BlueCrest Capital Management

BlueCrest Capital Management as of June 30, 2023

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 160 positions in its portfolio as reported in the June 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 23.4 $701M 1.9M 369.42
Spdr Gold Tr Gold Shs (GLD) 9.8 $294M 1.7M 178.27
Ishares Tr Iboxx Hi Yd Etf (HYG) 6.3 $189M 2.5M 75.07
Ishares Tr Jpmorgan Usd Emg Call Option (EMB) 5.8 $173M 2.0M 86.54
Ishares Tr Russell 2000 Etf (IWM) 4.3 $130M 696k 187.27
Vaneck Etf Trust Gold Miners Etf Call Option (GDX) 4.1 $123M 4.1M 30.11
Ishares Tr China Lg-cap Etf Call Option (FXI) 3.5 $105M 3.8M 27.19
Spdr S&p 500 Etf Tr Tr Unit (SPY) 3.4 $101M 227k 443.28
Select Sector Spdr Tr Energy Call Option (XLE) 3.1 $93M 1.2M 81.17
Ishares Tr 20 Yr Tr Bd Etf Call Option (TLT) 2.6 $77M 750k 102.94
Criteo S A Spons Ads (CRTO) 2.5 $76M 2.3M 33.74
Ishares Tr Msci Usa Min Vol (USMV) 1.6 $48M 649k 74.33
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 1.6 $48M 2.3M 21.04
Ishares Tr Fltg Rate Nt Etf (FLOT) 1.6 $47M 916k 50.82
Insight Enterprises Note 0.750% 2/1 (Principal) 1.5 $44M 21M 2.15
Ishares Msci Brazil Etf (EWZ) 1.3 $39M 1.2M 32.43
Alibaba Group Hldg Sponsored Ads (BABA) 1.2 $37M 438k 83.35
Ishares Tr Iboxx Inv Cp Etf Call Option (LQD) 1.1 $32M 300k 108.14
Global X Fds Global X Uranium (URA) 0.9 $26M 1.2M 21.70
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.8 $23M 490k 47.67
Vaneck Etf Trust High Yld Munietf (HYD) 0.7 $21M 416k 51.34
Rithm Capital Corp Com New (RITM) 0.7 $20M 2.1M 9.35
Mr Cooper Group (COOP) 0.6 $18M 345k 50.64
Hilton Worldwide Holdings Put Option (HLT) 0.6 $18M 120k 145.55
Apple Call Option (AAPL) 0.6 $17M 89k 193.97
Flexshares Tr Mornstar Upstr (GUNR) 0.5 $17M 411k 40.07
Vanguard Index Fds Sm Cp Val Etf (VBR) 0.5 $15M 91k 165.40
Wal-Mart Stores (WMT) 0.5 $15M 92k 157.18
Pg&e Corp Unit 08/16/2023 0.5 $14M 94k 149.51
Interdigital Note 3.500% 6/0 (Principal) 0.5 $14M 10M 1.36
Global X Fds Lithium Btry Etf (LIT) 0.4 $13M 206k 65.02
Ishares Tr Pfd And Incm Sec (PFF) 0.4 $13M 433k 30.93
Activision Blizzard Call Option 0.4 $13M 150k 84.30
Bank of America Corporation (BAC) 0.4 $12M 419k 28.69
Microsoft Corporation Call Option (MSFT) 0.4 $11M 33k 340.54
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.4 $11M 270k 40.83
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.4 $11M 32k 341.00
Southern Copper Corporation Put Option (SCCO) 0.4 $11M 150k 71.74
NVIDIA Corporation Call Option (NVDA) 0.3 $9.7M 23k 423.02
Johnson & Johnson (JNJ) 0.3 $9.6M 58k 165.52
Ark Etf Tr Innovation Etf Put Option (ARKK) 0.3 $8.8M 200k 44.14
Ishares Tr Glb Infrastr Etf (IGF) 0.3 $8.4M 180k 46.95
Vanguard Scottsdale Fds Int-term Corp (VCIT) 0.3 $8.4M 107k 79.03
Pfizer (PFE) 0.3 $7.6M 208k 36.68
Nextera Energy (NEE) 0.3 $7.6M 103k 74.20
Amazon (AMZN) 0.3 $7.5M 58k 130.36
Ishares Tr Grwt Allocat Etf (AOR) 0.2 $7.4M 144k 51.45
Tesla Motors Call Option (TSLA) 0.2 $7.4M 28k 261.77
Coherent Corp 6% Conv Pfd A 0.2 $7.3M 32k 227.08
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 0.2 $7.1M 180k 39.56
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.2 $6.7M 7.5M 0.89
Bentley Sys Note 0.125% 1/1 (Principal) 0.2 $6.6M 6.4M 1.03
Procter & Gamble Company (PG) 0.2 $6.4M 42k 151.74
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.2 $6.4M 98k 65.14
JPMorgan Chase & Co. (JPM) 0.2 $6.3M 44k 145.44
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.2 $6.0M 56k 107.32
Alphabet Cap Stk Cl C Call Option (GOOG) 0.2 $6.0M 49k 120.97
Raytheon Technologies Corp (RTX) 0.2 $5.7M 58k 97.96
Ishares Msci Turkey Etf Call Option (TUR) 0.2 $5.7M 200k 28.25
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.2 $5.3M 50k 106.00
Pepsi (PEP) 0.2 $5.1M 27k 185.22
Exxon Mobil Corporation (XOM) 0.2 $5.0M 47k 107.25
Merck & Co (MRK) 0.2 $5.0M 43k 115.39
Bunge Call Option 0.2 $4.7M 50k 94.35
Select Sector Spdr Tr Financial (XLF) 0.2 $4.7M 138k 33.71
Lumentum Hldgs Note 0.500% 6/1 (Principal) 0.1 $4.3M 5.5M 0.79
Global X Fds Rbtcs Artfl Inte (BOTZ) 0.1 $4.0M 139k 28.74
Alphabet Cap Stk Cl A Call Option (GOOGL) 0.1 $3.9M 33k 119.70
Vaneck Etf Trust Mrngstr Wde Moat (MOAT) 0.1 $3.8M 48k 79.79
Meta Platforms Cl A Call Option (META) 0.1 $3.7M 13k 286.98
Century Alum Note 2.750% 5/0 (Principal) 0.1 $3.5M 4.6M 0.77
Exchange Traded Concepts Tr Robo Glb Etf (ROBO) 0.1 $3.5M 59k 58.56
Patrick Inds Note 1.750%12/0 (Principal) 0.1 $3.4M 3.5M 0.98
Molson Coors Beverage CL B Put Option (TAP) 0.1 $3.4M 52k 65.84
Hci Group Note 4.750% 6/0 (Principal) 0.1 $3.2M 3.2M 1.00
Starwood Ppty Tr Note 6.750% 7/1 (Principal) 0.1 $3.0M 3.0M 1.01
Invesco Exchange Traded Fd T Buyback Achiev (PKW) 0.1 $3.0M 34k 89.45
Etf Managers Tr Prime Cybr Scrty 0.1 $3.0M 59k 50.58
Wells Fargo & Company Put Option (WFC) 0.1 $3.0M 69k 42.68
First Tr Exchange-traded Dj Internt Idx (FDN) 0.1 $2.9M 18k 162.99
Vaneck Etf Trust Video Gmng Esprt (ESPO) 0.1 $2.9M 51k 55.75
Invesco Exch Traded Fd Tr Ii S&p Gbl Water (CGW) 0.1 $2.8M 54k 51.41
Manchester Utd Ord Cl A (MANU) 0.1 $2.7M 113k 24.38
First Tr Exchange Traded Cloud Computing (SKYY) 0.1 $2.7M 36k 75.94
Citigroup Com New Put Option (C) 0.1 $2.6M 56k 46.04
Spdr Ser Tr Bloomberg High Y (JNK) 0.1 $2.6M 28k 92.03
Citizens Financial Put Option (CFG) 0.1 $2.3M 90k 26.08
Amyris Note 1.500%11/1 (Principal) 0.1 $2.3M 12M 0.20
Invesco Exch Traded Fd Tr Ii S&p Midcp Low (XMLV) 0.1 $2.3M 45k 51.75
Antero Res Call Option (AR) 0.1 $2.3M 100k 23.03
American Electric Power Company (AEP) 0.1 $2.3M 27k 84.20
Walt Disney Company (DIS) 0.1 $2.2M 25k 89.28
Costco Wholesale Corporation (COST) 0.1 $2.2M 4.1k 538.38
AES Corporation (AES) 0.1 $2.1M 101k 20.73
Paramount Global 5.75% Conv Pfd A (PARAP) 0.1 $2.0M 88k 22.66
Mfa Finl (MFA) 0.1 $1.9M 167k 11.24
Clarivate 5.25% Pfd Conv A (CLVT.PA) 0.1 $1.9M 46k 41.05
8X8 Note 4.000% 2/0 (Principal) 0.1 $1.8M 2.0M 0.88
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.1 $1.7M 24k 69.95
Truist Financial Corp equities Put Option (TFC) 0.1 $1.7M 56k 30.35
Sabre Corp 6.50% Conv Pfd A 0.1 $1.7M 36k 46.99
Ark Etf Tr Genomic Rev Etf (ARKG) 0.1 $1.6M 47k 34.09
Abbott Laboratories (ABT) 0.1 $1.6M 14k 109.02
Spdr Ser Tr S&p Metals Mng (XME) 0.1 $1.6M 31k 50.82
Cisco Systems Call Option (CSCO) 0.0 $1.4M 28k 51.74
Dish Network Corporation Note 12/1 (Principal) 0.0 $1.4M 2.6M 0.53
Us Bancorp Del Com New Put Option (USB) 0.0 $1.3M 40k 33.04
Schwab Strategic Tr Schwab Fdt Us Lg (FNDX) 0.0 $1.3M 23k 57.57
UnitedHealth (UNH) 0.0 $1.3M 2.7k 480.64
Ishares Msci Sth Kor Etf (EWY) 0.0 $1.3M 21k 63.38
Invesco Exchange Traded Fd T Ftse Rafi 1000 (PRF) 0.0 $1.3M 7.9k 163.65
Vanguard Whitehall Fds High Div Yld (VYM) 0.0 $1.2M 12k 106.07
American Airls Put Option (AAL) 0.0 $1.2M 69k 17.94
Ishares Msci Jpn Etf New Call Option (EWJ) 0.0 $1.2M 20k 61.90
Visa Com Cl A (V) 0.0 $1.2M 5.0k 237.48
Coca-Cola Company (KO) 0.0 $1.1M 19k 60.22
Comcast Corp Cl A Call Option (CMCSA) 0.0 $1.1M 27k 41.55
Vaccitech Ads (BRNS) 0.0 $1.1M 543k 2.06
Verizon Communications (VZ) 0.0 $1.1M 30k 37.19
Brooge Energy SHS (BROG) 0.0 $1.1M 225k 4.81
Eli Lilly & Co. (LLY) 0.0 $1.1M 2.3k 468.98
Sofi Technologies Put Option (SOFI) 0.0 $1.0M 125k 8.34
Wolfspeed Put Option (WOLF) 0.0 $1.0M 19k 55.59
Ncl Corp Note 2.500% 2/1 (Principal) 0.0 $946k 1.0M 0.95
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $899k 1.4M 0.65
Vanguard Specialized Funds Div App Etf (VIG) 0.0 $886k 5.5k 162.43
PG&E Corporation Put Option (PCG) 0.0 $864k 50k 17.28
NiSource (NI) 0.0 $861k 32k 27.35
First Tr Exchange-traded Cap Strength Etf (FTCS) 0.0 $838k 11k 75.08
Wisdomtree Tr Us Qtly Div Grt (DGRW) 0.0 $813k 12k 66.66
Paramount Global Class B Com Put Option (PARA) 0.0 $796k 50k 15.91
Ishares Tr Msci Usa Qlt Fct (QUAL) 0.0 $789k 5.8k 134.87
Starwood Property Trust Put Option (STWD) 0.0 $776k 40k 19.40
Ishares Msci Mexico Etf (EWW) 0.0 $746k 12k 62.18
Ishares Tr Gl Timb Fore Etf (WOOD) 0.0 $745k 10k 71.69
Transocean Reg Shs (RIG) 0.0 $713k 102k 7.01
Ishares Tr Msci Kld400 Soc (DSI) 0.0 $693k 8.2k 84.17
Global X Fds Artificial Etf (AIQ) 0.0 $683k 24k 27.96
Gossamer Bio Note 5.000% 6/0 (Principal) 0.0 $652k 2.1M 0.31
Ishares Tr Msci Uk Etf New (EWU) 0.0 $647k 20k 32.35
Mastercard Incorporated Cl A (MA) 0.0 $518k 1.3k 393.30
Chevron Corporation (CVX) 0.0 $483k 3.1k 157.35
First Tr Exchange-traded Gbl Wnd Enrg Etf (FAN) 0.0 $477k 27k 17.47
Pennymac Financial Services (PFSI) 0.0 $471k 6.7k 70.31
Abbvie (ABBV) 0.0 $464k 3.4k 134.73
Prologis (PLD) 0.0 $450k 3.7k 122.63
Noble Corp Ord Shs A (NE) 0.0 $441k 11k 41.31
Nike CL B (NKE) 0.0 $378k 3.4k 110.37
Honeywell International (HON) 0.0 $358k 1.7k 207.50
Oracle Corporation (ORCL) 0.0 $358k 3.0k 119.09
Invesco Exchange Traded Fd T Invesco Msci (ERTH) 0.0 $350k 7.1k 49.02
salesforce (CRM) 0.0 $341k 1.6k 211.26
Rivian Automotive Com Cl A Call Option (RIVN) 0.0 $308k 19k 16.66
Linde SHS (LIN) 0.0 $282k 741.00 381.08
Accenture Plc Ireland Shs Class A (ACN) 0.0 $244k 789.00 308.58
Home Depot (HD) 0.0 $233k 751.00 310.64
Brooge Energy *w Exp 12/20/202 (BROGW) 0.0 $227k 12M 0.02
Vintage Wine Estates *w Exp 06/08/202 (VWEWW) 0.0 $155k 5.9M 0.03
Lucid Group Put Option (LCID) 0.0 $138k 20k 6.89
Esperion Therapeutics (ESPR) 0.0 $35k 25k 1.39