BlueCrest Capital Management

BlueCrest Capital Management as of Dec. 31, 2022

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 141 positions in its portfolio as reported in the December 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Select Sector Spdr Tr Energy Call Option (XLE) 19.0 $710M 8.1M 87.47
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 17.4 $652M 2.4M 266.28
Spdr Gold Tr Gold Shs Call Option (GLD) 13.0 $486M 2.9M 169.64
Spdr S&p 500 Etf Tr Tr Unit (SPY) 9.0 $339M 885k 382.43
Apple Put Option (AAPL) 6.9 $260M 2.0M 129.93
Ishares Tr Iboxx Inv Cp Etf (LQD) 3.0 $112M 1.1M 105.43
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 2.3 $87M 1.2M 73.63
Ishares Tr Jpmorgan Usd Emg Put Option (EMB) 2.3 $85M 1.0M 84.59
Ishares Tr China Lg-cap Etf (FXI) 1.7 $62M 2.2M 28.30
Criteo S A Spons Ads (CRTO) 1.6 $59M 2.3M 26.06
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 1.3 $50M 1.3M 37.90
Dbx Etf Tr Xtrack Hrvst Csi (ASHR) 1.3 $48M 1.7M 28.02
Ishares Tr Fltg Rate Nt Etf (FLOT) 1.2 $46M 916k 50.33
Ishares Tr Msci Eafe Etf (EFA) 1.1 $42M 640k 65.64
Spdr Index Shs Fds Euro Stoxx 50 (FEZ) 1.1 $40M 1.0M 38.70
Kraneshares Tr Csi Chi Internet (KWEB) 0.9 $35M 1.2M 30.20
Insight Enterprises Note 0.750% 2/1 (Principal) 0.8 $31M 21M 1.50
Vaneck Etf Trust Gold Miners Etf Call Option (GDX) 0.8 $30M 1.1M 28.66
Gfl Environmental Unit 03/15/2023 0.7 $26M 408k 64.69
Flexshares Tr Mornstar Upstr (GUNR) 0.7 $25M 575k 43.47
Nextera Energy Unit 03/01/2023 0.6 $23M 456k 50.70
Nisource Unit 12/01/2023 0.6 $21M 205k 103.26
Mr Cooper Group (COOP) 0.6 $21M 522k 40.13
Select Sector Spdr Tr Sbi Int-inds Put Option (XLI) 0.5 $20M 200k 98.21
Ishares Tr Russell 2000 Etf Put Option (IWM) 0.5 $18M 103k 174.36
American Airlines Group Note 6.500% 7/0 (Principal) 0.5 $17M 16M 1.06
Ishares Tr Broad Usd High (USHY) 0.4 $16M 457k 34.53
Infinera Corp Debt 3.750% 8/0 (Principal) 0.4 $13M 11M 1.24
Rithm Capital Corp Com New (RITM) 0.4 $13M 1.6M 8.17
Pg&e Corp Unit 08/16/2023 0.3 $13M 91k 144.24
Array Technologies Note 1.000%12/0 (Principal) 0.3 $11M 11M 1.02
Altc Acquisition Corp Com Cl A (ALCC) 0.3 $11M 1.1M 9.92
Corsair Partnering Corp Unit 99/99/9999 0.3 $11M 1.1M 9.88
Shaw Communications Cl B Conv 0.3 $11M 377k 28.78
Dbx Etf Tr Xtrack Usd High (HYLB) 0.3 $10M 302k 33.71
Ishares Tr National Mun Etf (MUB) 0.3 $10M 95k 105.52
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.3 $9.9M 133k 74.49
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.3 $9.7M 13M 0.78
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.2 $8.9M 436k 20.53
Crown Proptech Acquisitions Shs Cl A 0.2 $8.3M 822k 10.11
Aes Corp Unit 02/15/2024 0.2 $8.2M 80k 102.01
Spdr Ser Tr Nuveen Blmbrg Mu (TFI) 0.2 $8.0M 175k 45.62
Algonquin Pwr Utils Corp Unit 06/15/2024 (AQNU) 0.2 $7.9M 333k 23.87
Boston Scientific Corp 5.50% Cnv Pfd A 0.2 $7.9M 69k 114.82
Dragoneer Growth Opt Corp Ii Cl A Shs 0.2 $7.9M 800k 9.86
AECOM Technology Corporation (ACM) 0.2 $7.8M 92k 84.93
Jack Creek Investment Corp Cl A Shs 0.2 $7.6M 750k 10.13
Alphabet Cap Stk Cl A (GOOGL) 0.2 $7.6M 86k 88.23
Gra (GGG) 0.2 $7.2M 107k 67.26
Toro Company (TTC) 0.2 $6.9M 61k 113.20
Lockheed Martin Corporation Put Option (LMT) 0.2 $6.8M 14k 486.49
Coherent Corp 6% Conv Pfd A 0.2 $6.8M 43k 159.90
Reliance Steel & Aluminum (RS) 0.2 $6.6M 33k 202.44
United Therapeutics Corporation (UTHR) 0.2 $6.5M 23k 278.09
Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) 0.2 $6.1M 82k 75.19
Service Corporation International (SCI) 0.2 $5.8M 83k 69.14
8X8 Note 4.000% 2/0 (Principal) 0.1 $5.4M 6.5M 0.83
Danaher Corporation (DHR) 0.1 $5.3M 20k 265.42
Khosla Ventures Acqut Co Iii Com Cl A 0.1 $5.0M 500k 9.96
Pennymac Financial Services (PFSI) 0.1 $5.0M 87k 56.66
Kairos Acquisition Corp Cl A Shs 0.1 $4.9M 490k 10.07
South Jersey Inds Unit 04/01/2024 (SJIIU) 0.1 $4.9M 70k 69.02
Agnc Invt Corp Com reit (AGNC) 0.1 $4.8M 465k 10.35
Ishares Msci Brazil Etf Put Option (EWZ) 0.1 $4.2M 150k 27.97
Amyris Note 1.500%11/1 (Principal) 0.1 $4.1M 13M 0.32
Century Alum Note 2.750% 5/0 (Principal) 0.1 $4.0M 5.5M 0.72
Vanguard Mun Bd Fds Tax Exempt Bd (VTEB) 0.1 $3.4M 68k 49.49
Annaly Capital Management In Com New (NLY) 0.1 $3.2M 150k 21.08
American Electric Power Company (AEP) 0.1 $3.2M 33k 94.95
Select Sector Spdr Tr Financial (XLF) 0.1 $3.0M 88k 34.20
Anzu Special Acquisitin Corp Com Cl A 0.1 $3.0M 300k 10.02
Khosla Ventures Acquisition Cl A 0.1 $2.7M 275k 9.98
Arya Sciences Acquisitn Corp Class A Ord Shs 0.1 $2.5M 250k 10.09
Brooge Energy *w Exp 12/20/202 (BROGW) 0.1 $2.3M 1.1B 0.00
Global Cord Blood Corporatio SHS (CORBF) 0.1 $2.2M 749k 2.99
Ugi Corp Unit 06/01/2024 (UGIC) 0.1 $2.2M 26k 86.42
Brookdale Sr Living Unit 11/15/2023 (BKDT) 0.1 $2.1M 48k 44.23
Splunk Note 1.125% 6/1 (Principal) 0.1 $2.1M 2.5M 0.85
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.1 $2.1M 45k 47.41
Dmy Technology Group Inc Vi Cl A Com 0.1 $2.1M 210k 10.05
Svf Investment Corp 2 Cl A Shs 0.1 $2.0M 200k 10.09
Ldh Growth Corp I Unit 03/17/2026 0.1 $2.0M 200k 10.07
Halozyme Therapeutics Note 0.250% 3/0 (Principal) 0.1 $1.9M 2.0M 0.97
Esperion Therapeutics Inc Ne Note 4.000%11/1 (Principal) 0.0 $1.8M 3.4M 0.55
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal) 0.0 $1.8M 2.1M 0.88
Petroleo Brasileiro Sa Petro Sp Adr Non Vtg (PBR.A) 0.0 $1.8M 192k 9.29
Vintage Wine Estates *w Exp 06/08/202 (VWEWW) 0.0 $1.7M 581M 0.00
Mfa Finl (MFA) 0.0 $1.6M 167k 9.85
American Airls Put Option (AAL) 0.0 $1.6M 127k 12.72
Ishares Tr 0-5yr Hi Yl Cp (SHYG) 0.0 $1.5M 37k 40.89
Booking Holdings (BKNG) 0.0 $1.4M 698.00 2015.28
Vaccitech Ads (BRNS) 0.0 $1.3M 543k 2.35
Nextera Energy Unit 09/01/2023 0.0 $1.3M 25k 50.49
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.0 $1.3M 25k 50.64
Brooge Energy SHS (BROG) 0.0 $1.2M 225k 5.35
Walt Disney Company (DIS) 0.0 $1.2M 13k 86.88
Noble Corp Ord Shs A (NE) 0.0 $1.1M 30k 37.71
Svf Investment Corp Cl A Shs 0.0 $1.1M 108k 10.11
Herbalife Nutrition Com Shs Call Option (HLF) 0.0 $1.1M 73k 14.88
B. Riley Financial (RILY) 0.0 $1.0M 30k 34.20
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $932k 1.3M 0.70
Epr Pptys PFD C CV 5.75% (EPR.PC) 0.0 $853k 48k 17.97
Axon Enterprise (AXON) 0.0 $830k 5.0k 165.93
Kkr & Co 6% Mconv Pfd C 0.0 $804k 14k 57.25
Elanco Animal Health Unit 02/01/2023 0.0 $783k 40k 19.53
Becton Dickinson & Co 6% Dp Conv Pfd B 0.0 $779k 16k 50.08
Gossamer Bio Note 5.000% 6/0 (Principal) 0.0 $694k 2.1M 0.33
Tricida Note 3.500% 5/1 (Principal) 0.0 $626k 6.8M 0.09
Ishares Tr Msci Uk Etf New (EWU) 0.0 $613k 20k 30.66
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.0 $604k 5.9k 102.58
Paramount Global 5.75% Conv Pfd A (PARAP) 0.0 $534k 22k 24.77
Lannett Note 4.500%10/0 (Principal) 0.0 $436k 3.0M 0.15
Carnival Corp Common Stock Call Option (CCL) 0.0 $403k 50k 8.06
Sitio Royalties Corp *w Exp 08/23/202 (STRXW) 0.0 $369k 307M 0.00
Nextera Energy Unit 09/01/2025 (NEE.PR) 0.0 $314k 6.4k 48.75
Invesco Exchange Traded Fd T Finl Pfd Etf (PGF) 0.0 $290k 20k 14.40
Horizon Acquisition Corporat *w Exp 10/19/202 0.0 $246k 60M 0.00
Vaneck Etf Trust Preferred Securt (PFXF) 0.0 $200k 12k 16.71
Uniti Group Inc Com reit Call Option (UNIT) 0.0 $172k 31k 5.53
Digital Media Solutions *w Exp 07/15/202 (DMSIW) 0.0 $170k 154M 0.00
Foxo Technologies *w Exp 08/01/202 (FOXOW) 0.0 $96k 319M 0.00
Biote Corp *w Exp 05/26/202 0.0 $76k 26M 0.00
North Atlantic Acquisitn Cor *w Exp 10/20/202 0.0 $29k 145M 0.00
Tailwind Acquisition Corp *w Exp 09/07/202 0.0 $23k 32M 0.00
Broadmark Rlty Cap *w Exp 11/15/202 0.0 $0 1.5B 0.00
Dmy Technology Group Inc Vi *w Exp 99/99/999 0.0 $7.3k 7.3M 0.00
Anzu Special Acquisitin Corp *w Exp 01/27/202 0.0 $8.0k 20M 0.00
Cc Neuberger Principal Holdn *w Exp 02/05/202 0.0 $7.5k 15M 0.00
Churchill Capital Corp Vii *w Exp 02/29/202 (CVIIW) 0.0 $5.8k 12M 0.00
Gelesis Hldgs *w Exp 01/13/202 (GLSWQ) 0.0 $5.8k 58M 0.00
Ftac Hera Acquisition Corp *w Exp 02/28/202 0.0 $4.5k 15M 0.00
Getaround *w Exp 03/09/202 (GETRW) 0.0 $4.0k 8.0M 0.00
Interprivate Iv Infratech Pr *w Exp 03/05/202 0.0 $3.2k 8.0M 0.00
Supernova Partn Acq Co Iii L *w Exp 99/99/999 0.0 $2.7k 13M 0.00
Global Partner Acqistn Corp *w Exp 01/14/202 (GPACW) 0.0 $2.5k 8.3M 0.00
COMPutE HEALTH ACQUISITIN *w Exp 01/25/202 0.0 $1.9k 1.7M 0.00
Lead Edge Growth Oprtunts Lt *w Exp 04/01/202 0.0 $1.9k 3.8M 0.00
Biomx *w Exp 10/28/202 (PHGEW) 0.0 $1.6k 8.1M 0.00
Svf Investment Corp *w Exp 01/12/202 0.0 $1.3k 4.3M 0.00
Rmg Acquisition Corp Iii *w Exp 02/08/202 (RMGCW) 0.0 $184.650000 616k 0.00
Kairos Acquisition Corp *w Exp 11/30/202 0.0 $0 30M 0.00