BlueCrest Capital Management Ltd

Holdings History for SPDR S&P 500 ETF TRUST - TR UNIT (SPY)

Symbol: SPY on NYSE
Investment type: Equity / TR UNIT

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2025	put	1%	-27%	$7,842,080	11,500	-301,000	-96%	$681.92	Q4 2025
30 Sep 2025			-0.62%	$0	0	-9,009	-100%	$681.27	Q3 2025
30 Sep 2025	put	7.5%	+6.9%	$208,181,250	312,500	+286,900	+1121%	$666.18	Q3 2025
30 Jun 2025		0.62%	-7.4%	$5,566,211	9,009	-108,154	-92%	$617.85	Q2 2025
30 Jun 2025	put	0.92%	-1.1%	$15,816,960	25,600	-29,400	-53%	$617.85	Q2 2025
31 Mar 2025		10%	+10%	$65,539,811	117,163	+117,163	NEW	$559.39	Q1 2025
31 Mar 2025	put	1.8%	+0.82%	$30,766,450	55,000	+25,000		$559.39	Q1 2025
31 Dec 2024	put	0.99%	+0.05%	$17,582,400	30,000	+1,500	+5.3%	$586.08	Q4 2024
30 Sep 2024			-0.19%	$0	0	-2,000	-100%	$681.27	Q3 2024
30 Sep 2024	put	1.1%	0%	$16,352,160	28,500	0		$573.76	Q3 2024
30 Jun 2024		0.19%	-2.5%	$1,088,440	2,000	-19,063	-91%	$544.22	Q2 2024
30 Jun 2024	put		0%	$110,250	52,500	0		$2.10 ^*	Q2 2024
31 Mar 2024		2.7%	-0.43%	$11,017,423	21,063	-3,313	-14%	$523.07	Q1 2024
31 Mar 2024	put	1.6%	-13%	$26,153,500	50,000	-390,000	-89%	$523.07	Q1 2024
31 Dec 2023		1.9%	+0.81%	$11,586,157	24,376	+10,159	+71%	$475.31	Q4 2023
31 Dec 2023	call		-0.79%	$0	0	-30,000	-100%	$681.27	Q4 2023
31 Dec 2023	put	10%	+8.9%	$209,136,400	440,000	+377,500	+604%	$475.31	Q4 2023
30 Sep 2023		0.95%	-0.86%	$6,077,483	14,217	-12,898	-48%	$427.48	Q3 2023
30 Sep 2023	call	0.79%	-1.2%	$12,824,400	30,000	-45,000	-60%	$427.48	Q3 2023
30 Sep 2023	put	1.6%	-1.6%	$26,717,500	62,500	-62,500	-50%	$427.48	Q3 2023
30 Jun 2023		1.6%	+1.4%	$12,019,537	27,115	+24,115	+804%	$443.28	Q2 2023
30 Jun 2023	call	1.5%	-0.5%	$33,246,000	75,000	-25,000	-25%	$443.28	Q2 2023
30 Jun 2023	put	2.5%	-3.8%	$55,410,000	125,000	-190,000	-60%	$443.28	Q2 2023
31 Mar 2023		0.13%	-0.13%	$1,228,170	3,000	-2,950	-50%	$409.39	Q1 2023
31 Mar 2023	call	1.9%	-12%	$40,939,000	100,000	-613,200	-86%	$409.39	Q1 2023
31 Mar 2023	put	6%	+2.9%	$128,957,850	315,000	+149,000	+90%	$409.39	Q1 2023
31 Dec 2022		0.28%	-3.7%	$2,275,459	5,950	-79,864	-93%	$382.43	Q4 2022
31 Dec 2022	call	9.4%	+8.5%	$272,749,076	713,200	+645,700	+957%	$382.43	Q4 2022
31 Dec 2022	put	2.2%	-1.4%	$63,483,380	166,000	-103,200	-38%	$382.43	Q4 2022
30 Sep 2022		3%	+2.3%	$30,651,000	85,814	+65,814	+329%	$357.18	Q3 2022
30 Sep 2022	call	1%	-4%	$24,110,000	67,500	-260,500	-79%	$357.19	Q3 2022
30 Sep 2022	put	4.1%	-0.98%	$96,153,000	269,200	-64,600	-19%	$357.18	Q3 2022
30 Jun 2022		1%	+0.53%	$7,545,000	20,000	+10,150	+103%	$377.25	Q2 2022
30 Jun 2022	call	6.6%	-3.4%	$123,738,000	328,000	-167,800	-34%	$377.25	Q2 2022
30 Jun 2022	put	6.8%	+0.47%	$125,926,000	333,800	+23,000	+7.4%	$377.25	Q2 2022
31 Mar 2022		0.37%	+0.14%	$4,449,000	9,850	+3,700	+60%	$451.68	Q1 2022
31 Mar 2022	call	12%	+8.3%	$223,923,000	495,800	+339,700	+218%	$451.64	Q1 2022
31 Mar 2022	put	7.6%	+3.2%	$140,370,000	310,800	+132,200	+74%	$451.64	Q1 2022
31 Dec 2021		0.17%	-0.31%	$2,921,000	6,150	-11,100	-64%	$474.96	Q4 2021
31 Dec 2021	call	5.4%	-27%	$74,141,000	156,100	-780,700	-83%	$474.96	Q4 2021
31 Dec 2021	put	6.2%	-3.5%	$84,828,000	178,600	-100,600	-36%	$474.96	Q4 2021
30 Sep 2021		0.37%	+0.3%	$7,403,000	17,250	+14,273	+479%	$429.16	Q3 2021
30 Sep 2021	call	24%	+15%	$402,018,000	936,800	+572,600	+157%	$429.14	Q3 2021
30 Sep 2021	put	7.1%	+0.42%	$119,816,000	279,200	+16,500	+6.3%	$429.14	Q3 2021
30 Jun 2021		0.04%	-1.8%	$1,274,000	2,977	-132,990	-98%	$427.95	Q2 2021
30 Jun 2021	call	6.8%	+0.9%	$155,899,000	364,200	+48,200	+15%	$428.06	Q2 2021
30 Jun 2021	put	4.9%	-1%	$112,451,000	262,700	-55,800	-18%	$428.06	Q2 2021
31 Mar 2021		1.4%	+1.2%	$53,888,000	135,967	+115,967	+580%	$396.33	Q1 2021
31 Mar 2021	call	5.8%	+5.2%	$125,240,000	316,000	+286,000	+953%	$396.33	Q1 2021
31 Mar 2021	put	5.8%	+2.8%	$126,231,000	318,500	+154,000	+94%	$396.33	Q1 2021
31 Dec 2020		0.21%	+0.19%	$7,478,000	20,000	+18,500	+1233%	$373.90	Q4 2020
31 Dec 2020	call	1.2%	-8.8%	$11,216,000	30,000	-220,000	-88%	$373.87	Q4 2020
31 Dec 2020	put	6.6%	-1.4%	$61,503,000	164,500	-36,000	-18%	$373.88	Q4 2020
30 Sep 2020		0.03%	+0.01%	$502,000	1,500	+700	+88%	$334.67	Q3 2020
30 Sep 2020	call	11%	+3.5%	$83,723,000	250,000	+80,000	+47%	$334.89	Q3 2020
30 Sep 2020	put	8.8%	-9.8%	$67,145,000	200,500	-222,000	-53%	$334.89	Q3 2020
30 Jun 2020		0.02%	-0.5%	$247,000	800	-20,995	-96%	$308.75	Q2 2020
30 Jun 2020	call	9.3%	+2.5%	$52,421,000	170,000	+45,000	+36%	$308.36	Q2 2020
30 Jun 2020	put	23%	-23%	$130,282,000	422,500	-412,500	-49%	$308.36	Q2 2020
31 Mar 2020		0.57%	+0.32%	$5,618,000	21,795	+12,195	+127%	$257.77	Q1 2020
31 Mar 2020	call	6.9%	+6.9%	$32,219,000	125,000	+125,000	NEW	$257.75	Q1 2020
31 Mar 2020	put	46%	+29%	$215,221,000	835,000	+519,000	+164%	$257.75	Q1 2020
31 Dec 2019		0.25%	-0.16%	$3,090,000	9,600	-6,184	-39%	$321.88	Q4 2019
31 Dec 2019	put	34%	+3.8%	$101,708,000	316,000	+35,700	+13%	$321.86	Q4 2019
30 Sep 2019		0.4%	+0.08%	$4,684,000	15,784	+3,084	+24%	$296.76	Q3 2019
30 Sep 2019	call		-15%	$0	0	-200,000	-100%	$681.27	Q3 2019
30 Sep 2019	put	30%	-7.1%	$83,185,000	280,300	-66,100	-19%	$296.77	Q3 2019
30 Jun 2019		0.37%	-0.3%	$3,721,000	12,700	-10,200	-45%	$292.99	Q2 2019
30 Jun 2019	call	15%	+13%	$58,600,000	200,000	+185,000	+1233%	$293.00	Q2 2019
30 Jun 2019	put	25%	+24%	$101,495,000	346,400	+328,900	+1879%	$293.00	Q2 2019
31 Mar 2019		0.27%	+0.1%	$6,469,000	22,900	+8,900	+64%	$282.49	Q1 2019
31 Mar 2019	call	4.7%	-50%	$4,237,000	15,000	-157,500	-91%	$282.47	Q1 2019
31 Mar 2019	put	5.5%	+5.5%	$4,943,000	17,500	+17,500	NEW	$282.46	Q1 2019
31 Dec 2018		0.19%	-0.15%	$3,499,000	14,000	-10,750	-43%	$249.93	Q4 2018
31 Dec 2018	call	35%	+35%	$43,111,000	172,500	+172,500	NEW	$249.92	Q4 2018
31 Dec 2018	put		-1.9%	$0	0	-40,000	-100%	$681.27	Q4 2018
30 Sep 2018		0.23%	+0.19%	$7,195,000	24,750	+20,079	+430%	$290.71	Q3 2018
30 Sep 2018	call		-5.2%	$0	0	-200,000	-100%	$681.27	Q3 2018
30 Sep 2018	put	1.9%	+1.9%	$11,629,000	40,000	+40,000	NEW	$290.72	Q3 2018
30 Jun 2018		0.05%	-1.2%	$1,267,000	4,671	-123,453	-96%	$271.25	Q2 2018
30 Jun 2018	call	5.2%	-28%	$54,256,000	200,000	-1,084,300	-84%	$271.28	Q2 2018
30 Jun 2018	put		-3.9%	$0	0	-108,000	-100%	$681.27	Q2 2018
31 Mar 2018		1.4%	-2.7%	$33,716,000	128,124	-258,915	-67%	$263.15	Q1 2018
31 Mar 2018	call	46%	-19%	$337,964,000	1,284,300	-518,100	-29%	$263.15	Q1 2018
31 Mar 2018	put	3.9%	-63%	$28,420,000	108,000	-1,742,000	-94%	$263.15	Q1 2018
31 Dec 2017		4%	+3.5%	$103,285,000	387,039	+338,761	+702%	$266.86	Q4 2017
31 Dec 2017	call	43%	+43%	$480,988,000	1,802,400	+1,802,400	NEW	$266.86	Q4 2017
31 Dec 2017	put	44%	+32%	$493,691,000	1,850,000	+1,335,000	+259%	$266.86	Q4 2017
30 Sep 2017		0.55%	+0.16%	$12,129,000	48,278	+13,582	+39%	$251.23	Q3 2017
30 Sep 2017	put	49%	+27%	$129,383,000	515,000	+281,700	+121%	$251.23	Q3 2017
30 Jun 2017		0.35%	+0.35%	$8,389,000	34,696	+34,696	NEW	$241.79	Q2 2017
30 Jun 2017	call		-4.4%	$0	0	-20,000	-100%	$681.27	Q2 2017
30 Jun 2017	put	36%	+3.4%	$56,412,000	233,300	+21,800	+10%	$241.80	Q2 2017
31 Mar 2017	call	4.4%	+4.4%	$4,715,000	20,000	+20,000	NEW	$235.75	Q1 2017
31 Mar 2017	put	47%	-15%	$49,859,000	211,500	-66,500	-24%	$235.74	Q1 2017
31 Dec 2016	call		-18%	$0	0	-400,000	-100%	$681.27	Q4 2016
31 Dec 2016	put	34%	-69%	$62,141,000	278,000	-562,500	-67%	$223.53	Q4 2016
30 Sep 2016	call	18%	-23%	$86,520,000	400,000	-500,000	-56%	$216.30	Q3 2016
30 Sep 2016	put	39%	+18%	$181,800,000	840,500	+385,500	+85%	$216.30	Q3 2016
30 Jun 2016			-0.09%	$0	0	-6,000	-100%	$681.27	Q2 2016
30 Jun 2016	call	39%	+35%	$188,528,000	900,000	+820,000	+1025%	$209.48	Q2 2016
30 Jun 2016	put	20%	+13%	$95,311,000	455,000	+305,000	+203%	$209.47	Q2 2016
31 Mar 2016		0.09%	-6.1%	$1,233,000	6,000	-391,500	-98%	$205.50	Q1 2016
31 Mar 2016	call	5.4%	+0.34%	$16,442,000	80,000	+5,000	+6.7%	$205.52	Q1 2016
31 Mar 2016	put	10%	-50%	$30,828,000	150,000	-738,500	-83%	$205.52	Q1 2016
31 Dec 2015		4.4%	0%	$81,038,000	397,500	0		$203.87	Q4 2015
31 Dec 2015	call	2.8%	+0.74%	$15,290,000	75,000	+20,000	+36%	$203.87	Q4 2015
31 Dec 2015	put	33%	+2.4%	$181,138,000	888,500	+63,500	+7.7%	$203.87	Q4 2015
30 Sep 2015		3.6%	-0.7%	$76,173,000	397,500	-76,284	-16%	$191.63	Q3 2015
30 Sep 2015	call	1.7%	-17%	$10,540,000	55,000	-545,000	-91%	$191.64	Q3 2015
30 Sep 2015	put	25%	-50%	$158,095,000	825,000	-1,650,900	-67%	$191.63	Q3 2015
30 Jun 2015		4.8%	+4.8%	$97,528,000	473,784	+473,784	NEW	$205.85	Q2 2015
30 Jun 2015	call	11%	+7.3%	$123,510,000	600,000	+400,000	+200%	$205.85	Q2 2015
30 Jun 2015	put	45%	+43%	$509,664,000	2,475,900	+2,380,900	+2506%	$205.85	Q2 2015
31 Mar 2015			-8.4%	$0	0	-834,904	-100%	$681.27	Q1 2015
31 Mar 2015	call	14%	-73%	$41,286,000	200,000	-1,010,000	-83%	$206.43	Q1 2015
31 Mar 2015	put	6.9%	-176%	$19,611,000	95,000	-2,427,500	-96%	$206.43	Q1 2015
31 Dec 2014		8.4%	+8.1%	$171,606,000	834,904	+809,104	+3136%	$205.54	Q4 2014
31 Dec 2014	call	24%	+24%	$248,703,000	1,210,000	+1,210,000	NEW	$205.54	Q4 2014
31 Dec 2014	put	51%	-8.8%	$518,475,000	2,522,500	-436,900	-15%	$205.54	Q4 2014
30 Sep 2014		0.34%	0%	$5,083,000	25,800	0		$197.02	Q3 2014
30 Sep 2014	put	57%	0%	$583,061,000	2,959,400	0		$197.02	Q3 2014

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.