BlueCrest Capital Management Ltd Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$1.4B

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

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