BlueCrest Capital Management Ltd Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$2.7T
Holdings
283
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (283 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | GQ9SPDR GOLD TR | 1,901,219 | $336.7B | 12.31% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 452,000 | $151.4B | 5.53% | Put |
| 3 | HYGISHARES TR | 1,277,700 | $107.2B | 3.92% | Put |
| 4 | EEMISHARES TR | 2,210,000 | $97.4B | 3.56% | Put |
| 5 | EMBISHARES TR | 750,000 | $83.2B | 3.04% | Put |
| 6 | —NICE SYS INC | 24,024,000 | $65.4B | 2.39% | |
| 7 | DNBDUN & BRADSTREET HLDGS INC | 2,272,727 | $58.3B | 2.13% | |
| 8 | —DANAHER CORPORATION | 35,534 | $52.4B | 1.92% | |
| 9 | —CHURCHILL CAPITAL CORP IV | 5,000,000 | $50.1B | 1.83% | |
| 10 | —SOCIAL CAP HDOSPHIA HLDG CO | 2,000,000 | $41.9B | 1.53% | |
| 11 | TLTISHARES TR | 255,000 | $41.6B | 1.52% | Put |
| 12 | —SOCIAL CAP HEDSPIA HLDG CO I | 3,000,000 | $41.4B | 1.51% | |
| 13 | PCG 5.5 08/16/23PG&E CORP | 407,960 | $40.1B | 1.47% | |
| 14 | —JAWS ACQUISITION CORP | 3,062,000 | $33.9B | 1.24% | |
| 15 | —FOLEY TRASIMENE ACQUISTN COR | 2,975,228 | $33.6B | 1.23% | |
| 16 | Z 1.375 09/01/26ZILLOW GROUP INC | 12,450,000 | $29.8B | 1.09% | |
| 17 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 32,165,000 | $29.6B | 1.08% | |
| 18 | XLFSELECT SECTOR SPDR TR | 1,135,011 | $27.3B | 1.00% | Call |
| 19 | —CM LIFE SCIENCES INC | 2,500,000 | $26.2B | 0.96% | |
| 20 | —CHURCHILL CAP CORP II | 2,250,000 | $25.9B | 0.95% | |
| 21 | —ARTIUS ACQUISITION INC | 2,475,000 | $25.7B | 0.94% | |
| 22 | —FOLEY TRASIMENE ACQUISITION | 2,500,000 | $25.5B | 0.93% | |
| 23 | —GS ACQUISITION HLDGS CORP II | 2,250,000 | $25.3B | 0.92% | |
| 24 | —SOUTH MTN MERGER CORP | 2,227,500 | $24.5B | 0.90% | |
| 25 | —CLEVELAND-CLIFFS INC NEW | 22,979,000 | $23.8B | 0.87% | |
| 26 | —AMERICAN ELEC PWR CO INC | 461,483 | $22.6B | 0.83% | |
| 27 | —CC NEUBERGER PRIN HLDGS II | 2,175,000 | $22.5B | 0.82% | |
| 28 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 20,836,000 | $21.9B | 0.80% | |
| 29 | —TREBIA ACQUISITION CORP | 2,000,000 | $21.6B | 0.79% | |
| 30 | —OSPREY TECHNLGY AQUISTION CO | 1,953,000 | $21.0B | 0.77% | |
| 31 | —FLYING EAGLE ACQUISITION COR | 1,578,258 | $20.4B | 0.75% | |
| 32 | —VECTOR ACQUISITION CORP | 2,000,000 | $20.3B | 0.74% | |
| 33 | —CF FINANCE ACQUISITION CORP | 2,000,000 | $20.0B | 0.73% | |
| 34 | XLFISELECT SECTOR SPDR TR | 302,200 | $19.4B | 0.71% | Call |
| 35 | IWMISHARES TR | 122,600 | $18.4B | 0.67% | Put |
| 36 | LVLNSPDR SER TR | 500,000 | $17.8B | 0.65% | Put |
| 37 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 16,086,000 | $17.4B | 0.64% | |
| 38 | —FLYING EAGLE ACQUISITION COR | 1,367,442 | $16.6B | 0.61% | |
| 39 | —SOCIAL CAP HEDSPIA HLDG CO I | 1,324,235 | $16.5B | 0.60% | |
| 40 | —CAPSTAR SPL PURP ACQUISITION | 1,603,953 | $16.4B | 0.60% | |
| 41 | —YUCAIPA ACQUISITION CORP | 1,600,000 | $16.3B | 0.60% | |
| 42 | —JUNIPER INDL HLDGS INC | 1,376,600 | $15.7B | 0.57% | |
| 43 | METAFACEBOOK INC | 60,000 | $15.7B | 0.57% | Call |
| 44 | —HORIZON ACQUISITION CORP | 1,500,000 | $15.6B | 0.57% | |
| 45 | —EQUITY DISTR ACQUISITION COR | 1,500,000 | $15.4B | 0.56% | |
| 46 | —FINTECH ACQUISITION CORP IV | 1,500,000 | $15.2B | 0.56% | |
| 47 | —SANDBRIDGE ACQUISITION CORP | 1,500,000 | $15.0B | 0.55% | |
| 48 | XMESPDR SER TR | 625,600 | $14.5B | 0.53% | Call |
| 49 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 255,904 | $13.6B | 0.50% | |
| 50 | —ONE | 1,250,000 | $13.6B | 0.50% | |
| 51 | —LANDCADIA HLDGS II INC | 939,963 | $13.5B | 0.49% | |
| 52 | IQ 2 04/01/25IQIYI INC | 14,124,000 | $13.5B | 0.49% | |
| 53 | —FTAC OLYMPUS ACQUISITION COR | 1,300,000 | $13.0B | 0.48% | |
| 54 | —CHP MERGER CORP | 1,201,500 | $12.6B | 0.46% | |
| 55 | —GO ACQUISITION CORP | 1,250,000 | $12.6B | 0.46% | |
| 56 | —SPIRIT AIRLS INC | 8,573,000 | $12.5B | 0.46% | |
| 57 | BLBLFBILIBILI INC | 7,000,000 | $12.4B | 0.45% | |
| 58 | —CC NEUBERGER PRINCIPAL HLDNG | 1,150,000 | $12.0B | 0.44% | |
| 59 | —NOVUS CAP CORP | 826,500 | $11.8B | 0.43% | |
| 60 | —APEX TECHNOLOGY ACQUISITION | 1,100,000 | $11.7B | 0.43% | |
| 61 | —NORTH MOUNTAIN MERGER CORP | 1,138,500 | $11.6B | 0.42% | |
| 62 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 242,961 | $11.3B | 0.41% | |
| 63 | NDQINVESCO QQQ TR | 40,061 | $11.1B | 0.41% | |
| 64 | GOSS 5 06/01/27GOSSAMER BIO INC | 10,732,000 | $11.1B | 0.41% | |
| 65 | MSFTMICROSOFT CORP | 52,000 | $10.9B | 0.40% | Call |
| 66 | —SINA CORP | 255,000 | $10.9B | 0.40% | |
| 67 | FXIISHARES TR | 258,118 | $10.8B | 0.40% | Put |
| 68 | ELAN 5 02/01/23ELANCO ANIMAL HEALTH INC | 239,576 | $10.6B | 0.39% | |
| 69 | —CHURCHILL CAP CORP III | 1,000,000 | $10.5B | 0.38% | |
| 70 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.4B | 0.38% | |
| 71 | —INSU ACQUISITION CORP II | 1,000,000 | $10.4B | 0.38% | |
| 72 | —GORES HLDGS IV INC | 1,000,000 | $10.3B | 0.38% | |
| 73 | —DMY TECHNOLOGY GROUP INC | 735,000 | $10.3B | 0.38% | |
| 74 | —DMY TECHNOLOGY GROUP INC II | 1,000,000 | $10.2B | 0.37% | |
| 75 | —TORTOISE ACQUISITION CORP | 400,000 | $10.2B | 0.37% | |
| 76 | —ASPIRATIONAL CONSUMER LIFEST | 1,000,000 | $10.0B | 0.37% | |
| 77 | —LGL SYS ACQUISITION CORP | 950,000 | $9.9B | 0.36% | |
| 78 | —OAKTREE ACQUISITION CORP II | 950,000 | $9.8B | 0.36% | |
| 79 | —CF FIN ACQUISITION CORP | 925,386 | $9.6B | 0.35% | |
| 80 | —APEX TECHNOLOGY ACQUISITION | 800,000 | $9.4B | 0.35% | |
| 81 | —DRAGONEER GROWTH OPPORTUN CO | 750,000 | $9.2B | 0.34% | |
| 82 | —HEALTHCARE MERGER CORP | 850,000 | $8.6B | 0.32% | |
| 83 | —DOMINION ENERGY INC | 81,748 | $8.4B | 0.31% | |
| 84 | —FALCON CAPITAL ACQUISITN COR | 800,000 | $8.2B | 0.30% | |
| 85 | —ESSENTIAL UTILS INC | 153,636 | $8.2B | 0.30% | |
| 86 | —LF CAP ACQUISITION CORP | 4,524,692 | $8.1B | 0.30% | |
| 87 | —CC NEUBERGER PRINCIPAL HLDNG | 750,000 | $8.1B | 0.30% | |
| 88 | —NETFIN ACQUISITION CORP | 770,850 | $8.0B | 0.29% | |
| 89 | —TUSCAN HLDGS CORP | 760,000 | $7.7B | 0.28% | |
| 90 | XLISELECT SECTOR SPDR TR | 100,000 | $7.7B | 0.28% | Call |
| 91 | LUVSOUTHWEST AIRLS CO | 191,754 | $7.2B | 0.26% | |
| 92 | —KENSINGTON CAP ACQUISITION C | 375,000 | $7.1B | 0.26% | |
| 93 | —OAKTREE ACQUISITION CORP | 602,306 | $7.1B | 0.26% | |
| 94 | —ARYA SCIENCES ACQUISITION CO | 653,550 | $7.1B | 0.26% | |
| 95 | —INTERNATIONAL FLAVORS&FRAGRA | 150,192 | $6.7B | 0.25% | |
| 96 | —CRESCENT ACQUISITION CORP | 618,177 | $6.2B | 0.23% | |
| 97 | —JUNIPER INDL HLDGS INC | 551,074 | $5.8B | 0.21% | |
| 98 | —PROPTECH ACQUISITION CORP | 500,000 | $5.6B | 0.20% | |
| 99 | —ARYA SCIENCES ACQUISTION CO | 500,000 | $5.5B | 0.20% | |
| 100 | —INSURANCE ACQUISITION CORP | 399,700 | $5.5B | 0.20% |
Page 1 of 3Next