BlueCrest Capital Management

BlueCrest Capital Management as of March 31, 2023

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 237 positions in its portfolio as reported in the March 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Gold Tr Gold Shs Put Option (GLD) 17.3 $531M 2.9M 183.22
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 12.2 $374M 1.2M 320.93
Vaneck Etf Trust Gold Miners Etf (GDX) 6.3 $193M 6.0M 32.35
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 5.6 $171M 418k 409.39
Apple Put Option (AAPL) 5.4 $165M 1.0M 164.90
Ishares Tr China Lg-cap Etf Put Option (FXI) 4.3 $132M 4.5M 29.53
Ishares Tr Jpmorgan Usd Emg Put Option (EMB) 2.9 $88M 1.0M 86.28
Alibaba Group Hldg Sponsored Ads (BABA) 2.6 $81M 788k 102.18
Ishares Tr Russell 2000 Etf Put Option (IWM) 2.6 $78M 439k 178.40
Vanguard Scottsdale Fds Int-term Corp (VCIT) 2.5 $75M 939k 80.22
Criteo S A Spons Ads (CRTO) 2.3 $71M 2.3M 31.50
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 2.0 $60M 1.5M 39.46
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 1.9 $59M 1.3M 43.86
Select Sector Spdr Tr Energy Put Option (XLE) 1.6 $50M 600k 82.83
Insight Enterprises Note 0.750% 2/1 (Principal) 1.4 $43M 21M 2.09
Spdr Ser Tr S&p Homebuild Put Option (XHB) 1.3 $41M 600k 67.76
Ishares Tr Iboxx Hi Yd Etf (HYG) 1.3 $39M 511k 75.55
Select Sector Spdr Tr Financial (XLF) 1.2 $38M 1.2M 32.15
Mr Cooper Group 1.1 $34M 817k 40.97
Vanguard Mun Bd Fds Tax Exempt Bd (VTEB) 0.9 $29M 573k 50.66
Bank of America Corporation Put Option (BAC) 0.9 $29M 1.0M 28.60
Ishares Tr National Mun Etf (MUB) 0.9 $28M 259k 107.74
Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) 0.9 $28M 365k 76.23
Dbx Etf Tr Xtrack Hrvst Csi Call Option (ASHR) 0.7 $22M 750k 29.48
Ishares Tr 0-5 Yr Tips Etf (STIP) 0.7 $22M 223k 99.23
Spdr Ser Tr Nuveen Blmbrg Mu (TFI) 0.7 $22M 459k 46.82
Vanguard Malvern Fds Strm Infproidx (VTIP) 0.7 $21M 439k 47.82
Alphabet Cap Stk Cl A (GOOGL) 0.6 $20M 188k 103.73
Ishares Tr Shrt Nat Mun Etf (SUB) 0.6 $19M 185k 104.68
Pg&e Corp Unit 08/16/2023 0.6 $19M 135k 142.33
Ferguson SHS 0.5 $17M 125k 133.75
Ishares Tr 20 Yr Tr Bd Etf Put Option (TLT) 0.5 $16M 150k 106.37
Occidental Petroleum Corporation (OXY) 0.5 $16M 250k 62.43
Rithm Capital Corp Com New (RITM) 0.5 $15M 1.9M 8.00
Jd.com Spon Adr Cl A (JD) 0.5 $15M 335k 43.89
Icon SHS (ICLR) 0.5 $15M 69k 213.59
Lumentum Hldgs Note 0.500% 6/1 (Principal) 0.5 $14M 18M 0.77
Cnh Indl N V SHS (CNH) 0.5 $14M 918k 15.27
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.4 $13M 631k 20.80
Freeport-mcmoran CL B Call Option (FCX) 0.3 $10M 255k 40.91
Aptiv 5.5% Cnv Pfd A 0.3 $10M 84k 122.74
Boston Scientific Corp 5.50% Cnv Pfd A 0.3 $10M 84k 121.04
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.3 $9.9M 207k 47.87
Infinera Corp Debt 3.750% 8/0 (Principal) 0.3 $9.5M 7.0M 1.36
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.3 $9.1M 83k 109.61
Ubs Group SHS Call Option (UBS) 0.3 $8.5M 400k 21.34
Ishares Msci Brazil Etf Put Option (EWZ) 0.3 $8.2M 300k 27.38
Snowflake Cl A (SNOW) 0.3 $7.7M 50k 154.29
Pagseguro Digital Com Cl A (PAGS) 0.2 $6.6M 770k 8.57
Nextera Energy Unit 09/01/2023 0.2 $6.0M 123k 48.84
Spdr Index Shs Fds Euro Stoxx 50 Put Option (FEZ) 0.2 $5.8M 130k 44.90
Markel Corporation (MKL) 0.2 $5.6M 4.4k 1277.41
Ishares Tr Msci Usa Min Vol (USMV) 0.2 $5.6M 77k 72.74
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.2 $5.2M 70k 74.71
Ishares Msci Jpn Etf New (EWJ) 0.2 $5.1M 86k 58.69
International Paper Company Put Option (IP) 0.2 $5.0M 140k 36.06
Algonquin Pwr Utils Corp Unit 06/15/2024 (AQNU) 0.2 $5.0M 167k 29.87
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.2 $4.9M 91k 53.49
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.2 $4.7M 94k 50.39
AES Corporation (AES) 0.2 $4.7M 194k 24.08
Ishares Tr Usd Inv Grde Etf (USIG) 0.1 $4.5M 90k 50.66
Vaneck Etf Trust High Yld Munietf (HYD) 0.1 $4.4M 85k 51.74
American Elec Pwr Unit 08/15/2023 0.1 $4.3M 86k 50.35
Schwab Strategic Tr Us Tips Etf (SCHP) 0.1 $4.3M 80k 53.61
Ishares Tr Tips Bd Etf (TIP) 0.1 $4.1M 37k 110.25
Century Alum Note 2.750% 5/0 (Principal) 0.1 $4.0M 4.8M 0.82
Dole Ord Shs (DOLE) 0.1 $3.9M 333k 11.74
Ishares Tr Msci Eafe Etf Put Option (EFA) 0.1 $3.6M 50k 71.52
Amyris Note 1.500%11/1 (Principal) 0.1 $3.6M 13M 0.28
Spdr Ser Tr Portfli Tips Etf (SPIP) 0.1 $3.4M 127k 26.67
Erie Indty Cl A (ERIE) 0.1 $3.2M 14k 231.66
Nextera Energy Unit 09/01/2025 0.1 $3.2M 69k 46.35
Patrick Inds Note 1.750%12/0 (Principal) 0.1 $3.2M 3.5M 0.91
Freshworks Class A Com (FRSH) 0.1 $3.1M 202k 15.36
8X8 Note 4.000% 2/0 (Principal) 0.1 $3.1M 3.5M 0.88
Cincinnati Financial Corporation (CINF) 0.1 $3.0M 27k 112.08
Moelis & Co Cl A (MC) 0.1 $2.9M 76k 38.44
W.R. Berkley Corporation (WRB) 0.1 $2.9M 46k 62.26
Realty Income (O) 0.1 $2.6M 41k 63.32
Agnc Invt Corp Com reit (AGNC) 0.1 $2.5M 246k 10.08
Air Trans Svcs Group Note 1.125%10/1 (Principal) 0.1 $2.4M 2.5M 0.95
Ishares Tr Mbs Etf (MBB) 0.1 $2.3M 24k 94.73
Gra (GGG) 0.1 $2.3M 31k 73.01
Global Cord Blood Corporatio SHS (CORBF) 0.1 $2.2M 749k 2.99
Nisource Unit 12/01/2023 0.1 $2.2M 21k 104.46
Progressive Corporation (PGR) 0.1 $2.2M 15k 143.06
Ast Spacemobile Com Cl A (ASTS) 0.1 $2.2M 426k 5.08
Old Dominion Freight Line (ODFL) 0.1 $2.1M 6.2k 340.84
Ishares Tr Glb Infrastr Etf (IGF) 0.1 $2.1M 44k 47.70
Nextera Energy Partners Com Unit Part In (XIFR) 0.1 $2.1M 34k 60.75
Xpo Logistics Inc equity (XPO) 0.1 $2.0M 62k 31.90
Becton, Dickinson and (BDX) 0.1 $2.0M 7.9k 247.54
Arcbest (ARCB) 0.1 $2.0M 21k 92.42
Core Laboratories 0.1 $1.9M 88k 22.05
Travelers Companies (TRV) 0.1 $1.9M 11k 171.41
National Retail Properties (NNN) 0.1 $1.8M 42k 44.15
Spirit Rlty Cap Com New 0.1 $1.8M 46k 39.84
Petroleo Brasileiro Sa Petro Sp Adr Non Vtg (PBR.A) 0.1 $1.8M 192k 9.28
Ishares Tr Grwt Allocat Etf (AOR) 0.1 $1.8M 36k 50.03
AECOM Technology Corporation (ACM) 0.1 $1.8M 21k 84.32
Honeywell International (HON) 0.1 $1.7M 9.0k 191.12
Ncl Corp Note 2.500% 2/1 (Principal) 0.1 $1.7M 2.2M 0.75
HEICO Corporation (HEI) 0.1 $1.7M 9.8k 171.04
Dover Corporation (DOV) 0.1 $1.7M 11k 151.94
Mfa Finl (MFA) 0.1 $1.7M 167k 9.92
Spdr Ser Tr Bloomberg High Y (JNK) 0.1 $1.6M 18k 92.82
Jefferies Finl Group (JEF) 0.1 $1.6M 51k 31.74
Wabtec Corporation (WAB) 0.1 $1.6M 16k 101.06
Snap-on Incorporated (SNA) 0.0 $1.5M 6.1k 246.89
Old Republic International Corporation (ORI) 0.0 $1.5M 60k 24.97
D R S Technologies (DRS) 0.0 $1.5M 115k 12.97
Invesco Exch Traded Fd Tr Ii Pfd Etf (PGX) 0.0 $1.5M 127k 11.48
Evercore Class A (EVR) 0.0 $1.4M 12k 115.38
Kkr & Co 6% Mconv Pfd C 0.0 $1.4M 22k 63.45
Dish Network Corporation Note 12/1 (Principal) 0.0 $1.4M 2.6M 0.53
Middleby Corporation (MIDD) 0.0 $1.4M 9.4k 146.61
Globalstar 0.0 $1.3M 1.2M 1.16
Lazard Shs A 0.0 $1.3M 41k 33.11
Walt Disney Company (DIS) 0.0 $1.3M 13k 100.13
Brooge Energy SHS (BROGF) 0.0 $1.3M 225k 5.80
Donaldson Company (DCI) 0.0 $1.3M 20k 65.34
Sabre Corp 6.50% Conv Pfd A 0.0 $1.3M 21k 62.70
Illinois Tool Works (ITW) 0.0 $1.3M 5.2k 243.45
American Airls (AAL) 0.0 $1.3M 85k 14.75
Vaccitech Ads (BRNS) 0.0 $1.2M 543k 2.24
Watts Water Technologies Cl A (WTS) 0.0 $1.2M 7.2k 168.32
American Water Works (AWK) 0.0 $1.2M 8.2k 146.49
KBR (KBR) 0.0 $1.2M 22k 55.05
Dutch Bros Cl A (BROS) 0.0 $1.1M 36k 31.63
Brooge Energy *w Exp 12/20/202 0.0 $1.1M 12M 0.09
Innovate Corp Note 7.500% 8/0 (Principal) 0.0 $1.1M 1.3M 0.79
Booking Holdings (BKNG) 0.0 $1.0M 388.00 2652.41
Clarivate 5.25% Pfd Conv A 0.0 $1.0M 25k 41.07
Fluor Corporation (FLR) 0.0 $999k 32k 30.91
Piper Jaffray Companies (PIPR) 0.0 $998k 7.2k 138.61
Global X Fds Rbtcs Artfl Inte (BOTZ) 0.0 $988k 39k 25.50
Pjt Partners Com Cl A (PJT) 0.0 $960k 13k 72.19
Comfort Systems USA (FIX) 0.0 $941k 6.4k 145.96
Nexpoint Diversified Rel Et Com New (NXDT) 0.0 $909k 88k 10.38
Vaneck Etf Trust Mrngstr Wde Moat (MOAT) 0.0 $874k 12k 73.83
Exchange Traded Concepts Tr Robo Glb Etf (ROBO) 0.0 $847k 16k 54.72
Ormat Technologies (ORA) 0.0 $846k 10k 84.77
Hartford Financial Services (HIG) 0.0 $840k 12k 69.69
Vaneck Etf Trust Video Gmng Esprt (ESPO) 0.0 $818k 16k 52.88
Mueller Wtr Prods Com Ser A (MWA) 0.0 $816k 59k 13.94
Ugi Corp Unit 06/01/2024 0.0 $807k 10k 79.57
Pentair SHS (PNR) 0.0 $806k 15k 55.27
Ftai Infrastructure Common Stock (FIP) 0.0 $781k 260k 3.00
Rexford Industrial Realty Inc reit (REXR) 0.0 $734k 12k 59.65
EastGroup Properties (EGP) 0.0 $727k 4.4k 165.32
Prologis (PLD) 0.0 $724k 5.8k 124.77
First Industrial Realty Trust (FR) 0.0 $724k 14k 53.20
Terreno Realty Corporation (TRNO) 0.0 $724k 11k 64.60
Sundial Growers (SNDL) 0.0 $720k 450k 1.60
Encore Energy Corp Com New (EU) 0.0 $711k 313k 2.27
Four Corners Ppty Tr (FCPT) 0.0 $704k 26k 26.86
Stantec (STN) 0.0 $683k 12k 58.41
Hanover Insurance (THG) 0.0 $667k 5.2k 128.50
Quanta Services (PWR) 0.0 $667k 4.0k 166.64
Ishares Tr Msci Uk Etf New (EWU) 0.0 $645k 20k 32.26
Epr Pptys PFD C CV 5.75% (EPR.PC) 0.0 $642k 36k 17.80
Hexcel Corporation (HXL) 0.0 $605k 8.9k 68.25
Boeing Company (BA) 0.0 $603k 2.8k 212.43
Gossamer Bio Note 5.000% 6/0 (Principal) 0.0 $589k 2.1M 0.28
TransDigm Group Incorporated (TDG) 0.0 $567k 769.00 737.05
Sql Technologies Corporation (SKYX) 0.0 $552k 160k 3.46
Coherent Corp 6% Conv Pfd A 0.0 $542k 3.1k 174.99
Vintage Wine Estates *w Exp 06/08/202 (VWEWQ) 0.0 $525k 5.9M 0.09
Cheesecake Factory Incorporated (CAKE) 0.0 $500k 14k 35.05
Dex (DXCM) 0.0 $488k 4.2k 116.18
Silk Road Medical Inc Common 0.0 $477k 12k 39.13
Darden Restaurants (DRI) 0.0 $474k 3.1k 155.16
Ishares Tr Us Aer Def Etf (ITA) 0.0 $474k 4.1k 115.08
First Tr Exchange-traded Dj Internt Idx (FDN) 0.0 $462k 3.1k 147.85
Selecta Biosciences 0.0 $459k 330k 1.39
Dave & Buster's Entertainmnt (PLAY) 0.0 $444k 12k 36.79
Ishares Tr U.s. Med Dvc Etf (IHI) 0.0 $421k 7.8k 53.98
Axonics Modulation Technolog (AXNX) 0.0 $404k 7.4k 54.56
Pennymac Financial Services (PFSI) 0.0 $399k 6.7k 59.61
Paramount Global 5.75% Conv Pfd A 0.0 $384k 13k 29.94
Amplify Etf Tr Blockchain Ldr (BLOK) 0.0 $373k 19k 19.35
Timken Company (TKR) 0.0 $370k 4.5k 81.72
Stem Call Option 0.0 $367k 65k 5.67
Citizens Financial Services (CZFS) 0.0 $361k 4.3k 83.55
Invesco Exchange Traded Fd T Finl Pfd Etf (PGF) 0.0 $325k 22k 14.52
Axon Enterprise (AXON) 0.0 $315k 1.4k 224.85
First Tr Exchange Traded Cloud Computing (SKYY) 0.0 $306k 4.6k 66.90
Lantheus Holdings Inc Common Stock Usd 0.01 (LNTH) 0.0 $306k 3.7k 82.56
Belden (BDC) 0.0 $304k 3.5k 86.77
Neurocrine Biosciences (NBIX) 0.0 $304k 3.0k 101.22
Performance Food (PFGC) 0.0 $302k 5.0k 60.34
Antero Res (AR) 0.0 $300k 13k 23.09
H&R Block (HRB) 0.0 $300k 8.5k 35.25
Clean Harbors (CLH) 0.0 $299k 2.1k 142.56
Global X Fds Artificial Etf (AIQ) 0.0 $299k 12k 24.59
Super Micro Computer 0.0 $298k 2.8k 106.55
Royal Gold (RGLD) 0.0 $298k 2.3k 129.71
Haemonetics Corporation (HAE) 0.0 $298k 3.6k 82.75
Celsius Hldgs Com New (CELH) 0.0 $297k 3.2k 92.94
Unum (UNM) 0.0 $297k 7.5k 39.56
Acadia Healthcare (ACHC) 0.0 $296k 4.1k 72.25
Grand Canyon Education (LOPE) 0.0 $296k 2.6k 113.90
First Horizon National Corporation (FHN) 0.0 $295k 17k 17.78
New Jersey Resources Corporation (NJR) 0.0 $293k 5.5k 53.20
Valmont Industries (VMI) 0.0 $287k 900.00 319.28
Murphy Usa (MUSA) 0.0 $284k 1.1k 258.05
Reliance Steel & Aluminum (RS) 0.0 $282k 1.1k 256.74
Fair Isaac Corporation (FICO) 0.0 $281k 400.00 702.69
Zymeworks Del (ZYME) 0.0 $280k 31k 9.04
Invesco Exch Traded Fd Tr Ii Solar Etf (TAN) 0.0 $272k 3.5k 77.63
Pacific Biosciences of California (PACB) 0.0 $271k 23k 11.58
Deckers Outdoor Corporation (DECK) 0.0 $270k 600.00 449.55
Inari Medical Ord 0.0 $253k 4.1k 61.74
IDEXX Laboratories (IDXX) 0.0 $250k 500.00 500.08
Loop Media Com New (LPTV) 0.0 $248k 43k 5.75
Global X Fds Us Pfd Etf (PFFD) 0.0 $243k 12k 19.86
Ark Etf Tr Next Gnrtn Inter (ARKW) 0.0 $241k 4.5k 53.61
Align Technology (ALGN) 0.0 $234k 700.00 334.14
Zimmer Holdings (ZBH) 0.0 $233k 1.8k 129.20
Health Catalyst (HCAT) 0.0 $231k 20k 11.67
Boston Scientific Corporation (BSX) 0.0 $230k 4.6k 50.03
Colfax Corp (ENOV) 0.0 $230k 4.3k 53.49
Merit Medical Systems (MMSI) 0.0 $229k 3.1k 73.95
Bruker Corporation (BRKR) 0.0 $229k 2.9k 78.84
Stryker Corporation (SYK) 0.0 $228k 800.00 285.47
Transmedics Group (TMDX) 0.0 $227k 3.0k 75.73
Outset Med 0.0 $226k 12k 18.40
Hologic (HOLX) 0.0 $226k 2.8k 80.70
Lannett Note 4.500%10/0 (Principal) 0.0 $224k 3.0M 0.08
Taro Pharmaceutical Inds SHS (TARO) 0.0 $224k 9.2k 24.32
Insulet Corporation (PODD) 0.0 $223k 700.00 318.96
Tapestry (TPR) 0.0 $211k 4.9k 43.11
Taboola.com Ord Shs (TBLA) 0.0 $150k 55k 2.72
Sitio Royalties Corp *w Exp 08/23/202 (STRXW) 0.0 $121k 3.1M 0.04
Foxo Technologies *w Exp 08/01/202 (FOXOW) 0.0 $104k 3.2M 0.03
Digital Media Solutions *w Exp 07/15/202 (DMSIW) 0.0 $47k 1.6M 0.03
Esperion Therapeutics (ESPR) 0.0 $40k 25k 1.59