BlueCrest Capital Management Ltd Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$1.5T
Holdings
570
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (570 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 296,084 | $87.9B | 6.06% | Put |
| 2 | HYGISHARES TR | 975,000 | $85.0B | 5.86% | Put |
| 3 | EMBISHARES TR | 700,000 | $79.3B | 5.47% | Put |
| 4 | —AQUA AMERICA INC | 959,780 | $58.2B | 4.01% | |
| 5 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 759,826 | $38.1B | 2.63% | |
| 6 | —TESLA INC | 36,042,000 | $36.7B | 2.53% | |
| 7 | ISCAUSDINTERNATIONAL SPEEDWAY CORP | 774,315 | $34.9B | 2.40% | |
| 8 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 27,867,000 | $34.3B | 2.36% | |
| 9 | —NUANCE COMMUNICATIONS INC | 33,974,000 | $33.7B | 2.32% | |
| 10 | —NICE SYS INC | 15,353,000 | $27.4B | 1.89% | |
| 11 | —FAR PT ACQUISITION CORP | 2,225,959 | $23.8B | 1.64% | |
| 12 | —CHURCHILL CAP CORP II | 2,250,000 | $23.6B | 1.63% | |
| 13 | —SOUTH MTN MERGER CORP | 2,227,500 | $23.4B | 1.61% | |
| 14 | —SOCIAL CAP HEDOSOPHIA HLDGS | 2,099,766 | $22.5B | 1.55% | |
| 15 | XLFISELECT SECTOR SPDR TR | 294,895 | $18.1B | 1.25% | Put |
| 16 | —GS ACQUISITION HLDGS CORP | 1,658,117 | $17.7B | 1.22% | |
| 17 | —TPG PACE HLDGS CORP | 1,690,400 | $17.4B | 1.20% | |
| 18 | —FAR PT ACQUISITION CORP | 1,534,522 | $15.7B | 1.08% | |
| 19 | AMLPUSDALPS ETF TR | 1,338,508 | $12.2B | 0.84% | |
| 20 | —SOUTHERN CO | 224,763 | $12.0B | 0.83% | |
| 21 | XLESELECT SECTOR SPDR TR | 199,582 | $11.8B | 0.81% | |
| 22 | AAPLAPPLE INC | 52,709 | $11.8B | 0.81% | |
| 23 | —CLEVELAND CLIFFS INC | 10,170,000 | $11.1B | 0.76% | |
| 24 | —TRINITY MERGER CORP | 8,542,472 | $10.8B | 0.75% | |
| 25 | —FINTECH ACQUISITION CORP III | 1,000,000 | $10.7B | 0.74% | |
| 26 | GOOGLALPHABET INC | 8,707 | $10.6B | 0.73% | |
| 27 | —LEGACY ACQUISITION CORP | 995,192 | $10.4B | 0.72% | |
| 28 | LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN | 8,873,000 | $10.4B | 0.72% | |
| 29 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.3B | 0.71% | |
| 30 | —INTERNATIONAL FLAVORS&FRAGRA | 219,033 | $10.3B | 0.71% | |
| 31 | —DOMINION ENERGY INC | 96,034 | $10.2B | 0.70% | |
| 32 | —LEO HOLDINGS CORP | 976,000 | $10.0B | 0.69% | |
| 33 | —GS ACQUISITION HLDGS CORP | 964,322 | $9.8B | 0.68% | |
| 34 | CMECME GROUP INC | 45,480 | $9.6B | 0.66% | |
| 35 | —NEW PROVIDENCE ACQUISITIN CO | 900,000 | $9.1B | 0.63% | |
| 36 | EWZISHARES INC | 213,100 | $9.0B | 0.62% | |
| 37 | FISVFISERV INC | 82,877 | $8.6B | 0.59% | |
| 38 | —SOCIAL CAP HEDOSOPHIA HLDGS | 721,175 | $8.3B | 0.57% | |
| 39 | —APEX TECHNOLOGY ACQUISITN CO | 800,000 | $8.2B | 0.56% | |
| 40 | —TUSCAN HOLDINGS CORP | 760,000 | $8.1B | 0.56% | |
| 41 | —CHANGE HEALTHCARE INC | 169,274 | $8.1B | 0.56% | |
| 42 | —GORES METROPOULOS INC | 700,000 | $7.4B | 0.51% | |
| 43 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 7,610,000 | $7.2B | 0.50% | |
| 44 | HLF 2.625 03/15/24HERBALIFE LTD | 7,573,000 | $7.1B | 0.49% | |
| 45 | DHRDANAHER CORPORATION | 48,596 | $7.0B | 0.48% | |
| 46 | CELGCELGENE CORP | 68,843 | $6.8B | 0.47% | |
| 47 | —INFINERA CORPORATION | 7,770,000 | $6.8B | 0.47% | |
| 48 | YTRAYATRA ONLINE INC | 1,634,646 | $6.7B | 0.46% | |
| 49 | —VEONEER INCORPORATED | 6,700,000 | $6.7B | 0.46% | |
| 50 | —ARYA SCIENCES ACQUISITION CO | 601,000 | $6.6B | 0.45% | |
| 51 | —NEBULA ACQUISITION CORP | 606,000 | $6.5B | 0.45% | |
| 52 | —GORES HOLDINGS III INC | 602,600 | $6.4B | 0.44% | |
| 53 | —ALLERGAN PLC | 37,594 | $6.3B | 0.44% | |
| 54 | LHXL3HARRIS TECHNOLOGIES INC | 30,094 | $6.3B | 0.43% | |
| 55 | BACBANK AMER CORP | 214,734 | $6.3B | 0.43% | |
| 56 | —PIVOTAL ACQUISITION CORP | 536,954 | $6.2B | 0.43% | |
| 57 | —TUSCAN HLDGS CORP II | 625,000 | $6.1B | 0.42% | |
| 58 | —BHP GROUP PLC | 138,360 | $5.9B | 0.41% | |
| 59 | —BOXWOOD MERGER CORP | 545,270 | $5.8B | 0.40% | |
| 60 | ROPROPER TECHNOLOGIES INC | 15,700 | $5.6B | 0.39% | |
| 61 | —MFA FINL INC | 5,235,000 | $5.4B | 0.37% | |
| 62 | CNCCENTENE CORP DEL | 123,933 | $5.4B | 0.37% | |
| 63 | ORCLORACLE CORP | 92,897 | $5.1B | 0.35% | |
| 64 | MCOMOODYS CORP | 24,894 | $5.1B | 0.35% | |
| 65 | —SILVER SPIKE ACQUISITION COR | 500,000 | $5.0B | 0.35% | |
| 66 | —TORTOISE ACQUISITION CORP | 500,000 | $5.0B | 0.35% | |
| 67 | —GX ACQUISITION CORP | 500,000 | $5.0B | 0.34% | |
| 68 | —PIVOTAL ACQUISITION CORP | 3,699,667 | $5.0B | 0.34% | |
| 69 | —SC HEALTH CORP | 500,000 | $4.9B | 0.34% | |
| 70 | VNQVANGUARD INDEX FDS | 51,542 | $4.8B | 0.33% | |
| 71 | —PIVOTAL ACQUISITION CORP | 464,583 | $4.7B | 0.33% | |
| 72 | —AVANTOR INC | 83,540 | $4.5B | 0.31% | |
| 73 | —MONOCLE ACQUISITION CORP | 425,000 | $4.4B | 0.31% | |
| 74 | LVSLAS VEGAS SANDS CORP | 76,712 | $4.4B | 0.31% | |
| 75 | —MELLANOX TECHNOLOGIES LTD | 39,326 | $4.3B | 0.30% | |
| 76 | —REGALWOOD GLOBAL ENERGY LTD | 400,000 | $4.2B | 0.29% | |
| 77 | —PIVOTAL INVT CORP II | 400,000 | $4.1B | 0.28% | |
| 78 | —RENEWABLE ENERGY GROUP INC | 2,573,000 | $3.9B | 0.27% | |
| 79 | GWRUSDGENESEE & WYO INC | 32,355 | $3.6B | 0.25% | |
| 80 | —DFB HEALTHCARE ACQUISTION CO | 344,899 | $3.5B | 0.24% | |
| 81 | MAMASTERCARD INC | 12,558 | $3.4B | 0.24% | |
| 82 | —FORUM MERGER II CORP | 315,000 | $3.4B | 0.23% | |
| 83 | —BOXWOOD MERGER CORP | 4,706,347 | $3.3B | 0.23% | |
| 84 | MOALTRIA GROUP INC | 80,000 | $3.3B | 0.23% | Call |
| 85 | AVPUSDAVON PRODS INC | 738,209 | $3.2B | 0.22% | |
| 86 | VVISA INC | 18,573 | $3.2B | 0.22% | |
| 87 | METMETLIFE INC | 67,024 | $3.2B | 0.22% | |
| 88 | —SWITCHBACK ENERGY ACQUISITIO | 300,000 | $3.0B | 0.21% | |
| 89 | —OSI SYSTEMS INC | 2,629,000 | $2.9B | 0.20% | |
| 90 | PLUG 5.5 03/15/23PLUG POWER INC | 2,340,000 | $2.9B | 0.20% | |
| 91 | —DD3 ACQUISITION CORP | 280,000 | $2.9B | 0.20% | |
| 92 | —TPG PACE HLDGS CORP | 257,757 | $2.8B | 0.19% | |
| 93 | GDGENERAL DYNAMICS CORP | 14,786 | $2.7B | 0.19% | |
| 94 | LQDISHARES TR | 20,960 | $2.7B | 0.18% | |
| 95 | —FORTIVE CORP | 2,934 | $2.6B | 0.18% | |
| 96 | NOCNORTHROP GRUMMAN CORP | 7,017 | $2.6B | 0.18% | |
| 97 | —FORUM MERGER II CORP | 4,356,949 | $2.6B | 0.18% | |
| 98 | —OAKTREE ACQUISITION CORP | 250,000 | $2.5B | 0.18% | |
| 99 | FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE | 2,012,000 | $2.5B | 0.17% | |
| 100 | MSFTMICROSOFT CORP | 17,963 | $2.5B | 0.17% |
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