BlueCrest Capital Management

BlueCrest Capital Management as of March 31, 2022

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 246 positions in its portfolio as reported in the March 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 20.7 $636M 1.8M 362.54
Spdr S&p 500 Etf Tr Tr Unit (SPY) 12.0 $369M 817k 451.68
Ishares Tr Jpmorgan Usd Emg Call Option (EMB) 7.4 $227M 2.3M 97.76
Ishares Tr Iboxx Inv Cp Etf Put Option (LQD) 6.4 $197M 1.6M 120.94
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 5.7 $174M 2.1M 82.29
Spdr Gold Tr Gold Shs Call Option (GLD) 3.1 $95M 526k 180.65
Criteo S A Spons Ads (CRTO) 2.0 $62M 2.3M 27.24
Arch Resources Note 5.250%11/1 (Principal) 2.0 $60M 16M 3.79
Plug Pwr Note 3.750% 6/0 (Principal) 1.8 $56M 9.9M 5.65
Bloomin Brands Note 5.000% 5/0 (Principal) 1.4 $42M 21M 2.02
Ishares Msci Cda Etf Call Option (EWC) 1.3 $40M 1.0M 40.21
Gfl Environmental Unit 99/99/9999t 1.3 $39M 532k 74.04
Clarivate 5.25% Pfd Conv A 1.2 $36M 526k 67.87
Nextera Energy Unit 99/99/9999 1.2 $36M 680k 52.15
Danaher Corporation (DHR) 1.0 $32M 109k 293.33
Insight Enterprises Note 0.750% 2/1 (Principal) 1.0 $32M 20M 1.61
Nisource Unit 12/01/2023 1.0 $31M 262k 118.98
Pg&e Corp Unit 99/99/9999 1.0 $29M 260k 112.44
Ishares Msci Brazil Etf Call Option (EWZ) 0.9 $27M 725k 37.81
Spdr Ser Tr S&p Retail Etf Put Option (XRT) 0.8 $24M 320k 75.54
Dominion Energy Debt 7.250% 6/0 0.8 $24M 232k 101.55
Essential Utils Unit 04/30/2022 0.6 $20M 323k 61.19
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.6 $19M 184k 104.26
Kraneshares Tr Csi Chi Internet Call Option (KWEB) 0.6 $18M 641k 28.51
Middleby Corp Note 1.000% 9/0 (Principal) 0.6 $18M 13M 1.38
Ishares Tr Msci Emg Mkt Etf (EEM) 0.6 $17M 386k 45.15
Change Healthcare MTNF 6.000% 6/3 0.5 $17M 235k 70.66
Algonquin Pwr Utils Corp Unit 99/99/9999 (AQNU) 0.5 $16M 331k 49.56
Mr Cooper Group 0.5 $16M 350k 45.67
American Airlines Group Note 6.500% 7/0 (Principal) 0.5 $15M 11M 1.36
Ftac Athena Acquisition Corp Cl A Shs 0.5 $15M 1.5M 9.79
Haymaker Acquisition Corp Ii Class A Com 0.4 $14M 1.4M 9.88
Nextera Energy Unit 09/01/2022s 0.4 $12M 191k 61.79
Select Sector Spdr Tr Financial Put Option (XLF) 0.4 $11M 298k 38.32
North Mountain Merger Corp Unit 09/16/2025 0.4 $11M 1.1M 9.99
Vectoiq Acquisition Corp Ii Unit 99/99/9999 0.4 $11M 1.1M 9.94
Fintech Acquisition Corp Vi Unit 06/24/2026 0.4 $11M 1.1M 9.91
Corsair Partnering Corp Unit 99/99/9999 0.4 $11M 1.1M 9.90
Altc Acquisition Corp Com Cl A (OKLO) 0.3 $11M 1.1M 9.76
Sabre Corp 6.50% Conv Pfd A 0.3 $11M 73k 145.23
Rxr Acquisition Corp Unit 01/01/2025 0.3 $10M 1.0M 9.85
Ishares Tr China Lg-cap Etf Put Option (FXI) 0.3 $10M 315k 31.96
Insu Acquisition Corp Iii Unit 12/31/2026 0.3 $9.9M 1.0M 9.86
Far Peak Acquisition Corp Shs Cl A 0.3 $9.0M 903k 9.94
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal) 0.3 $8.5M 9.8M 0.87
Nrg Energy Com New (NRG) 0.3 $8.4M 219k 38.36
North Atlantic Acquisitn Cor Unit 10/20/2025 0.3 $8.2M 825k 9.93
Austerlitz Acquisition Corp Shs Cl A 0.3 $7.9M 800k 9.82
Dragoneer Growth Opt Corp Ii Cl A Shs 0.3 $7.8M 800k 9.80
Select Sector Spdr Tr Energy Call Option (XLE) 0.3 $7.8M 102k 76.45
Becton, Dickinson and (BDX) 0.2 $7.6M 29k 265.98
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.2 $7.6M 122k 62.20
Cc Neuberger Principal Holdn Shs Cl A 0.2 $7.4M 750k 9.86
Virgin Group Acquisit Corp I Shs Cl A 0.2 $7.4M 750k 9.86
Vector Acquisition Corp Ii Cl A Shs 0.2 $7.3M 750k 9.76
Varex Imaging Corp Note 4.000% 6/0 (Principal) 0.2 $6.9M 5.5M 1.26
Tishman Speyer Innovation Unit 02/11/2026 0.2 $6.9M 700k 9.88
Altria Call Option (MO) 0.2 $6.9M 132k 52.25
Apollo Strategic Growth Capt Shs Cl A 0.2 $6.8M 688k 9.95
Dish Network Corporation Note 12/1 (Principal) 0.2 $6.3M 6.5M 0.97
Spdr Index Shs Fds Euro Stoxx 50 Put Option (FEZ) 0.2 $6.2M 152k 41.15
Vintage Wine Estates *w Exp 06/08/202 (VWEWQ) 0.2 $6.2M 3.2M 1.95
Pennymac Financial Services (PFSI) 0.2 $5.9M 111k 53.20
Blackstone Mortgage Trust In Note 5.500% 3/1 (Principal) 0.2 $5.9M 6.0M 0.99
Ftac Hera Acquisition Corp Unit 02/28/2026 0.2 $5.9M 600k 9.86
5 01 Acquisition Corp Com Cl A 0.2 $5.9M 600k 9.85
Global Partner Acqistn Corp Unit 01/06/2026 (GPACU) 0.2 $5.9M 600k 9.83
Artivion Note 4.250% 7/0 (Principal) 0.2 $5.8M 5.0M 1.17
Fifth Wall Acquisitn Corp Ii Class A Ord Shs 0.2 $5.8M 600k 9.71
Churchill Capital Corp Vii Com Cl A (CVII) 0.2 $5.6M 575k 9.79
Global Cord Blood Corporatio SHS (CORBF) 0.2 $5.6M 1.5M 3.85
Sandbridge X2 Corp Com Class A 0.2 $5.6M 573k 9.75
Angel Pond Holdings Corp Shs Cl A 0.2 $5.4M 552k 9.87
Gores Hldgs Viii Cl A 0.2 $5.4M 540k 9.95
Altimeter Growth Corp 2 Com Cl A 0.2 $5.4M 545k 9.82
Humanco Acquisition Corp Unit 12/08/2023 0.2 $5.0M 500k 9.98
Group Nine Acquisition Corp Unit 01/15/2026 0.2 $4.9M 500k 9.84
Churchill Capital Corp V Com Cl A 0.2 $4.9M 500k 9.83
Pivotal Investment Corp Iii Com Cl A 0.2 $4.9M 500k 9.78
Property Solutions Acquisiti Com Cl A 0.2 $4.9M 500k 9.78
Khosla Ventures Acqut Co Iii Com Cl A 0.2 $4.9M 500k 9.77
Longview Acquisition Corp Ii Com Cl A 0.2 $4.9M 500k 9.76
Kairos Acquisition Corp Cl A Shs 0.2 $4.8M 490k 9.81
Ishares Tr Msci Eafe Etf Put Option (EFA) 0.2 $4.7M 64k 73.60
Avista Pub Acquisition Corp Class A Ord Shs 0.2 $4.7M 470k 10.08
Cable One Note 3/1 (Principal) 0.1 $4.6M 5.2M 0.88
Argus Capital Corp Unit 08/31/2028 0.1 $4.6M 450k 10.17
Ishares Silver Tr Ishares Call Option (SLV) 0.1 $4.6M 200k 22.88
Btrs Holdings Com Cl 1 0.1 $4.5M 600k 7.48
Pioneer Merger Corp Cl A Shs 0.1 $4.4M 453k 9.81
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.1 $4.3M 4.4M 0.98
Interprivate Iii Financia Com Cl A 0.1 $4.0M 400k 9.88
Interprivate Ii Acquisition Unit 99/99/9999 0.1 $3.9M 400k 9.85
Interprivate Iv Infratech Pr Unit 03/05/2026 0.1 $3.9M 400k 9.83
Omega Alpha Spac Cl A 0.1 $3.9M 400k 9.82
Boston Scientific Corp 5.50% Cnv Pfd A 0.1 $3.9M 33k 116.45
Tricida Note 3.500% 5/1 (Principal) 0.1 $3.9M 7.8M 0.50
Rmg Acquisition Corp Iii Cl A Shs (RMGCF) 0.1 $3.8M 391k 9.80
Dte Energy Unit 11/01/2022s 0.1 $3.8M 72k 53.29
Select Sector Spdr Tr Sbi Int-utils Put Option (XLU) 0.1 $3.7M 50k 74.46
Brooge Energy *w Exp 12/20/202 0.1 $3.7M 9.7M 0.38
Cable One Note 1.125% 3/1 (Principal) 0.1 $3.6M 4.0M 0.90
Aptiv 5.5% Cnv Pfd A 0.1 $3.2M 23k 136.46
Stanley Black & Decker (SWK) 0.1 $3.1M 22k 139.78
Esperion Therapeutics Inc Ne Note 4.000%11/1 (Principal) 0.1 $3.1M 6.0M 0.52
Dmy Technology Group Inc Vi Cl A Com 0.1 $3.0M 301k 9.87
Lerer Hippeau Acquisition Cl A 0.1 $2.9M 300k 9.80
American Electric Power Company (AEP) 0.1 $2.9M 29k 99.78
Vaccitech Ads (BRNS) 0.1 $2.8M 543k 5.20
Elanco Animal Health Unit 02/01/2023t 0.1 $2.8M 69k 40.73
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.1 $2.8M 28k 99.72
Par Technology Corp Note 1.500%10/1 (Principal) 0.1 $2.7M 3.0M 0.90
Khosla Ventures Acquisition Cl A 0.1 $2.7M 275k 9.78
Svf Investment Corp Cl A Shs 0.1 $2.6M 268k 9.80
Tiga Acquisition Corp Shs Cl A 0.1 $2.6M 250k 10.25
North Atlantic Acquisitn Cor Cl A Shs 0.1 $2.5M 255k 9.89
Svf Investment Corp 3 Cl A Shs 0.1 $2.5M 250k 9.91
Tuatara Capital Acquisitn Cl A Shs 0.1 $2.5M 250k 9.88
Bright Lights Acquisition Com Cl A 0.1 $2.5M 250k 9.87
Innovate Corp Note 7.500% 8/0 (Principal) 0.1 $2.5M 2.1M 1.16
Insu Acquisition Corp Iii Com Cl A 0.1 $2.5M 250k 9.82
Landcadia Holdings Iv Class A Com 0.1 $2.5M 250k 9.82
Abg Acquisition Corp I Cl A Shs 0.1 $2.5M 250k 9.81
Pwp Forward Acquisition Corp Class A Com 0.1 $2.4M 250k 9.78
M3 Brigade Acquisition Ii Com Cl A 0.1 $2.4M 250k 9.77
Arya Sciences Acquisitn Corp Class A Ord Shs 0.1 $2.4M 250k 9.71
Vanguard Malvern Fds Strm Infproidx (VTIP) 0.1 $2.4M 47k 51.21
Travere Therapeutics Note 2.250% 3/0 (Principal) 0.1 $2.4M 2.3M 1.07
Ishares Tr Ishares Semicdtr Put Option (SOXX) 0.1 $2.4M 5.0k 473.20
Southern Unit 08/01/2022 0.1 $2.4M 43k 54.62
Tesla Motors (TSLA) 0.1 $2.2M 2.1k 1077.56
Ready Capital Corp 7% CN SR NT 2023 0.1 $2.1M 80k 26.25
Spdr Ser Tr S&p Regl Bkg Put Option (KRE) 0.1 $2.1M 30k 68.90
Carnival Corp Common Stock Call Option (CCL) 0.1 $2.0M 100k 20.22
Ftac Hera Acquisition Corp Class A Ord Shs 0.1 $2.0M 205k 9.79
Svf Investment Corp 2 Cl A Shs 0.1 $2.0M 202k 9.84
Ldh Growth Corp I Unit 03/17/2026 0.1 $2.0M 200k 9.85
Ares Acquisition Corporation Com Cl A 0.1 $2.0M 200k 9.81
Northern Star Invest Corp Ii Com Cl A (NSTC) 0.1 $2.0M 200k 9.79
Maxeon Solar Technologies Lt Note 6.500% 7/1 (Principal) 0.1 $2.0M 1.8M 1.11
Ishares Tr 0-5 Yr Tips Etf (STIP) 0.1 $1.9M 18k 104.97
Meritor Note 3.250%10/1 (Principal) 0.1 $1.8M 1.6M 1.10
Brooge Energy SHS (BROGF) 0.1 $1.8M 214k 8.20
South Jersey Inds Unit 04/01/2024 0.1 $1.7M 25k 69.51
Great Ajax Corp 7.25 CV SR NT 24 0.1 $1.7M 68k 24.99
Anzu Special Acquisitin Corp Unit 01/27/2026 0.1 $1.6M 167k 9.83
Booking Holdings (BKNG) 0.1 $1.6M 698.00 2348.14
ON Semiconductor (ON) 0.1 $1.6M 26k 62.63
Huazhu Group Note 3.000% 5/0 (Principal) 0.1 $1.6M 1.5M 1.08
Petroleo Brasileiro Sa Petro Sp Adr Non Vtg (PBR.A) 0.0 $1.5M 108k 13.98
Lci Inds Note 1.125% 5/1 (Principal) 0.0 $1.5M 1.6M 0.92
Lead Edge Growth Oprtunts Lt Unit 04/01/2026 0.0 $1.5M 150k 9.86
Aes Corp Unit 99/99/9999 0.0 $1.5M 15k 98.92
Northern Oil And Gas Inc Mn (NOG) 0.0 $1.4M 50k 28.20
Safehold 0.0 $1.4M 25k 55.44
Ihs Holding Ord Shs (IHS) 0.0 $1.4M 125k 11.08
Broadmark Rlty Cap *w Exp 11/15/202 0.0 $1.4M 15M 0.09
Falcon Minerals Corp *w Exp 07/21/202 0.0 $1.3M 3.5M 0.38
Expeditors International of Washington (EXPD) 0.0 $1.3M 13k 103.20
Global Ship Lease Com Cl A (GSL) 0.0 $1.3M 45k 28.49
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.0 $1.2M 57k 21.77
Churchill Capital Corp Vii Unit 99/99/9999 (CVIIU) 0.0 $1.2M 125k 9.90
Social Cap Suvretta Hld Crpi Class A Ord Shs 0.0 $1.2M 125k 9.90
10x Cap Venture Acqstn Corp Com Cl A 0.0 $1.2M 125k 9.83
Jiya Acquisition Corp Com Cl A 0.0 $1.2M 125k 9.83
Vaneck Etf Trust Gold Miners Etf Call Option (GDX) 0.0 $1.2M 32k 38.34
Bank of America Corporation (BAC) 0.0 $1.2M 29k 41.23
Membership Collective Group Com Cl A (SHCO) 0.0 $1.1M 147k 7.76
Landstar System (LSTR) 0.0 $1.1M 7.5k 150.80
Redfin Corp Note 10/1 (Principal) 0.0 $1.1M 1.5M 0.75
Oaktree Acquisition Corp Ii Cl A Shs 0.0 $1.1M 111k 9.95
JPMorgan Chase & Co. (JPM) 0.0 $1.0M 7.7k 136.30
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.0 $1.0M 2.9k 352.76
Kkr & Co (KKR) 0.0 $934k 16k 58.48
Avantor 6.25 PFD CNV SR 0.0 $899k 8.7k 103.54
Lannett Note 4.500%10/0 (Principal) 0.0 $881k 3.0M 0.30
Dominion Resources Put Option (D) 0.0 $850k 10k 85.00
Gossamer Bio Note 5.000% 6/0 (Principal) 0.0 $826k 1.0M 0.83
Dex (DXCM) 0.0 $767k 1.5k 511.33
Supernova Partn Acq Co Iii L Shs Cl A 0.0 $734k 75k 9.79
Ishares Tr Msci Uk Etf New (EWU) 0.0 $673k 20k 33.65
Fortive (FTV) 0.0 $609k 10k 60.90
Berkshire Hathaway Inc Del Cl A (BRK.A) 0.0 $529k 1.00 529000.00
Cemex Sab De Cv Spon Adr New (CX) 0.0 $529k 100k 5.29
Wells Fargo & Company (WFC) 0.0 $527k 11k 48.44
Moderna (MRNA) 0.0 $517k 3.0k 172.33
Expedia Group Com New (EXPE) 0.0 $511k 2.6k 195.79
Delwinds Ins Acquisition Cor *w Exp 08/01/202 0.0 $499k 1.7M 0.30
Concord Acquisition Corp Com Cl A 0.0 $498k 50k 9.96
Colonnade Acquisition Corp I Unit 99/99/9999 0.0 $491k 50k 9.82
Kimbell Rty Partners Unit (KRP) 0.0 $488k 30k 16.27
ConocoPhillips (COP) 0.0 $488k 4.9k 100.08
Adobe Systems Incorporated (ADBE) 0.0 $456k 1.0k 456.00
Rmg Acquisition Corp Iii Unit 02/08/2026 (RMGUF) 0.0 $455k 46k 9.90
Alphabet Cap Stk Cl A (GOOGL) 0.0 $417k 150.00 2780.00
Walt Disney Company (DIS) 0.0 $411k 3.0k 137.00
UGI Corporation (UGI) 0.0 $401k 11k 36.18
Intuit (INTU) 0.0 $393k 818.00 480.44
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) 0.0 $389k 26k 14.82
Cc Neuberger Prin Hldgs Ii Shs Cl A 0.0 $387k 39k 9.91
Deere & Company (DE) 0.0 $361k 870.00 414.94
Charles Schwab Corporation (SCHW) 0.0 $358k 4.2k 84.39
Ii-vi 6% Conv Pfd A 0.0 $350k 1.2k 294.86
Reviva Pharmaceutcls Hldgs I *w Exp 12/25/202 (RVPHW) 0.0 $333k 1.2M 0.27
Digital Media Solutions *w Exp 07/15/202 (DMSIW) 0.0 $332k 1.9M 0.17
Ford Motor Company (F) 0.0 $330k 20k 16.92
Devon Energy Corporation (DVN) 0.0 $326k 5.5k 59.20
Tuscan Hldgs Corp Ii *w Exp 04/01/202 0.0 $308k 600k 0.51
McDonald's Corporation (MCD) 0.0 $299k 1.2k 247.52
BlackRock 0.0 $297k 389.00 763.50
Zoom Video Communications In Cl A (ZM) 0.0 $293k 2.5k 117.20
EOG Resources (EOG) 0.0 $288k 2.4k 119.16
CBOE Holdings (CBOE) 0.0 $286k 2.5k 114.40
Mosaic (MOS) 0.0 $279k 4.2k 66.43
Goldman Sachs (GS) 0.0 $277k 840.00 329.76
American Express Company (AXP) 0.0 $277k 1.5k 187.29
Vaneck Etf Trust Jp Mrgan Em Loc (EMLC) 0.0 $270k 10k 27.00
North Atlantic Acquisitn Cor *w Exp 10/20/202 0.0 $264k 850k 0.31
Teekay Tankers Cl A 0.0 $264k 19k 13.84
Union Pacific Corporation (UNP) 0.0 $260k 953.00 272.82
Rh (RH) 0.0 $228k 700.00 325.71
Schlumberger Com Stk (SLB) 0.0 $216k 5.2k 41.25
Upstart Hldgs (UPST) 0.0 $215k 2.0k 109.25
Churchill Capital Corp V *w Exp 10/29/202 0.0 $172k 282k 0.61
Urban One Cl A (UONE) 0.0 $156k 25k 6.24
Haymaker Acquisition Corp Ii *w Exp 03/05/202 0.0 $140k 254k 0.55
Cascade Acquisition Corp *w Exp 11/30/202 0.0 $132k 750k 0.18
Urban One Cl D Non Vtg (UONEK) 0.0 $129k 25k 5.16
Gelesis Hldgs *w Exp 01/13/202 (GLSWQ) 0.0 $129k 575k 0.22
Tailwind Acquisition Corp *w Exp 09/07/202 0.0 $98k 575k 0.17
Cc Neuberger Principal Holdn *w Exp 99/99/999 0.0 $93k 150k 0.62
Sandbridge X2 Corp *w Exp 03/11/202 (SBIIW) 0.0 $88k 218k 0.40
Churchill Capital Corp Vii *w Exp 02/29/202 (CVIIW) 0.0 $69k 115k 0.60
Supernova Partn Acq Co Iii L *w Exp 99/99/999 0.0 $62k 134k 0.46
Renovacor *w Exp 99/99/999 0.0 $51k 187k 0.27
Kairos Acquisition Corp *w Exp 11/30/202 0.0 $51k 300k 0.17
Dmy Technology Group Inc Vi *w Exp 99/99/999 0.0 $50k 73k 0.69
Omnichannel Acquisition Corp *w Exp 12/30/202 0.0 $46k 251k 0.18
Leo Hldgs Corp Ii *w Exp 01/07/202 0.0 $43k 125k 0.34
Virgin Group Acquisit Corp I *w Exp 03/13/202 0.0 $38k 100k 0.38
Avista Pub Acquisition Corp *w Exp 04/06/202 0.0 $36k 52k 0.70
Property Solutions Acquisiti *w Exp 03/01/202 0.0 $33k 101k 0.33
Svf Investment Corp *w Exp 12/20/202 0.0 $24k 43k 0.56
Fast Radius *w Exp 02/11/202 0.0 $16k 102k 0.16
Go Acquisition Corp *w Exp 08/31/202 0.0 $16k 87k 0.18
Biomx *w Exp 10/28/202 (PHGEW) 0.0 $11k 81k 0.14