BlueCrest Capital Management Ltd Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$1.9T
Holdings
238
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (238 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 593,300 | $182.9B | 9.70% | Put |
| 2 | EMBISHARES TR | 1,655,000 | $180.8B | 9.59% | Put |
| 3 | LQDISHARES TR | 441,040 | $59.3B | 3.15% | Call |
| 4 | WUBAUSD58 COM INC | 1,072,000 | $57.8B | 3.07% | |
| 5 | —CHURCHILL CAP CORP III | 4,893,040 | $55.3B | 2.94% | |
| 6 | —NICE SYS INC | 24,024,000 | $55.1B | 2.92% | |
| 7 | HYGISHARES TR | 613,000 | $50.0B | 2.65% | Put |
| 8 | —SOCIAL CAP HEDSPIA HLDG CO I | 3,000,000 | $35.6B | 1.89% | |
| 9 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 36,450,000 | $34.3B | 1.82% | |
| 10 | —NIKOLA CORP | 500,000 | $33.8B | 1.79% | |
| 11 | IWMISHARES TR | 228,470 | $32.7B | 1.74% | Put |
| 12 | —FOLEY TRASIMENE ACQUISTN COR | 2,975,228 | $31.7B | 1.68% | |
| 13 | —JAWS ACQUISITION CORP | 2,812,000 | $29.3B | 1.56% | |
| 14 | —CHURCHILL CAP CORP II | 2,250,000 | $27.4B | 1.45% | |
| 15 | —FAR PT ACQUISITION CORP | 2,531,504 | $25.9B | 1.37% | |
| 16 | —SOCIAL CAP HDOSPHIA HLDG CO | 2,000,000 | $25.1B | 1.33% | |
| 17 | —GS ACQUISITION HLDGS CORP II | 2,250,000 | $23.6B | 1.25% | |
| 18 | —SOUTH MTN MERGER CORP | 2,227,500 | $23.6B | 1.25% | |
| 19 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 24,350,000 | $23.4B | 1.24% | |
| 20 | —FAR PT ACQUISITION CORP | 2,231,359 | $23.3B | 1.24% | |
| 21 | —TREBIA ACQUISITION CORP | 2,000,000 | $20.9B | 1.11% | |
| 22 | QTWO 0.75 06/01/26Q2 HLDGS INC | 18,257,000 | $20.8B | 1.10% | |
| 23 | MTARCELORMITTAL SA LUXEMBOURG | 1,925,037 | $20.7B | 1.10% | |
| 24 | CNNECANNAE HLDGS INC | 500,000 | $20.6B | 1.09% | |
| 25 | —QIAGEN NV | 18,800,000 | $20.4B | 1.08% | |
| 26 | —OSPREY TECHNLGY AQUISTION CO | 1,953,000 | $20.2B | 1.07% | |
| 27 | —FLYING EAGLE ACQUISITION COR | 1,578,258 | $18.4B | 0.98% | |
| 28 | BACBK OF AMERICA CORP | 760,675 | $18.1B | 0.96% | |
| 29 | —CLEVELAND CLIFFS INC | 19,920,000 | $18.0B | 0.96% | |
| 30 | JPMJPMORGAN CHASE & CO | 190,313 | $17.9B | 0.95% | |
| 31 | XLFISELECT SECTOR SPDR TR | 302,200 | $17.7B | 0.94% | Call |
| 32 | WFCWELLS FARGO CO NEW | 679,655 | $17.4B | 0.92% | |
| 33 | —LANDCADIA HLDGS II INC | 989,206 | $16.2B | 0.86% | |
| 34 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 360,687 | $15.3B | 0.81% | |
| 35 | —DTE ENERGY CO | 346,656 | $14.7B | 0.78% | |
| 36 | —JUNIPER INDL HLDGS INC | 1,376,600 | $14.2B | 0.75% | |
| 37 | —SPIRIT AIRLS INC | 9,353,000 | $14.1B | 0.75% | |
| 38 | —FINTECH ACQUISITION CORP III | 1,080,000 | $13.6B | 0.72% | |
| 39 | —HEALTHCARE MERGER CORP | 1,200,000 | $12.4B | 0.66% | |
| 40 | —CHP MERGER CORP | 1,201,500 | $12.3B | 0.65% | |
| 41 | —CC NEUBERGER PRINCIPAL HLDNG | 1,150,000 | $11.6B | 0.61% | |
| 42 | GOSS 5 06/01/27GOSSAMER BIO INC | 11,482,000 | $11.6B | 0.61% | |
| 43 | IQ 2 04/01/25IQIYI INC | 11,000,000 | $11.0B | 0.58% | |
| 44 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.9B | 0.58% | |
| 45 | —DOMINION ENERGY INC | 100,467 | $10.2B | 0.54% | |
| 46 | —LGL SYS ACQUISITION CORP | 950,000 | $9.7B | 0.52% | |
| 47 | —ESSENTIAL UTILS INC | 171,177 | $9.7B | 0.51% | |
| 48 | SWK 5.25 11/15/22STANLEY BLACK & DECKER INC | 106,519 | $9.5B | 0.51% | |
| 49 | —APEX TECHNOLOGY ACQUISITION | 800,000 | $9.2B | 0.49% | |
| 50 | GQ9SPDR GOLD TR | 53,000 | $8.9B | 0.47% | Call |
| 51 | —SOUTHERN CO | 198,070 | $8.7B | 0.46% | |
| 52 | GDYNGRID DYNAMICS HLDGS INC | 1,264,581 | $8.7B | 0.46% | |
| 53 | —NETFIN ACQUISITION CORP | 5,251,595 | $8.7B | 0.46% | |
| 54 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 171,317 | $8.3B | 0.44% | |
| 55 | —NETFIN ACQUISITION CORP | 770,850 | $8.3B | 0.44% | |
| 56 | —NIO INC | 8,500,000 | $8.3B | 0.44% | |
| 57 | —CC NEUBERGER PRINCIPAL HLDNG | 750,000 | $8.0B | 0.42% | |
| 58 | —GORES METROPOULOS INC | 700,100 | $7.9B | 0.42% | |
| 59 | —SCHULTZE SPL PURP ACQUSTN CO | 765,000 | $7.8B | 0.42% | |
| 60 | —DMY TECHNOLOGY GROUP INC | 735,000 | $7.8B | 0.41% | |
| 61 | —TUSCAN HOLDINGS CORP | 760,000 | $7.8B | 0.41% | |
| 62 | —INTERNATIONAL FLAVORS&FRAGRA | 167,890 | $7.4B | 0.39% | |
| 63 | —REALPAGE INC | 6,800,000 | $7.3B | 0.39% | |
| 64 | XLFSELECT SECTOR SPDR TR | 316,000 | $7.3B | 0.39% | Call |
| 65 | BABOEING CO | 36,000 | $6.6B | 0.35% | Put |
| 66 | —CRESCENT ACQUISITION CORP | 593,177 | $6.2B | 0.33% | |
| 67 | —CITIC CAPITAL ACQUISITION CO | 600,000 | $6.0B | 0.32% | |
| 68 | —INSURANCE ACQUISITION CORP | 399,700 | $6.0B | 0.32% | |
| 69 | —ARYA SCIENCES ACQUISTION CO | 500,000 | $5.8B | 0.31% | |
| 70 | —KENSINGTON CAP ACQUISITION C | 575,000 | $5.8B | 0.31% | |
| 71 | —NUANCE COMMUNICATIONS INC | 4,051,000 | $5.7B | 0.30% | |
| 72 | —BROADMARK RLTY CAP INC | 17,770,417 | $5.6B | 0.30% | |
| 73 | —HUDSON EXECUTIVE INVT CORP | 550,000 | $5.6B | 0.30% | |
| 74 | —CF FIN ACQUISITION CORP | 501,100 | $5.4B | 0.29% | |
| 75 | GES 2 04/15/24GUESS INC | 7,700,000 | $5.2B | 0.28% | |
| 76 | —COLLIER CREEK HOLDINGS | 378,609 | $5.2B | 0.28% | |
| 77 | —SCVX CORP | 500,000 | $5.2B | 0.27% | |
| 78 | —TORTOISE ACQUISITION CORP | 475,107 | $5.1B | 0.27% | |
| 79 | —CRESCENT ACQUISITION CORP | 3,398,223 | $5.1B | 0.27% | |
| 80 | LUVSOUTHWEST AIRLS CO | 147,954 | $5.1B | 0.27% | |
| 81 | —GRAF INDL CORP | 2,158,920 | $4.9B | 0.26% | |
| 82 | DDOGDATADOG INC | 56,285 | $4.9B | 0.26% | |
| 83 | ZEN1EURZENDESK INC | 55,200 | $4.9B | 0.26% | |
| 84 | EEMISHARES TR | 121,010 | $4.8B | 0.26% | Put |
| 85 | CMECME GROUP INC | 28,750 | $4.7B | 0.25% | |
| 86 | —BROOGE ENERGY LTD | 9,404,370 | $4.6B | 0.24% | |
| 87 | PENN 2.75 05/15/26PENN NATL GAMING INC | 3,052,000 | $4.6B | 0.24% | |
| 88 | —NOVUS CAP CORP | 426,000 | $4.5B | 0.24% | |
| 89 | W 1.125 11/01/24WAYFAIR INC | 2,500,000 | $4.5B | 0.24% | |
| 90 | —LEGACY ACQUISITION CORP | 8,962,726 | $4.4B | 0.23% | |
| 91 | —GRID DYNAMICS HLDGS INC | 2,704,887 | $4.3B | 0.23% | |
| 92 | —SPARTAN ENERGY ACQUISITION C | 2,367,909 | $4.3B | 0.23% | |
| 93 | —LF CAP ACQUISITION CORP | 4,613,014 | $4.2B | 0.22% | |
| 94 | —CROWN CASTLE INTL CORP NEW | 2,721 | $4.0B | 0.21% | |
| 95 | RCLROYAL CARIBBEAN CRUISES LTD | 80,000 | $4.0B | 0.21% | Put |
| 96 | —TUSCAN HOLDINGS CORP | 6,618,890 | $3.9B | 0.21% | |
| 97 | —MONOCLE ACQUISITION CORP | 5,803,849 | $3.8B | 0.20% | |
| 98 | UBSUBS GROUP AG | 300,000 | $3.5B | 0.18% | Call |
| 99 | —CF FIN ACQUISITION CORP | 2,549,484 | $3.4B | 0.18% | |
| 100 | SRESEMPRA ENERGY | 26,775 | $3.1B | 0.17% |
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