BlueCrest Capital Management Ltd Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$1.5B

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

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