BlueCrest Capital Management Ltd Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$2.5B

Holdings

1,143

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (1,143 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AABAUSDALTABA INC	10,351,131	$767.2M	30.64%
2	ELANELANCO ANIMAL HEALTH INC	2,395,203	$76.8M	3.07%
3	—COLFAX CORP	367,399	$48.9M	1.95%
4	EMBISHARES TR	300,000	$33.0M	1.32%	Put
5	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	28,500,000	$30.5M	1.22%
6	LQDISHARES TR	252,500	$30.1M	1.20%	Call
7	VIAV 1 03/01/24VIAVI SOLUTIONS INC	25,504,000	$28.7M	1.15%
8	—NICE SYS INC	18,669,000	$28.5M	1.14%
9	—FAR PT ACQUISITION CORP	2,587,109	$26.9M	1.07%
10	QTWO 0.75 02/15/23Q2 HLDGS INC	20,400,000	$26.7M	1.07%
11	—CLEVELAND CLIFFS INC	16,670,000	$22.8M	0.91%
12	—RENEWABLE ENERGY GROUP INC	9,923,000	$21.1M	0.84%
13	PJXPETROLEO BRASILEIRO SA PETRO	1,352,019	$19.3M	0.77%
14	—INTERNATIONAL FLAVORS&FRAGRA	363,160	$18.1M	0.72%
15	—SENTINEL ENERGY SVCS INC	1,759,490	$17.7M	0.71%
16	—OSI SYSTEMS INC	16,604,000	$16.9M	0.67%
17	—GS ACQUISITION HLDGS CORP	1,508,017	$15.8M	0.63%
18	SPYSPDR S&P 500 ETF TR	55,400	$15.6M	0.62%	Put
19	—CHURCHILL CAP CORP	1,157,360	$15.6M	0.62%
20	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	14,895,000	$14.6M	0.58%
21	—NUANCE COMMUNICATIONS INC	13,240,000	$13.1M	0.53%
22	EXAS 0.375 03/15/27EXACT SCIENCES CORP	12,500,000	$12.8M	0.51%
23	PEPPEPSICO INC	102,919	$12.6M	0.50%
24	—51JOB INC	6,813,000	$12.4M	0.50%
25	—CHURCHILL CAP CORP	3,641,608	$11.9M	0.48%
26	—SPARTAN ENERGY ACQUISITON CO	1,146,051	$11.6M	0.46%
27	PFEPFIZER INC	272,318	$11.6M	0.46%
28	WFCWELLS FARGO CO NEW	229,698	$11.1M	0.44%
29	—CHURCHILL CAP CORP	702,100	$10.7M	0.43%
30	—FINTECH ACQUISITION CORP III	1,000,000	$10.2M	0.41%
31	—MOSAIC ACQUISITION CORP	981,300	$10.1M	0.40%
32	UNPUNION PACIFIC CORP	56,691	$9.5M	0.38%
33	RTN1USDRAYTHEON CO	51,873	$9.4M	0.38%
34	WOOFOOT LOCKER INC	154,804	$9.4M	0.37%
35	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	9,207,000	$9.3M	0.37%
36	—DANAHER CORPORATION	8,485	$8.9M	0.36%
37	EEMISHARES TR	204,641	$8.8M	0.35%	Call
38	—CENTERPOINT ENERGY INC	164,732	$8.7M	0.35%
39	AVGOBROADCOM INC	28,420	$8.5M	0.34%
40	—WRIGHT MED GROUP N V	5,515,000	$8.5M	0.34%
41	TIFEURTIFFANY & CO NEW	80,869	$8.5M	0.34%
42	EZPW 2.875 07/01/24EZCORP INC	7,375,000	$8.3M	0.33%
43	—TUSCAN HOLDINGS CORP	760,000	$7.9M	0.32%
44	XLESELECT SECTOR SPDR TR	114,586	$7.6M	0.30%
45	—FORTIVE CORP	7,120	$7.5M	0.30%
46	TRVCCITIGROUP INC	119,744	$7.5M	0.30%
47	—AMERICAN ELEC PWR CO INC	143,788	$7.4M	0.30%
48	CMECME GROUP INC	45,018	$7.4M	0.30%
49	—CHASERG TECHNLGY ACQUISITN C	750,000	$7.4M	0.30%
50	—INFINERA CORPORATION	9,100,000	$7.3M	0.29%
51	—GORES METROPOULOS INC	700,000	$7.2M	0.29%
52	CELGCELGENE CORP	74,470	$7.0M	0.28%
53	LMTLOCKHEED MARTIN CORP	23,297	$7.0M	0.28%
54	AU3EURANGLOGOLD ASHANTI LTD	531,520	$7.0M	0.28%
55	NEMNEWMONT MNG CORP	190,873	$6.8M	0.27%
56	—TPG PACE HLDGS CORP	662,500	$6.8M	0.27%
57	VRRMVERRA MOBILITY CORP	558,486	$6.6M	0.27%
58	—ARYA SCIENCES ACQUISITION CO	601,000	$6.2M	0.25%
59	—NEBULA ACQUISITION CORP	606,000	$6.2M	0.25%
60	—GORES HOLDINGS III INC	602,600	$6.2M	0.25%
61	CSCOCISCO SYS INC	114,538	$6.2M	0.25%
62	—CROWN CASTLE INTL CORP NEW	5,113	$6.1M	0.24%
63	XLVSELECT SECTOR SPDR TR	65,669	$6.0M	0.24%
64	LLYLILLY ELI & CO	46,268	$6.0M	0.24%
65	IMXIINTERNATIONAL MNY EXPRESS IN	510,489	$6.0M	0.24%
66	INTCINTEL CORP	107,842	$5.8M	0.23%
67	—CAPITOL INVT CORP IV	539,899	$5.7M	0.23%
68	NOWSERVICENOW INC	23,007	$5.7M	0.23%
69	—CAPITOL INVT CORP IV	550,000	$5.6M	0.22%
70	ON 1 12/01/20ON SEMICONDUCTOR CORP	4,500,000	$5.6M	0.22%
71	KSAISHARES TR	167,397	$5.6M	0.22%
72	HLF 2.625 03/15/24HERBALIFE LTD	5,073,000	$5.4M	0.21%
73	—BHP GROUP PLC	110,561	$5.3M	0.21%
74	—CM SEVEN STAR ACQUISITION CO	520,550	$5.2M	0.21%
75	—CHASERG TECHNLGY ACQUISITN C	507,200	$5.1M	0.20%
76	TWLOTWILIO INC	39,295	$5.1M	0.20%
77	—TRINE ACQUISITION CORP	500,000	$5.0M	0.20%
78	—WILLSCOT CORP	451,173	$5.0M	0.20%
79	—CRESCENT ACQUISITION CORP	500,000	$5.0M	0.20%
80	—ACAMAR PARTNERS ACQSITION CO	500,000	$5.0M	0.20%
81	—TORTOISE ACQUISITION CORP	500,000	$5.0M	0.20%
82	EWEDWARDS LIFESCIENCES CORP	26,100	$5.0M	0.20%
83	BACBANK AMER CORP	178,313	$4.9M	0.20%
84	WMTWALMART INC	49,586	$4.8M	0.19%
85	ADSKAUTODESK INC	31,015	$4.8M	0.19%
86	AMANTERO MIDSTREAM CORP	350,000	$4.8M	0.19%
87	XLYSELECT SECTOR SPDR TR	41,695	$4.7M	0.19%
88	EWWISHARES INC	108,000	$4.7M	0.19%	Put
89	ABGAMERISOURCEBERGEN CORP	58,388	$4.6M	0.19%	Call
90	CSXCSX CORP	59,600	$4.5M	0.18%
91	—WORKDAY INC	3,049,000	$4.3M	0.17%
92	INVA 2.5 08/15/25INNOVIVA INC	4,000,000	$4.3M	0.17%
93	—NEXTERA ENERGY INC	68,107	$4.2M	0.17%
94	—BECTON DICKINSON & CO	68,102	$4.2M	0.17%
95	INVHINVITATION HOMES INC	172,000	$4.2M	0.17%
96	RHT1EURRED HAT INC	22,886	$4.2M	0.17%
97	—REGALWOOD GLOBAL ENERGY LTD	400,000	$4.1M	0.17%
98	—PIVOTAL ACQUISITION CORP	400,000	$4.1M	0.16%
99	LYFTLYFT INC	51,667	$4.0M	0.16%
100	—MONOCLE ACQUISITION CORP	400,000	$4.0M	0.16%

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