BlueCrest Capital Management Ltd Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$3.8B

Holdings

1,455

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (1,455 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	EEMISHARES TR	18,010,590	$773.0M	20.61%	Call
2	XLFSELECT SECTOR SPDR TR	11,547,063	$318.5M	8.49%
3	AABAUSDALTABA INC	3,743,887	$255.0M	6.80%
4	—CHURCHILL CAP CORP	4,313,600	$43.7M	1.17%
5	AAPLAPPLE INC	177,664	$40.1M	1.07%
6	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	26,248,000	$31.7M	0.85%
7	—AETNA INC NEW	146,894	$29.8M	0.79%
8	—RENEWABLE ENERGY GROUP INC	10,423,000	$28.6M	0.76%
9	—CLEVELAND CLIFFS INC	17,125,000	$28.1M	0.75%
10	—FAR PT ACQUISITION CORP	2,570,351	$26.4M	0.70%
11	—ANDEAVOR	166,700	$25.6M	0.68%
12	TAT&T INC	725,901	$24.4M	0.65%
13	EMBISHARES TR	225,000	$24.3M	0.65%	Put
14	—ROCKWELL COLLINS INC	159,694	$22.4M	0.60%
15	—SPARTAN ENERGY ACQUISITON CO	2,143,150	$21.8M	0.58%
16	—REPLIGEN CORP	12,000,000	$21.4M	0.57%
17	—FEDERAL STR ACQUISITION CORP	2,100,000	$21.2M	0.57%
18	—EXPRESS SCRIPTS HLDG CO	216,643	$20.6M	0.55%
19	FTVFORTIVE CORP	239,536	$20.2M	0.54%	Call
20	—FORTIVE CORP	18,441	$19.9M	0.53%
21	XLYSELECT SECTOR SPDR TR	168,991	$19.8M	0.53%
22	—GORES HLDGS II INC	1,810,645	$19.2M	0.51%
23	SPYSPDR S&P 500 ETF TR	64,750	$18.8M	0.50%	Put
24	—FALCON MINERALS CORP	1,670,485	$18.4M	0.49%
25	—HAYMAKER ACQUISITION CORP	1,719,782	$16.8M	0.45%
26	EFAISHARES TR	245,850	$16.7M	0.45%
27	HONHONEYWELL INTL INC	95,864	$16.0M	0.43%
28	—GS ACQUISITION HLDGS CORP	1,500,017	$15.6M	0.41%
29	SERVUSDSERVICEMASTER GLOBAL HLDGS I	244,252	$15.2M	0.40%
30	AMLPUSDALPS ETF TR	1,408,701	$15.0M	0.40%
31	EWJISHARES INC	248,963	$15.0M	0.40%
32	PJXPETROLEO BRASILEIRO SA PETRO	1,362,311	$14.3M	0.38%
33	—MATLIN & PARTNERS ACQUISITIO	1,403,790	$14.1M	0.37%
34	GOOGLALPHABET INC	11,094	$13.4M	0.36%
35	BABOEING CO	35,477	$13.2M	0.35%
36	PBCTEURPEOPLES UNITED FINANCIAL INC	757,654	$13.0M	0.35%
37	AIMCUSDALTRA INDL MOTION CORP	306,699	$12.7M	0.34%
38	—51JOB INC	6,813,000	$12.5M	0.33%
39	—MEGALITH FINL ACQUISITION CO	1,314,752	$12.5M	0.33%
40	BACVERIZON COMMUNICATIONS INC	232,340	$12.4M	0.33%
41	—TWENTY FIRST CENTY FOX INC	264,112	$12.2M	0.33%
42	IMXIINTERNATIONAL MNY EXPRESS IN	1,004,337	$12.1M	0.32%
43	IFFINTERNATIONAL FLAVORS&FRAGRA	85,379	$11.9M	0.32%
44	—EVERBRIDGE INC	6,700,000	$11.8M	0.32%
45	—SHIRE PLC	63,346	$11.5M	0.31%
46	UNPUNION PAC CORP	70,464	$11.5M	0.31%
47	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	11,355,000	$11.3M	0.30%
48	ORCLORACLE CORP	217,751	$11.2M	0.30%
49	INVA 2.5 08/15/25INNOVIVA INC	9,585,000	$10.7M	0.28%
50	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	10,406,000	$10.6M	0.28%
51	—HENNESSY CAP ACQUSTON CORP I	1,035,017	$10.5M	0.28%
52	—NEW FRONTIER CORP	1,020,753	$10.4M	0.28%
53	UTXZUNITED TECHNOLOGIES CORP	72,759	$10.2M	0.27%	Call
54	EZUISHARES INC	245,000	$10.0M	0.27%
55	LYGLLOYDS BANKING GROUP PLC	3,293,847	$10.0M	0.27%
56	—MOSAIC ACQUISITION CORP	981,300	$10.0M	0.27%
57	CMCSACOMCAST CORP NEW	281,983	$10.0M	0.27%
58	QCOMQUALCOMM INC	136,692	$9.8M	0.26%
59	—TKK SYMPHONY ACQUISITION COR	1,005,673	$9.6M	0.25%
60	PXGBXPRAXAIR INC	59,290	$9.5M	0.25%	Put
61	CLSCA INC	209,286	$9.2M	0.25%
62	EZPW 2.875 07/01/24EZCORP INC	7,375,000	$9.2M	0.25%
63	CSCOCISCO SYS INC	182,878	$8.9M	0.24%
64	CSXCSX CORP	118,325	$8.8M	0.23%
65	TRITHOMSON REUTERS CORP	184,317	$8.4M	0.22%	Call
66	—INVACARE CORP	7,259,000	$8.3M	0.22%
67	—II VI INC	7,050,000	$8.3M	0.22%
68	JPMJPMORGAN CHASE & CO	73,058	$8.2M	0.22%
69	CMECME GROUP INC	46,688	$7.9M	0.21%
70	IYRISHARES TR	98,698	$7.9M	0.21%
71	—FOREST CITY RLTY TR INC	314,489	$7.9M	0.21%
72	—GOLDCORP INC NEW	769,941	$7.9M	0.21%	Call
73	BF/BBROWN FORMAN CORP	147,902	$7.5M	0.20%
74	RSX1USDVANECK VECTORS ETF TR	346,100	$7.5M	0.20%	Call
75	BIIBBIOGEN INC	21,022	$7.4M	0.20%
76	—HAYMAKER ACQUISITION CORP	711,600	$7.4M	0.20%
77	XLESELECT SECTOR SPDR TR	97,040	$7.3M	0.20%
78	ELANELANCO ANIMAL HEALTH INC	207,554	$7.2M	0.19%
79	—PURE ACQUISITION CORP	741,252	$7.2M	0.19%
80	ROLROLLINS INC	114,827	$7.0M	0.19%
81	BKBANK NEW YORK MELLON CORP	136,285	$6.9M	0.19%
82	—SENTINEL ENERGY SVCS INC	665,000	$6.9M	0.18%
83	—ORBOTECH LTD	110,533	$6.6M	0.18%
84	MGYMAGNOLIA OIL & GAS CORP	437,709	$6.6M	0.18%
85	DISDISNEY WALT CO	55,514	$6.5M	0.17%
86	CHTRCHARTER COMMUNICATIONS INC N	19,899	$6.5M	0.17%
87	CICIGNA CORPORATION	31,085	$6.5M	0.17%	Call
88	AMGNAMGEN INC	31,053	$6.4M	0.17%
89	XLVSELECT SECTOR SPDR TR	66,231	$6.3M	0.17%
90	—NEBULA ACQUISITION CORP	606,000	$6.1M	0.16%
91	—INFINERA CORPORATION	6,000,000	$6.0M	0.16%
92	—KAYNE ANDERSON ACQUISITION	591,086	$6.0M	0.16%
93	—LEISURE ACQUISITION CORP	588,200	$6.0M	0.16%
94	BACBANK AMER CORP	200,433	$5.9M	0.16%
95	—U S G CORP	135,540	$5.9M	0.16%
96	—TERADYNE INC	4,500,000	$5.9M	0.16%
97	—GRUBHUB INC	42,213	$5.9M	0.16%
98	—GRAMERCY PPTY TR	210,899	$5.8M	0.15%
99	—FALCON MINERALS CORP	3,349,578	$5.8M	0.15%
100	PTCPTC INC	53,420	$5.7M	0.15%

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