BlueCrest Capital Management Ltd Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$1.4T
Holdings
383
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (383 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 559,100 | $163.8B | 11.63% | Put |
| 2 | EMBISHARES TR | 925,000 | $104.8B | 7.44% | Put |
| 3 | LQDISHARES TR | 508,448 | $63.2B | 4.49% | Call |
| 4 | HYGISHARES TR | 725,000 | $63.2B | 4.49% | Put |
| 5 | —AQUA AMERICA INC | 943,743 | $53.8B | 3.82% | |
| 6 | —DOMINION ENERGY INC | 388,731 | $40.3B | 2.86% | |
| 7 | —FAR PT ACQUISITION CORP | 3,722,959 | $39.7B | 2.82% | |
| 8 | —NICE SYS INC | 20,660,000 | $35.2B | 2.50% | |
| 9 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 27,152,000 | $31.9B | 2.27% | |
| 10 | —TESLA INC | 28,300,000 | $27.8B | 1.97% | |
| 11 | —GS ACQUISITION HLDGS CORP | 2,585,045 | $26.2B | 1.86% | |
| 12 | —NUANCE COMMUNICATIONS INC | 25,029,000 | $24.6B | 1.75% | |
| 13 | —CHURCHILL CAP CORP II | 2,250,000 | $22.8B | 1.62% | |
| 14 | —SOUTH MTN MERGER CORP | 2,227,500 | $22.3B | 1.58% | |
| 15 | —CLEVELAND CLIFFS INC | 15,170,000 | $21.9B | 1.55% | |
| 16 | —COLFAX CORP | 157,006 | $19.9B | 1.42% | |
| 17 | —SENTINEL ENERGY SVCS INC | 1,759,490 | $17.9B | 1.27% | |
| 18 | —TPG PACE HLDGS CORP | 1,689,400 | $17.6B | 1.25% | |
| 19 | —GS ACQUISITION HLDGS CORP | 1,658,117 | $17.4B | 1.24% | |
| 20 | —INTERNATIONAL FLAVORS&FRAGRA | 314,827 | $16.9B | 1.20% | |
| 21 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 12,840,000 | $13.2B | 0.94% | |
| 22 | PJXPETROLEO BRASILEIRO SA PETRO | 872,262 | $12.4B | 0.88% | |
| 23 | FISVFISERV INC | 127,139 | $11.6B | 0.82% | |
| 24 | EWZISHARES INC | 258,700 | $11.3B | 0.80% | Call |
| 25 | —WRIGHT MED GROUP N V | 7,515,000 | $11.1B | 0.79% | |
| 26 | —FINTECH ACQUISITION CORP III | 1,000,000 | $10.7B | 0.76% | |
| 27 | —MOSAIC ACQUISITION CORP | 981,300 | $10.4B | 0.74% | |
| 28 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.2B | 0.73% | |
| 29 | LYBLYONDELLBASELL INDUSTRIES N | 118,005 | $10.2B | 0.72% | |
| 30 | —LEO HOLDINGS CORP | 976,000 | $10.0B | 0.71% | |
| 31 | —L3 TECHNOLOGIES INC | 38,471 | $9.4B | 0.67% | |
| 32 | —AVANTOR INC | 137,020 | $9.1B | 0.64% | |
| 33 | —VEONEER INCORPORATED | 8,500,000 | $8.8B | 0.63% | |
| 34 | CMECME GROUP INC | 45,013 | $8.7B | 0.62% | |
| 35 | —TUSCAN HOLDINGS CORP | 760,000 | $8.1B | 0.57% | |
| 36 | —SOCIAL CAP HEDOSOPHIA HLDGS | 721,175 | $7.7B | 0.55% | |
| 37 | COUPEURCOUPA SOFTWARE INC | 59,209 | $7.5B | 0.53% | |
| 38 | HLF 2.625 03/15/24HERBALIFE LTD | 7,573,000 | $7.4B | 0.52% | |
| 39 | —GORES METROPOULOS INC | 700,000 | $7.3B | 0.52% | |
| 40 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 6,610,000 | $6.7B | 0.48% | |
| 41 | —ARYA SCIENCES ACQUISITION CO | 601,000 | $6.4B | 0.46% | |
| 42 | —GORES HOLDINGS III INC | 602,600 | $6.3B | 0.45% | |
| 43 | —PIVOTAL ACQUISITION CORP | 536,954 | $6.2B | 0.44% | |
| 44 | —NEBULA ACQUISITION CORP | 606,000 | $6.2B | 0.44% | |
| 45 | —INFINERA CORPORATION | 8,970,000 | $6.1B | 0.44% | |
| 46 | —MOSAIC ACQUISITION CORP | 571,755 | $5.8B | 0.41% | |
| 47 | —BOXWOOD MERGER CORP | 545,270 | $5.6B | 0.40% | |
| 48 | AMZNAMAZON COM INC | 2,957 | $5.6B | 0.40% | |
| 49 | NRG 2.75 06/01/48NRG ENERGY INC | 5,165,000 | $5.5B | 0.39% | |
| 50 | LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN | 4,653,000 | $5.5B | 0.39% | |
| 51 | —OSI SYSTEMS INC | 4,629,000 | $5.5B | 0.39% | |
| 52 | CELGCELGENE CORP | 55,809 | $5.2B | 0.37% | |
| 53 | —TRINE ACQUISITION CORP | 500,000 | $5.0B | 0.36% | |
| 54 | —GX ACQUISITION CORP | 500,000 | $5.0B | 0.36% | |
| 55 | —TORTOISE ACQUISITION CORP | 500,000 | $5.0B | 0.36% | |
| 56 | —ACAMAR PARTNERS ACQSITION CO | 500,000 | $5.0B | 0.35% | |
| 57 | ABGAMERISOURCEBERGEN CORP | 57,883 | $4.9B | 0.35% | Call |
| 58 | RHT1EURRED HAT INC | 25,996 | $4.9B | 0.35% | |
| 59 | —CRESCENT ACQUISITION CORP | 471,123 | $4.7B | 0.34% | |
| 60 | —PIVOTAL ACQUISITION CORP | 464,583 | $4.7B | 0.33% | |
| 61 | —RENEWABLE ENERGY GROUP INC | 2,923,000 | $4.6B | 0.33% | |
| 62 | —PIVOTAL ACQUISITION CORP | 3,270,667 | $4.4B | 0.31% | |
| 63 | —MONOCLE ACQUISITION CORP | 425,000 | $4.4B | 0.31% | |
| 64 | —REGALWOOD GLOBAL ENERGY LTD | 400,000 | $4.2B | 0.30% | |
| 65 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 3,957,000 | $4.1B | 0.29% | |
| 66 | VRRMVERRA MOBILITY CORP | 313,396 | $4.1B | 0.29% | |
| 67 | —MFA FINL INC | 4,000,000 | $4.0B | 0.29% | |
| 68 | —MELLANOX TECHNOLOGIES LTD | 35,871 | $4.0B | 0.28% | |
| 69 | EEMISHARES TR | 90,581 | $3.9B | 0.28% | |
| 70 | —FALCON MINERALS CORP | 3,724,917 | $3.5B | 0.25% | |
| 71 | —FORUM MERGER II CORP | 315,000 | $3.3B | 0.24% | |
| 72 | TLTISHARES TR | 24,278 | $3.2B | 0.23% | |
| 73 | APCANADARKO PETE CORP | 44,517 | $3.1B | 0.22% | |
| 74 | PRTHPRIORITY TECHNOLOGY HLDGS IN | 389,380 | $3.1B | 0.22% | |
| 75 | —BHP GROUP PLC | 59,557 | $3.0B | 0.22% | |
| 76 | —LANDCADIA HLDGS II INC | 300,000 | $3.0B | 0.21% | |
| 77 | —DD3 ACQUISITION CORP | 280,000 | $2.9B | 0.20% | |
| 78 | —CAPITOL INVT CORP IV | 274,816 | $2.8B | 0.20% | |
| 79 | —TPG PACE HLDGS CORP | 257,757 | $2.8B | 0.20% | |
| 80 | —CRESCENT ACQUISITION CORP | 283,318 | $2.8B | 0.20% | |
| 81 | EZPW 2.875 07/01/24EZCORP INC | 2,375,000 | $2.7B | 0.19% | |
| 82 | PLUG 5.5 03/15/23PLUG POWER INC | 2,340,000 | $2.6B | 0.19% | |
| 83 | —FORUM MERGER II CORP | 4,031,259 | $2.6B | 0.18% | |
| 84 | —CENTERPOINT ENERGY INC | 48,717 | $2.4B | 0.17% | |
| 85 | —WILLSCOT CORP | 161,748 | $2.4B | 0.17% | |
| 86 | —ALLERGAN PLC | 14,211 | $2.4B | 0.17% | |
| 87 | —KAMAN CORP | 2,000,000 | $2.3B | 0.17% | |
| 88 | UNHUNITEDHEALTH GROUP INC | 9,561 | $2.3B | 0.17% | |
| 89 | —CHEMICAL FINL CORP | 56,241 | $2.3B | 0.16% | |
| 90 | —REPLAY ACQUISITION CORP | 230,087 | $2.3B | 0.16% | |
| 91 | BAPCREDICORP LTD | 10,000 | $2.3B | 0.16% | |
| 92 | TWLOTWILIO INC | 16,000 | $2.2B | 0.15% | |
| 93 | —ASSERTIO THERAPEUTICS INC | 3,000,000 | $2.2B | 0.15% | |
| 94 | AREALEXANDRIA REAL ESTATE EQ IN | 15,374 | $2.2B | 0.15% | |
| 95 | —VECTOIQ ACQUISITION CORP | 4,582,555 | $2.2B | 0.15% | |
| 96 | AVPUSDAVON PRODS INC | 544,038 | $2.1B | 0.15% | |
| 97 | —BOXWOOD MERGER CORP | 3,400,885 | $2.1B | 0.15% | |
| 98 | JPMJPMORGAN CHASE & CO | 18,772 | $2.1B | 0.15% | |
| 99 | FNFFIDELITY NATIONAL FINANCIAL | 51,346 | $2.1B | 0.15% | |
| 100 | WBC1EURWABCO HLDGS INC | 15,560 | $2.1B | 0.15% |
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