BlueCrest Capital Management

BlueCrest Capital Management as of Sept. 30, 2022

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 165 positions in its portfolio as reported in the September 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Gold Tr Gold Shs Call Option (GLD) 19.4 $657M 4.2M 154.67
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 16.4 $555M 2.1M 267.26
Select Sector Spdr Tr Energy Put Option (XLE) 14.2 $479M 6.7M 72.02
Spdr S&p 500 Etf Tr Tr Unit (SPY) 4.5 $151M 423k 357.18
Spdr Ser Tr S&p Oilgas Exp (XOP) 4.1 $138M 1.1M 124.72
Ishares Tr Iboxx Inv Cp Etf Put Option (LQD) 3.6 $120M 1.2M 102.45
Ishares Tr Jpmorgan Usd Emg (EMB) 3.4 $115M 1.5M 79.40
Microsoft Corporation Put Option (MSFT) 3.1 $105M 450k 232.90
Ishares Tr Tips Bd Etf Call Option (TIP) 2.8 $94M 900k 104.90
Vaneck Etf Trust Gold Miners Etf (GDX) 2.7 $90M 3.7M 24.12
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 2.2 $75M 2.1M 34.88
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 1.8 $62M 870k 71.39
Criteo S A Spons Ads (CRTO) 1.8 $61M 2.3M 27.03
Gores Hldgs Viii Cl A 0.9 $30M 3.0M 9.87
Encana Corporation (OVV) 0.7 $25M 547k 46.00
Insight Enterprises Note 0.750% 2/1 (Principal) 0.7 $24M 19M 1.28
Gfl Environmental Unit 03/15/2023 0.7 $22M 388k 57.80
MetLife Put Option (MET) 0.6 $19M 310k 60.78
Alphabet Cap Stk Cl A (GOOGL) 0.5 $18M 189k 95.64
Ishares Msci Brazil Etf Put Option (EWZ) 0.5 $18M 600k 29.63
Danaher Corporation (DHR) 0.5 $17M 65k 258.29
Rithm Capital Corp Com New (RITM) 0.5 $17M 2.3M 7.32
Mr Cooper Group (COOP) 0.5 $16M 398k 40.50
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.5 $16M 19M 0.84
American Airlines Group Note 6.500% 7/0 (Principal) 0.4 $14M 14M 1.01
Occidental Petroleum Corporation Call Option (OXY) 0.4 $14M 225k 61.45
Aes Corp Unit 02/15/2024 0.4 $14M 154k 88.37
Ishares Tr Msci Eafe Etf Call Option (EFA) 0.4 $14M 241k 56.00
Ishares Tr China Lg-cap Etf Call Option (FXI) 0.4 $12M 475k 25.86
Ishares Tr Russell 2000 Etf (IWM) 0.3 $12M 71k 164.91
Pennymac Financial Services (PFSI) 0.3 $12M 267k 42.90
North Mountain Merger Corp Unit 09/16/2025 0.3 $11M 1.1M 10.00
AFLAC Incorporated Put Option (AFL) 0.3 $11M 200k 56.20
Vectoiq Acquisition Corp Ii Unit 99/99/9999 0.3 $11M 1.1M 9.87
Corsair Partnering Corp Unit 99/99/9999 0.3 $11M 1.1M 9.85
Altc Acquisition Corp Com Cl A (ALCC) 0.3 $11M 1.1M 9.76
Middleby Corp Note 1.000% 9/0 (Principal) 0.3 $11M 9.2M 1.15
Matador Resources (MTDR) 0.3 $9.7M 199k 48.92
Chord Energy Corporation Com New (CHRD) 0.3 $9.7M 71k 136.76
Avista Pub Acquisition Corp Class A Ord Shs 0.3 $9.6M 941k 10.21
American Intl Group Com New Put Option (AIG) 0.3 $9.5M 200k 47.48
Fintech Acquisition Corp Vi Unit 06/24/2026 0.2 $8.4M 850k 9.92
Crown Proptech Acquisitions Shs Cl A 0.2 $8.2M 822k 9.92
Dragoneer Growth Opt Corp Ii Cl A Shs 0.2 $7.8M 800k 9.79
SM Energy (SM) 0.2 $7.7M 205k 37.61
Jack Creek Investment Corp Cl A Shs 0.2 $7.5M 750k 9.95
Angel Pond Holdings Corp Shs Cl A 0.2 $7.4M 750k 9.83
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.2 $6.4M 128k 50.27
Wisdomtree Tr Japn Hedge Eqt Put Option (DXJ) 0.2 $6.2M 100k 61.68
Fifth Wall Acquisitn Corp Ii Class A Ord Shs 0.2 $5.9M 600k 9.84
Enerplus Corp (ERF) 0.2 $5.8M 407k 14.17
American Electric Power Company (AEP) 0.2 $5.2M 60k 86.44
California Res Corp Com Stock (CRC) 0.1 $5.0M 131k 38.43
Humanco Acquisition Corp Unit 12/08/2023 0.1 $5.0M 500k 9.97
Khosla Ventures Acqut Co Iii Com Cl A 0.1 $4.9M 500k 9.78
Kairos Acquisition Corp Cl A Shs 0.1 $4.9M 490k 9.95
Magnum Opus Acquisition Shs Cl A 0.1 $4.8M 482k 9.93
Petroleo Brasileiro Sa Petro Sp Adr Non Vtg (PBR.A) 0.1 $4.8M 431k 11.08
Pdc Energy 0.1 $4.2M 73k 57.79
Tricida Note 3.500% 5/1 (Principal) 0.1 $4.2M 7.8M 0.53
Infinera Corp Debt 3.750% 8/0 (Principal) 0.1 $4.1M 4.1M 1.00
Interprivate Ii Acquisition Unit 99/99/9999 0.1 $3.9M 400k 9.84
Interprivate Iv Infratech Pr Unit 03/05/2026 0.1 $3.9M 400k 9.81
Interprivate Iii Financia Com Cl A 0.1 $3.9M 400k 9.79
Callon Petroleum (CPE) 0.1 $3.6M 103k 35.01
Spdr Index Shs Fds Euro Stoxx 50 Put Option (FEZ) 0.1 $3.6M 117k 30.76
Northern Oil And Gas Inc Mn (NOG) 0.1 $3.6M 130k 27.41
Sabre Corp 6.50% Conv Pfd A 0.1 $3.5M 50k 71.37
Century Alum Note 2.750% 5/0 (Principal) 0.1 $3.4M 5.5M 0.63
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.1 $3.4M 32k 104.00
Permian Resources Corp Class A Com (PR) 0.1 $3.3M 479k 6.80
Nextera Energy Unit 03/01/2023 0.1 $3.2M 65k 49.78
CBOE Holdings (CBOE) 0.1 $3.2M 28k 117.38
Clarivate 5.25% Pfd Conv A (CLVT.PA) 0.1 $3.2M 76k 42.64
Kkr & Co 6% Mconv Pfd C 0.1 $3.2M 58k 54.43
Nextera Energy Put Option (NEE) 0.1 $3.1M 40k 78.40
Brooge Energy *w Exp 12/20/202 (BROGW) 0.1 $3.0M 11M 0.27
Anzu Special Acquisitin Corp Com Cl A 0.1 $2.9M 300k 9.82
Altimeter Growth Corp 2 Com Cl A 0.1 $2.9M 295k 9.91
Lockheed Martin Corporation (LMT) 0.1 $2.9M 7.5k 386.27
Pine Technology Acquisitn Class A Com 0.1 $2.8M 290k 9.82
Esperion Therapeutics Inc Ne Note 4.000%11/1 (Principal) 0.1 $2.7M 4.9M 0.56
Rxr Acquisition Corp Class A Com 0.1 $2.7M 274k 9.84
Khosla Ventures Acquisition Cl A 0.1 $2.7M 275k 9.80
Mfa Finl (MFA) 0.1 $2.7M 345k 7.78
Select Sector Spdr Tr Financial (XLF) 0.1 $2.7M 88k 30.36
Micron Technology Put Option (MU) 0.1 $2.5M 50k 50.10
Arya Sciences Acquisitn Corp Class A Ord Shs 0.1 $2.5M 250k 9.81
Earthstone Energy Cl A 0.1 $2.3M 191k 12.32
Ranger Oil Corporation Class A Com 0.1 $2.3M 73k 31.44
Global Cord Blood Corporatio SHS (CORBF) 0.1 $2.2M 749k 2.99
Dmy Technology Group Inc Vi Cl A Com 0.1 $2.1M 210k 9.96
Gossamer Bio Note 5.000% 6/0 (Principal) 0.1 $2.1M 2.0M 1.04
Shaw Communications Cl B Conv 0.1 $2.1M 85k 24.32
Vintage Wine Estates *w Exp 06/08/202 (VWEWW) 0.1 $2.0M 5.1M 0.40
Svf Investment Corp 2 Cl A Shs 0.1 $2.0M 200k 9.92
Ldh Growth Corp I Unit 03/17/2026 0.1 $2.0M 200k 9.90
Invesco Exchange Traded Fd T Dynmc Enrg Exp (PXE) 0.1 $1.8M 65k 27.55
Vaccitech Ads (BRNS) 0.1 $1.7M 543k 3.20
Becton, Dickinson and (BDX) 0.0 $1.7M 7.5k 222.89
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.0 $1.6M 2.5M 0.64
Brooge Energy SHS (BROG) 0.0 $1.6M 203k 7.76
ON Semiconductor (ON) 0.0 $1.5M 24k 62.33
Newmont Mining Corporation (NEM) 0.0 $1.4M 33k 42.02
Ugi Corp Unit 06/01/2024 (UGIC) 0.0 $1.4M 17k 79.78
Boston Scientific Corp 5.50% Cnv Pfd A 0.0 $1.3M 13k 101.22
Booking Holdings (BKNG) 0.0 $1.1M 698.00 1643.27
Golden Falcon Acquisition Cl A 0.0 $1.1M 115k 9.95
Pg&e Corp Unit 08/16/2023 0.0 $1.1M 9.8k 114.28
Intrepid Potash (IPI) 0.0 $1.1M 28k 39.56
Svf Investment Corp Cl A Shs 0.0 $1.1M 108k 9.96
Coherent Corp 6% Conv Pfd A 0.0 $1.1M 6.8k 156.47
Gores Technology Partners In Class A Com 0.0 $1.1M 108k 9.82
Prospector Capital Corp Cl A 0.0 $996k 100k 9.96
Cable One Note 1.125% 3/1 (Principal) 0.0 $972k 1.4M 0.72
Walt Disney Company (DIS) 0.0 $924k 9.8k 94.29
Broadmark Rlty Cap *w Exp 11/15/202 0.0 $865k 15M 0.06
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $857k 1.3M 0.64
Alcoa (AA) 0.0 $842k 25k 33.68
Stanley Black & Decker Unit 11/15/2022 0.0 $840k 17k 49.30
Elanco Animal Health Unit 02/01/2023 0.0 $793k 38k 20.90
Wayfair Cl A (W) 0.0 $572k 18k 32.54
Zendesk 0.0 $571k 7.5k 76.13
Epr Pptys PFD C CV 5.75% (EPR.PC) 0.0 $567k 33k 17.27
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) 0.0 $555k 45k 12.33
Avalara 0.0 $551k 6.0k 91.83
Ishares Tr Msci Uk Etf New (EWU) 0.0 $524k 20k 26.20
Sitio Royalties Corp *w Exp 08/23/202 0.0 $509k 3.0M 0.17
Digital Media Solutions *w Exp 07/15/202 (DMSIW) 0.0 $402k 1.5M 0.27
Lannett Note 4.500%10/0 (Principal) 0.0 $357k 3.0M 0.12
Paramount Global 5.75% Conv Pfd A (PARAP) 0.0 $355k 12k 30.94
Spdr Ser Tr Bloomberg High Y (JNK) 0.0 $309k 3.5k 87.86
Foxo Technologies *w Exp 08/01/202 (FOXOW) 0.0 $272k 2.7M 0.10
Reviva Pharmaceutcls Hldgs I *w Exp 12/25/202 (RVPHW) 0.0 $239k 1.3M 0.19
Infinera Call Option (INFN) 0.0 $146k 30k 4.85
Biote Corp *w Exp 05/26/202 0.0 $87k 255k 0.34
North Atlantic Acquisitn Cor *w Exp 10/20/202 0.0 $82k 1.4M 0.06
Carnival Corp Common Stock Put Option (CCL) 0.0 $70k 10k 7.00
Avista Pub Acquisition Corp *w Exp 04/06/202 0.0 $50k 100k 0.50
Dmy Technology Group Inc Vi *w Exp 99/99/999 0.0 $35k 73k 0.48
Argus Capital Corp *w Exp 08/31/202 0.0 $32k 211k 0.15
Gelesis Hldgs *w Exp 01/13/202 (GLSWQ) 0.0 $29k 575k 0.05
Cc Neuberger Principal Holdn *w Exp 99/99/999 0.0 $27k 150k 0.18
Tailwind Acquisition Corp *w Exp 09/07/202 0.0 $26k 322k 0.08
Churchill Capital Corp V *w Exp 10/29/202 0.0 $24k 282k 0.09
Insu Acquisition Corp Iii *w Exp 12/31/202 0.0 $17k 420k 0.04
Churchill Capital Corp Vii *w Exp 02/29/202 (CVIIW) 0.0 $16k 115k 0.14
Renovacor *w Exp 99/99/999 0.0 $15k 187k 0.08
Tishman Speyer Innovation *w Exp 02/11/202 0.0 $14k 140k 0.10
Ftac Hera Acquisition Corp *w Exp 02/28/202 0.0 $13k 150k 0.09
Anzu Special Acquisitin Corp *w Exp 01/27/202 0.0 $13k 200k 0.07
Supernova Partn Acq Co Iii L *w Exp 99/99/999 0.0 $11k 134k 0.08
Group Nine Acquisition Corp *w Exp 01/15/202 0.0 $10k 167k 0.06
Sandbridge X2 Corp *w Exp 03/11/202 (SBIIW) 0.0 $9.0k 218k 0.04
Kairos Acquisition Corp *w Exp 11/30/202 0.0 $9.0k 300k 0.03
Svf Investment Corp *w Exp 12/20/202 0.0 $7.0k 43k 0.16
Property Solutions Acquisiti *w Exp 03/01/202 0.0 $6.0k 101k 0.06
Global Partner Acqistn Corp *w Exp 01/14/202 (GPACW) 0.0 $5.0k 83k 0.06
Rxr Acquisition Corp *w Exp 03/08/202 0.0 $5.0k 205k 0.02
Leo Hldgs Corp Ii *w Exp 01/07/202 0.0 $3.0k 125k 0.02
Fintech Acquisition Corp Vi *w Exp 03/31/202 0.0 $3.0k 63k 0.05
Fast Radius *w Exp 02/11/202 0.0 $3.0k 102k 0.03
Biomx *w Exp 10/28/202 (PHGEW) 0.0 $3.0k 81k 0.04
Humanco Acquisition Corp *w Exp 99/99/999 0.0 $2.0k 16k 0.13
Lead Edge Growth Oprtunts Lt *w Exp 04/01/202 0.0 $2.0k 38k 0.05