied Materials Call Option (AMAT) 0.2 $4.6M 22k 206.23
At&t (T) 0.2 $4.6M 261k 17.60
Vintage Wine Estates *w Exp 06/08/202 (VWEWW) 0.2 $4.5M 41k 109.89
Jetblue Airways Corp Note 0.500% 4/0 (Principal) 0.2 $4.4M 5.0M 0.87
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.2 $4.3M 59k 73.04
Intuit Call Option (INTU) 0.2 $4.3M 6.6k 650.00
Century Alum Note 2.750% 5/0 (Principal) 0.2 $4.3M 4.2M 1.02
Alphabet Cap Stk Cl C Call Option (GOOG) 0.2 $4.2M 27k 152.26
Encore Cap Group Note 4.000% 3/1 (Principal) 0.2 $4.2M 4.5M 0.94
United Parcel Service CL B (UPS) 0.2 $4.1M 28k 148.63
Cisco Systems Call Option (CSCO) 0.2 $3.9M 78k 49.91
Lowe's Companies Put Option (LOW) 0.2 $3.8M 15k 254.73
Morgan Stanley Com New Put Option (MS) 0.2 $3.8M 41k 94.16
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.2 $3.8M 26k 147.73
UnitedHealth (UNH) 0.2 $3.8M 7.6k 494.70
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.2 $3.7M 20k 183.89
Select Sector Spdr Tr Technology (XLK) 0.2 $3.7M 18k 208.27
Intel Corporation Call Option (INTC) 0.2 $3.7M 84k 44.17
American Tower Reit (AMT) 0.2 $3.5M 18k 197.59
Caterpillar Put Option (CAT) 0.2 $3.4M 9.3k 366.43
Qualcomm Call Option (QCOM) 0.2 $3.3M 20k 169.30
Intuitive Surgical Com New Put Option (ISRG) 0.2 $3.3M 8.3k 399.09
S&p Global (SPGI) 0.2 $3.2M 7.5k 425.45
Abbott Laboratories Put Option (ABT) 0.2 $3.2M 28k 113.66
Starbucks Corporation (SBUX) 0.2 $3.2M 35k 91.39
Ishares Tr U.s. Real Es Etf Put Option (IYR) 0.2 $3.1M 35k 89.90
Booking Holdings Call Option (BKNG) 0.1 $2.9M 800.00 3627.88
Mr Cooper Group (COOP) 0.1 $2.8M 36k 77.95
Bristol Myers Squibb (BMY) 0.1 $2.8M 51k 54.23
Union Pacific Corporation Put Option (UNP) 0.1 $2.8M 11k 245.93
Wal-Mart Stores (WMT) 0.1 $2.7M 46k 60.17
Vaneck Etf Trust Gold Miners Etf (GDX) 0.1 $2.6M 82k 31.62
Altair Engr Note 1.750% 6/1 (Principal) 0.1 $2.6M 2.0M 1.31
Anthem Put Option (ELV) 0.1 $2.4M 4.7k 518.54
Ishares Tr Msci India Etf (INDA) 0.1 $2.4M 46k 51.59
General Electric Com New Put Option (GE) 0.1 $2.4M 14k 175.53
Servicenow (NOW) 0.1 $2.3M 3.0k 762.40
Brightspring Health Svcs Unit 02/01/2027 0.1 $2.2M 48k 45.08
McDonald's Corporation (MCD) 0.1 $2.1M 7.6k 281.95
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.1 $2.1M 4.0M 0.52
ConocoPhillips (COP) 0.1 $2.0M 16k 127.28
Viavi Solutions Note 1.625% 3/1 (Principal) 0.1 $2.0M 2.0M 0.98
Tpi Composites Note 5.250% 3/1 (Principal) 0.1 $1.9M 4.1M 0.47
Mfa Finl (MFA) 0.1 $1.9M 167k 11.41
Visa Com Cl A Put Option (V) 0.1 $1.9M 6.8k 279.08
TJX Companies Put Option (TJX) 0.1 $1.9M 19k 101.42
Global X Fds Lithium Btry Etf Put Option (LIT) 0.1 $1.8M 40k 45.29
Raytheon Technologies Corp Put Option (RTX) 0.1 $1.8M 18k 97.53
Prologis Put Option (PLD) 0.1 $1.8M 14k 130.22
Oracle Corporation (ORCL) 0.1 $1.7M 14k 125.61
Spdr Ser Tr Portfli High Yld (SPHY) 0.1 $1.7M 71k 23.46
EXACT Sciences Corporation (EXAS) 0.1 $1.6M 24k 69.06
Schlumberger Com Stk (SLB) 0.1 $1.6M 29k 54.81
Reddit Cl A 0.1 $1.5M 30k 49.32
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.1 $1.5M 31k 48.25
Chevron Corporation Put Option (CVX) 0.1 $1.4M 9.0k 157.74
Wayfair Note 1.000% 8/1 (Principal) 0.1 $1.4M 1.5M 0.93
Albemarle Corporation Put Option (ALB) 0.1 $1.3M 10k 131.74
Barinthus Biotherapeutics Pl Ads (BRNS) 0.1 $1.3M 543k 2.38
Dex (DXCM) 0.1 $1.2M 9.0k 138.70
Honeywell International Put Option (HON) 0.0 $985k 4.8k 205.25
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.0 $888k 42k 21.15
BlackRock Put Option (BLK) 0.0 $834k 1.0k 833.70
Warner Bros Discovery Com Ser A (WBD) 0.0 $786k 90k 8.73
Danaher Corporation Put Option (DHR) 0.0 $774k 3.1k 249.72
Sunnova Energy International Put Option (NOVA) 0.0 $699k 114k 6.13
Philip Morris International Put Option (PM) 0.0 $696k 7.6k 91.62
Netflix Put Option (NFLX) 0.0 $607k 1.0k 607.33
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.0 $599k 1.5M 0.41
Air Transport Services Put Option (ATSG) 0.0 $592k 43k 13.76
Ishares Bitcoin Tr SHS 0.0 $579k 14k 40.47
Sibanye Stillwater Sponsored Adr (SBSW) 0.0 $569k 121k 4.71
Nextera Energy Put Option (NEE) 0.0 $569k 8.9k 63.91
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.0 $544k 4.0k 136.05
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $484k 1.4M 0.35
ON Semiconductor (ON) 0.0 $478k 6.5k 73.55
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.0 $455k 3.7k 122.09
Thermo Fisher Scientific Put Option (TMO) 0.0 $407k 700.00 581.21
Nextera Energy Unit 09/01/2025 (NEE.PR) 0.0 $288k 7.4k 38.93
Bumble Com Cl A (BMBL) 0.0 $284k 25k 11.35
Sunrun Put Option (RUN) 0.0 $264k 20k 13.18
Clarivate 5.25% Pfd Conv A (CLVT.PA) 0.0 $255k 8.6k 29.72
Deere & Company Put Option (DE) 0.0 $246k 600.00 410.74
JetBlue Airways Corporation Put Option (JBLU) 0.0 $223k 30k 7.42
Ishares Tr Msci Usa Min Vol (USMV) 0.0 $217k 2.6k 83.58
Global X Fds Global X Uranium (URA) 0.0 $208k 7.2k 28.83
Ford Motor Company Put Option (F) 0.0 $133k 10k 13.28