BlueCrest Capital Management

BlueCrest Capital Management as of Sept. 30, 2023

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 164 positions in its portfolio as reported in the September 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr China Lg-cap Etf Call Option (FXI) 13.3 $301M 11M 26.53
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 11.9 $271M 755k 358.27
Spdr Gold Tr Gold Shs Call Option (GLD) 10.7 $244M 1.4M 171.45
Microsoft Corporation (MSFT) 5.4 $123M 390k 315.75
Ishares Tr Jpmorgan Usd Emg Put Option (EMB) 4.3 $97M 1.2M 82.52
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 3.7 $84M 1.1M 73.72
Criteo S A Spons Ads (CRTO) 2.9 $66M 2.3M 29.20
Apple Call Option (AAPL) 2.2 $51M 295k 171.21
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 2.0 $46M 107k 427.48
Insight Enterprises Note 0.750% 2/1 (Principal) 1.9 $44M 21M 2.13
Ishares Tr 20 Yr Tr Bd Etf Call Option (TLT) 1.9 $43M 480k 88.69
Vaneck Etf Trust Gold Miners Etf Call Option (GDX) 1.8 $41M 1.5M 26.91
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 1.5 $34M 608k 55.10
Ishares Tr Iboxx Inv Cp Etf Call Option (LQD) 1.4 $32M 316k 102.02
Ishares Tr Russell 2000 Etf Put Option (IWM) 1.4 $31M 177k 176.74
NVIDIA Corporation Call Option (NVDA) 1.2 $28M 65k 434.99
Berkshire Hathaway Inc Del Cl B New (BRK.B) 1.1 $25M 71k 350.30
Kraneshares Tr Csi Chi Internet Call Option (KWEB) 1.1 $24M 893k 27.37
Amazon Call Option (AMZN) 0.9 $22M 169k 127.12
Rithm Capital Corp Com New (RITM) 0.9 $20M 2.1M 9.29
Select Sector Spdr Tr Energy Call Option (XLE) 0.8 $19M 204k 90.39
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.8 $19M 363k 50.89
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 0.8 $17M 450k 37.95
Johnson & Johnson (JNJ) 0.7 $17M 109k 155.75
JPMorgan Chase & Co. (JPM) 0.7 $16M 111k 145.02
Tesla Motors Call Option (TSLA) 0.6 $15M 58k 250.22
Alphabet Cap Stk Cl A Call Option (GOOGL) 0.6 $14M 109k 130.86
Alphabet Cap Stk Cl C Call Option (GOOG) 0.6 $14M 108k 131.85
Mettler-Toledo International (MTD) 0.6 $13M 12k 1108.07
Interdigital Note 3.500% 6/0 (Principal) 0.6 $13M 11M 1.18
Exxon Mobil Corporation (XOM) 0.6 $13M 110k 117.58
Procter & Gamble Company (PG) 0.6 $13M 87k 145.86
Wal-Mart Stores (WMT) 0.5 $12M 77k 159.93
Merck & Co (MRK) 0.5 $12M 120k 102.95
UnitedHealth (UNH) 0.5 $12M 23k 504.19
Eli Lilly & Co. (LLY) 0.5 $12M 22k 537.13
Raytheon Technologies Corp (RTX) 0.5 $12M 161k 71.97
Agnc Invt Corp Com reit (AGNC) 0.5 $11M 1.2M 9.44
Meta Platforms Cl A Call Option (META) 0.5 $11M 37k 300.21
Visa Com Cl A (V) 0.4 $9.7M 42k 230.01
Ishares Msci Brazil Etf Call Option (EWZ) 0.4 $9.2M 300k 30.67
Nextera Energy (NEE) 0.4 $8.9M 156k 57.29
Pepsi (PEP) 0.4 $8.9M 53k 169.44
Mastercard Incorporated Cl A (MA) 0.4 $8.6M 22k 395.91
Home Depot (HD) 0.4 $8.4M 28k 302.16
Starwood Ppty Tr Note 6.750% 7/1 (Principal) 0.4 $8.2M 8.0M 1.02
Coca-Cola Company (KO) 0.4 $8.2M 146k 55.98
Ishares Tr Us Home Cons Etf Put Option (ITB) 0.3 $7.8M 100k 78.49
Abbvie (ABBV) 0.3 $7.7M 52k 149.06
Abbott Laboratories (ABT) 0.3 $7.6M 78k 96.85
Mr Cooper Group (COOP) 0.3 $7.6M 141k 53.56
Chevron Corporation (CVX) 0.3 $7.3M 44k 168.62
Zto Express Cayman Note 1.500% 9/0 (Principal) 0.3 $7.3M 7.5M 0.97
Pfizer (PFE) 0.3 $7.0M 211k 33.17
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.3 $6.8M 11M 0.62
Wells Fargo & Company (WFC) 0.3 $6.8M 165k 40.86
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.3 $6.3M 7.5M 0.84
Altair Engr Note 1.750% 6/1 (Principal) 0.3 $6.3M 6.0M 1.06
Bentley Sys Note 0.125% 1/1 (Principal) 0.3 $6.2M 6.4M 0.97
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.3 $6.2M 296k 20.99
Advanced Micro Devices Call Option (AMD) 0.3 $6.1M 60k 102.82
Bank of America Corporation (BAC) 0.3 $6.0M 220k 27.38
Honeywell International (HON) 0.3 $6.0M 32k 184.74
Ormat Technologies Note 2.500% 7/1 (Principal) 0.3 $5.7M 5.9M 0.97
McDonald's Corporation (MCD) 0.2 $5.4M 21k 263.44
salesforce (CRM) 0.2 $5.1M 25k 202.78
Nike CL B (NKE) 0.2 $4.9M 52k 95.62
Oracle Corporation (ORCL) 0.2 $4.7M 44k 105.92
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.2 $4.5M 67k 66.68
Medtronic SHS (MDT) 0.2 $4.4M 57k 78.36
Select Sector Spdr Tr Sbi Int-utils Call Option (XLU) 0.2 $4.4M 75k 58.93
Accenture Plc Ireland Shs Class A (ACN) 0.2 $4.4M 14k 307.11
Walt Disney Company (DIS) 0.2 $4.2M 52k 81.05
Lumentum Hldgs Note 0.500% 6/1 (Principal) 0.2 $4.0M 5.5M 0.73
Ark Etf Tr Innovation Etf Call Option (ARKK) 0.2 $4.0M 100k 39.67
Caterpillar (CAT) 0.2 $3.8M 14k 273.00
Netflix Call Option (NFLX) 0.2 $3.8M 10k 377.60
Cisco Systems Call Option (CSCO) 0.2 $3.7M 69k 53.76
Philip Morris International (PM) 0.2 $3.5M 38k 92.58
Activision Blizzard Put Option 0.2 $3.5M 38k 93.63
Patrick Inds Note 1.750%12/0 (Principal) 0.1 $3.3M 3.5M 0.95
Boeing Company (BA) 0.1 $3.3M 17k 191.68
Epr Pptys Conv Pfd 9% Sr E (EPR.PE) 0.1 $3.2M 126k 25.62
ConocoPhillips (COP) 0.1 $3.2M 27k 119.80
Bristol Myers Squibb (BMY) 0.1 $3.2M 55k 58.04
United Parcel Service CL B (UPS) 0.1 $3.2M 20k 155.87
Century Alum Note 2.750% 5/0 (Principal) 0.1 $3.2M 4.6M 0.69
Spdr Ser Tr S&p Retail Etf Put Option (XRT) 0.1 $3.0M 50k 60.86
General Electric Com New (GE) 0.1 $3.0M 28k 110.55
Hci Group Note 4.750% 6/0 (Principal) 0.1 $3.0M 3.2M 0.94
Select Sector Spdr Tr Financial (XLF) 0.1 $2.9M 88k 33.17
Nisource Unit 12/01/2023 0.1 $2.9M 30k 97.45
Comcast Corp Cl A Call Option (CMCSA) 0.1 $2.9M 64k 44.34
Morgan Stanley Com New (MS) 0.1 $2.7M 34k 81.67
Texas Instruments Incorporated Call Option (TXN) 0.1 $2.6M 17k 159.01
Paramount Global Class B Com Put Option (PARA) 0.1 $2.6M 200k 12.90
Alibaba Group Hldg Sponsored Ads (BABA) 0.1 $2.6M 30k 86.74
Intel Corporation Call Option (INTC) 0.1 $2.5M 71k 35.55
Akamai Technologies Note 0.375% 9/0 (Principal) 0.1 $2.5M 2.4M 1.04
Verizon Communications (VZ) 0.1 $2.5M 77k 32.41
Ormat Technologies Put Option (ORA) 0.1 $2.4M 35k 69.92
International Business Machines (IBM) 0.1 $2.3M 16k 140.30
NiSource Put Option (NI) 0.1 $2.2M 91k 24.68
Qualcomm Call Option (QCOM) 0.1 $2.2M 20k 111.06
Invesco Exchange Traded Fd T S&p500 Eql Wgt (RSP) 0.1 $2.2M 16k 141.69
Spdr Ser Tr S&p Regl Bkg Put Option (KRE) 0.1 $2.1M 50k 41.77
Prologis (PLD) 0.1 $2.0M 18k 112.21
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.1 $2.0M 18k 110.11
Applied Materials Call Option (AMAT) 0.1 $2.0M 14k 138.45
Starbucks Corporation Call Option (SBUX) 0.1 $1.8M 20k 91.27
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.1 $1.8M 2.2M 0.83
TJX Companies (TJX) 0.1 $1.8M 20k 88.88
Clarivate 5.25% Pfd Conv A (CLVT.PA) 0.1 $1.7M 59k 29.23
Vaccitech Ads (BRNS) 0.1 $1.7M 543k 3.09
Schlumberger Com Stk (SLB) 0.1 $1.7M 29k 58.30
Mfa Finl (MFA) 0.1 $1.6M 167k 9.61
Workiva Com Cl A (WK) 0.1 $1.5M 15k 101.34
Thermo Fisher Scientific (TMO) 0.1 $1.5M 2.9k 506.17
AES Corporation (AES) 0.1 $1.4M 93k 15.20
Hannon Armstrong Put Option (HASI) 0.1 $1.3M 62k 21.20
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.1 $1.3M 27k 47.24
Global X Fds Global X Uranium (URA) 0.1 $1.3M 48k 27.04
Union Pacific Corporation (UNP) 0.1 $1.2M 6.1k 203.63
Flexshares Tr Mornstar Upstr (GUNR) 0.1 $1.2M 30k 40.44
Brooge Energy SHS (BROG) 0.1 $1.2M 219k 5.57
Redfin Corp Note 0.500% 4/0 (Principal) 0.1 $1.2M 2.0M 0.59
Danaher Corporation (DHR) 0.1 $1.2M 4.7k 248.10
Costco Wholesale Corporation (COST) 0.0 $1.1M 2.0k 564.96
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.0 $1.1M 16k 67.80
Manchester Utd Ord Cl A (MANU) 0.0 $1.0M 53k 19.79
Linde SHS (LIN) 0.0 $1.0M 2.8k 372.35
Ishares Tr Msci Poland Etf (EPOL) 0.0 $1.0M 60k 17.11
Select Sector Spdr Tr Technology (XLK) 0.0 $993k 6.1k 163.93
Algonquin Pwr Utils Corp Unit 06/15/2024 (AQNU) 0.0 $930k 43k 21.59
Gilead Sciences Call Option (GILD) 0.0 $892k 12k 74.94
American Airls Put Option (AAL) 0.0 $889k 69k 12.81
Servicenow (NOW) 0.0 $854k 1.5k 558.96
Deere & Company (DE) 0.0 $807k 2.1k 377.38
Ishares Tr Gl Timb Fore Etf (WOOD) 0.0 $769k 10k 74.02
National Cinemedia Com New (NCMI) 0.0 $748k 167k 4.49
Dish Network Corporation Note 12/1 (Principal) 0.0 $742k 1.1M 0.67
Ishares Msci Mexico Etf (EWW) 0.0 $699k 12k 58.23
S&p Global (SPGI) 0.0 $692k 1.9k 365.41
Goldman Sachs (GS) 0.0 $666k 2.1k 323.57
Ishares Tr Msci Uk Etf New (EWU) 0.0 $633k 20k 31.64
Intuitive Surgical Com New (ISRG) 0.0 $568k 1.9k 292.29
Sunnova Energy International Put Option (NOVA) 0.0 $524k 50k 10.47
Lowe's Companies (LOW) 0.0 $508k 2.4k 207.84
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $503k 1.4M 0.36
Amgen (AMGN) 0.0 $468k 1.7k 268.76
Gossamer Bio Note 5.000% 6/0 (Principal) 0.0 $446k 1.1M 0.40
Sofi Technologies Put Option (SOFI) 0.0 $440k 55k 7.99
Key Put Option (KEY) 0.0 $377k 35k 10.76
American Tower Reit (AMT) 0.0 $361k 2.2k 164.45
Regeneron Pharmaceuticals (REGN) 0.0 $350k 425.00 822.96
Transocean Reg Shs (RIG) 0.0 $338k 41k 8.21
Kenvue Call Option (KVUE) 0.0 $301k 15k 20.08
Ishares Tr Pfd And Incm Sec (PFF) 0.0 $237k 7.8k 30.15
Autohome Sp Ads Rp Cl A (ATHM) 0.0 $213k 7.0k 30.35
Noble Corp Ord Shs A (NE) 0.0 $211k 4.2k 50.65
Redfin Corp Put Option (RDFN) 0.0 $176k 25k 7.04
Brooge Energy *w Exp 12/20/202 (BROGW) 0.0 $171k 11M 0.02
Lucid Group Put Option (LCID) 0.0 $112k 20k 5.59
Vintage Wine Estates *w Exp 06/08/202 (VWEWW) 0.0 $89k 5.9M 0.01