BlueCrest Capital Management

BlueCrest Capital Management as of Sept. 30, 2024

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 74 positions in its portfolio as reported in the September 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) 44.6 $833M 3.4M 243.06
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 17.3 $322M 660k 488.07
Criteo S A Spons Ads (CRTO) 4.9 $91M 2.3M 40.24
Ishares Tr Iboxx Hi Yd Etf (HYG) 4.6 $86M 1.1M 80.30
Select Sector Spdr Tr Energy Call Option (XLE) 4.1 $76M 870k 87.80
Insight Enterprises Note 0.750% 2/1 (Principal) 2.5 $48M 15M 3.15
Ishares Tr Russell 2000 Etf Put Option (IWM) 1.7 $32M 145k 220.89
Nextera Energy Unit 06/01/2027 (NEE.PS) 1.7 $31M 560k 55.45
Ishares Tr Iboxx Inv Cp Etf (LQD) 1.5 $28M 250k 112.98
Rithm Capital Corp Com New (RITM) 1.3 $24M 2.1M 11.35
Interdigital Note 3.500% 6/0 (Principal) 1.3 $24M 13M 1.86
Hewlett Packard Enterprise C 7.625 Mand Conv 1.1 $21M 339k 60.51
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 0.9 $16M 29k 573.76
Ormat Technologies Note 2.500% 7/1 (Principal) 0.8 $16M 15M 1.04
Brooge Energy *w Exp 12/20/202 (BROGW) 0.8 $16M 11M 1.39
Kraneshares Trust Csi Chi Internet (KWEB) 0.8 $14M 416k 34.02
Ishares Tr Jpmorgan Usd Emg (EMB) 0.8 $14M 150k 93.58
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 0.7 $14M 300k 45.86
Integer Hldgs Corp Note 2.125% 2/1 (Principal) 0.7 $12M 7.7M 1.58
Microsoft Corporation (MSFT) 0.6 $11M 25k 430.30
Ishares Tr China Lg-cap Etf Call Option (FXI) 0.6 $11M 330k 31.78
Albemarle Corp 7.25% Dep Shs A (ALB.PA) 0.5 $9.9M 219k 45.00
Akamai Technologies Note 0.375% 9/0 (Principal) 0.5 $8.8M 8.5M 1.03
Cme (CME) 0.5 $8.6M 39k 220.65
Select Sector Spdr Tr Financial (XLF) 0.5 $8.5M 188k 45.32
Collegium Pharmaceutical Note 2.875% 2/1 (Principal) 0.4 $8.2M 6.5M 1.26
Akamai Technologies Note 1.125% 2/1 (Principal) 0.4 $7.6M 7.5M 1.02
Spdr S&p Midcap 400 Etf Tr Utser1 S&pdcrp (MDY) 0.4 $7.1M 13k 569.66
Expedia Group Note 2/1 (Principal) 0.3 $6.2M 6.5M 0.95
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 0.3 $5.4M 80k 67.99
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.2 $4.5M 6.0M 0.76
Ishares Msci Brazil Etf Call Option (EWZ) 0.2 $4.4M 150k 29.49
Century Alum Note 2.750% 5/0 (Principal) 0.2 $3.6M 3.2M 1.11
Dexcom Note 0.375% 5/1 (Principal) 0.2 $3.3M 3.7M 0.89
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.2 $3.2M 3.5M 0.92
Brightspring Health Svcs Unit 02/01/2027 (BTSGU) 0.2 $3.1M 56k 55.74
Ishares Tr Msci India Etf Put Option (INDA) 0.2 $2.9M 50k 58.53
Varonis Sys (VRNS) 0.2 $2.9M 51k 56.50
Ishares Bitcoin Trust Etf Shs Ben Int (IBIT) 0.1 $2.8M 77k 36.13
Air Trans Svcs Group Note 3.875% 8/1 (Principal) 0.1 $2.4M 2.6M 0.94
Warner Bros Discovery Com Ser A (WBD) 0.1 $2.2M 270k 8.25
Mfa Finl (MFA) 0.1 $2.1M 167k 12.72
Encore Cap Group Note 4.000% 3/1 (Principal) 0.1 $2.0M 2.0M 1.01
Reddit Cl A (RDDT) 0.1 $2.0M 30k 65.92
ON Semiconductor (ON) 0.1 $1.3M 18k 72.61
Trip Com Group Ads Put Option (TCOM) 0.1 $1.2M 20k 59.43
Empresa Dist Y Comercial Nor Spon Adr (EDN) 0.1 $1.1M 50k 22.16
Capri Holdings SHS Call Option (CPRI) 0.1 $1.0M 25k 42.44
Micron Technology Put Option (MU) 0.1 $1.0M 10k 103.71
Alphabet Cap Stk Cl A (GOOGL) 0.1 $995k 6.0k 165.85
Rubrik Cl A (RBRK) 0.0 $804k 25k 32.15
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.0 $727k 15k 50.25
Calumet (CLMT) 0.0 $713k 40k 17.82
Nio Note 4.625%10/1 (Principal) 0.0 $706k 800k 0.88
Barinthus Biotherapeutics Pl Ads (BRNS) 0.0 $646k 543k 1.19
Verisign (VRSN) 0.0 $570k 3.0k 189.96
Southern Company (SO) 0.0 $551k 6.1k 90.18
Intel Corporation Put Option (INTC) 0.0 $469k 20k 23.46
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $469k 1.4M 0.34
Albertsons Cos Common Stock Call Option (ACI) 0.0 $462k 25k 18.48
Hewlett Packard Enterprise Call Option (HPE) 0.0 $409k 20k 20.46
Black Hills Corporation (BKH) 0.0 $395k 6.5k 61.12
PG&E Corporation (PCG) 0.0 $353k 18k 19.77
Nextera Energy (NEE) 0.0 $351k 4.1k 84.53
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.0 $324k 500k 0.65
Portland Gen Elec Com New (POR) 0.0 $304k 6.3k 47.90
Walt Disney Company (DIS) 0.0 $289k 3.0k 96.19
L3harris Technologies (LHX) 0.0 $285k 1.2k 237.87
National Fuel Gas (NFG) 0.0 $259k 4.3k 60.61
Kraft Heinz (KHC) 0.0 $246k 7.0k 35.11
Autohome Sp Ads Rp Cl A (ATHM) 0.0 $228k 7.0k 32.62
Etsy (ETSY) 0.0 $222k 4.0k 55.53
JetBlue Airways Corporation Put Option (JBLU) 0.0 $197k 30k 6.56
Ford Motor Company Put Option (F) 0.0 $106k 10k 10.56