BlueCrest Capital Management Ltd Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$1.5T
Holdings
370
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (370 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —PENSARE ACQUISITION CORP | 20,080,928 | $213.6B | 13.79% | |
| 2 | SPYSPDR S&P 500 ETF TR | 325,600 | $104.8B | 6.77% | Put |
| 3 | HYGISHARES TR | 907,500 | $79.8B | 5.15% | Put |
| 4 | EEMISHARES TR | 1,450,000 | $65.1B | 4.20% | Call |
| 5 | —NICE SYS INC | 23,039,000 | $44.1B | 2.85% | |
| 6 | —NUANCE COMMUNICATIONS INC | 33,680,000 | $37.5B | 2.42% | |
| 7 | JNKSPDR SERIES TRUST | 322,106 | $35.3B | 2.28% | |
| 8 | LQDISHARES TR | 255,780 | $32.7B | 2.11% | |
| 9 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 20,677,000 | $26.7B | 1.73% | |
| 10 | —CHANGYOU COM LTD | 2,630,000 | $25.7B | 1.66% | |
| 11 | —OSPREY TECHNLGY AQUISTION CO | 2,475,000 | $25.2B | 1.63% | |
| 12 | —CHURCHILL CAP CORP II | 2,250,000 | $24.3B | 1.57% | |
| 13 | —FAR PT ACQUISITION CORP | 2,225,959 | $24.0B | 1.55% | |
| 14 | —FORTIVE CORP | 23,846 | $23.2B | 1.50% | |
| 15 | —SOUTH MTN MERGER CORP | 2,227,500 | $23.2B | 1.50% | |
| 16 | —DTE ENERGY CO | 359,362 | $18.4B | 1.19% | |
| 17 | EMBISHARES TR | 160,000 | $18.3B | 1.18% | Put |
| 18 | —FAR PT ACQUISITION CORP | 1,723,229 | $17.8B | 1.15% | |
| 19 | XLFISELECT SECTOR SPDR TR | 280,000 | $17.6B | 1.14% | Put |
| 20 | —TESLA INC | 10,437,000 | $15.8B | 1.02% | |
| 21 | —GS ACQUISITION HLDGS CORP | 1,427,461 | $15.7B | 1.02% | |
| 22 | —BROOGE HLDGS LTD | 1,645,842 | $14.5B | 0.94% | |
| 23 | —INTERNATIONAL FLAVORS&FRAGRA | 302,709 | $14.5B | 0.94% | |
| 24 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 14,665,000 | $14.3B | 0.93% | |
| 25 | —BECTON DICKINSON & CO | 217,780 | $14.3B | 0.92% | |
| 26 | —HEALTHCARE MERGER CORP | 1,200,000 | $12.4B | 0.80% | |
| 27 | —CHP MERGER CORP | 1,200,000 | $12.2B | 0.79% | |
| 28 | —CLEVELAND CLIFFS INC | 9,551,000 | $11.5B | 0.74% | |
| 29 | —GS ACQUISITION HLDGS CORP | 960,812 | $11.3B | 0.73% | |
| 30 | —FINTECH ACQUISITION CORP III | 1,000,000 | $10.8B | 0.70% | |
| 31 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.5B | 0.68% | |
| 32 | —AMERICAN ELEC PWR CO INC | 189,739 | $10.3B | 0.66% | |
| 33 | —JUNIPER INDL HLDGS INC | 1,001,600 | $10.2B | 0.66% | |
| 34 | —SOUTHERN CO | 183,783 | $9.9B | 0.64% | |
| 35 | —INFINERA CORPORATION | 9,430,000 | $9.8B | 0.64% | |
| 36 | LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN | 7,693,000 | $9.5B | 0.61% | |
| 37 | CMECME GROUP INC | 45,000 | $9.0B | 0.58% | |
| 38 | AAPLAPPLE INC | 30,597 | $9.0B | 0.58% | |
| 39 | BACBANK AMER CORP | 250,896 | $8.8B | 0.57% | |
| 40 | —LGL SYS ACQUISITION CORP | 850,000 | $8.7B | 0.56% | |
| 41 | —APEX TECHNOLOGY ACQUISITN CO | 800,000 | $8.4B | 0.54% | |
| 42 | —GORES HOLDINGS III INC | 806,709 | $8.3B | 0.54% | |
| 43 | —COLLIER CREEK HOLDINGS | 773,000 | $8.3B | 0.54% | |
| 44 | —CENTERPOINT ENERGY INC | 167,769 | $8.2B | 0.53% | |
| 45 | —MFA FINL INC | 7,596,000 | $7.9B | 0.51% | |
| 46 | TSLATESLA INC | 18,434 | $7.7B | 0.50% | |
| 47 | —TUSCAN HOLDINGS CORP | 760,000 | $7.6B | 0.49% | |
| 48 | —GORES METROPOULOS INC | 700,000 | $7.4B | 0.48% | |
| 49 | —STABLE RD ACQUISITION CORP | 700,000 | $7.2B | 0.47% | |
| 50 | —NUVASIVE INC | 5,346,000 | $7.1B | 0.46% | |
| 51 | GOOGALPHABET INC | 5,321 | $7.1B | 0.46% | |
| 52 | —ARYA SCIENCES ACQUISITION CO | 601,000 | $6.9B | 0.45% | |
| 53 | WFCWELLS FARGO CO NEW | 126,342 | $6.8B | 0.44% | |
| 54 | MSFTMICROSOFT CORP | 42,400 | $6.7B | 0.43% | Put |
| 55 | —PERFICIENT INC | 4,858,000 | $6.6B | 0.43% | |
| 56 | —NEBULA ACQUISITION CORP | 606,000 | $6.6B | 0.42% | |
| 57 | —BROADMARK RLTY CAP INC | 503,168 | $6.4B | 0.41% | |
| 58 | YTRAYATRA ONLINE INC | 1,955,121 | $6.2B | 0.40% | |
| 59 | —APOLLO COML REAL EST FIN INC | 5,972,000 | $6.1B | 0.39% | |
| 60 | FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE | 4,529,000 | $6.0B | 0.39% | |
| 61 | —BROADMARK RLTY CAP INC | 15,803,875 | $6.0B | 0.39% | |
| 62 | —BROOGE HLDGS LTD | 7,877,873 | $5.8B | 0.38% | |
| 63 | —BOXWOOD MERGER CORP | 545,270 | $5.5B | 0.36% | |
| 64 | —DIAMOND EAGLE ACQUISITION CO | 466,877 | $5.5B | 0.35% | |
| 65 | GPNGLOBAL PMTS INC | 29,513 | $5.4B | 0.35% | |
| 66 | —OSI SYSTEMS INC | 4,629,000 | $5.1B | 0.33% | |
| 67 | JPMJPMORGAN CHASE & CO | 36,251 | $5.1B | 0.33% | |
| 68 | —REPLAY ACQUISITION CORP | 500,000 | $5.0B | 0.32% | |
| 69 | LM05LIBERTY MEDIA CORP DELAWARE | 110,961 | $4.9B | 0.31% | |
| 70 | XOPUSDSPDR SERIES TRUST | 191,122 | $4.5B | 0.29% | Put |
| 71 | —CHANGE HEALTHCARE INC | 74,942 | $4.5B | 0.29% | |
| 72 | —LEO HOLDINGS CORP | 425,987 | $4.4B | 0.28% | |
| 73 | —CHASERG TECHNLGY ACQUISITN C | 1,975,794 | $4.3B | 0.28% | |
| 74 | —PIVOTAL INVT CORP II | 400,000 | $4.1B | 0.26% | |
| 75 | TRVCCITIGROUP INC | 50,436 | $4.0B | 0.26% | |
| 76 | —LEGACY ACQUISITION CORP | 6,762,896 | $3.6B | 0.23% | |
| 77 | —BOXWOOD MERGER CORP | 5,786,117 | $3.6B | 0.23% | |
| 78 | —DIAMOND EAGLE ACQUISITION CO | 334,385 | $3.6B | 0.23% | |
| 79 | —MONOCLE ACQUISITION CORP | 4,525,200 | $3.4B | 0.22% | |
| 80 | —TIBERIUS ACQUISITION CORP | 2,887,483 | $3.3B | 0.21% | |
| 81 | —AVANTOR INC | 52,093 | $3.3B | 0.21% | |
| 82 | CVXCHEVRON CORP NEW | 26,000 | $3.1B | 0.20% | Call |
| 83 | GREKUSDGLOBAL X FDS | 306,535 | $3.1B | 0.20% | |
| 84 | —GS ACQUISITION HLDGS CORP | 1,345,207 | $3.1B | 0.20% | |
| 85 | —DD3 ACQUISITION CORP | 280,000 | $3.0B | 0.20% | |
| 86 | —SWITCHBACK ENERGY ACQUISITIO | 300,000 | $3.0B | 0.19% | |
| 87 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 56,064 | $2.9B | 0.19% | |
| 88 | —NEW FRONTIER HEALTH CORP | 1,863,153 | $2.9B | 0.18% | |
| 89 | —VECTOIQ ACQUISITION CORP | 4,741,555 | $2.8B | 0.18% | |
| 90 | —CROWN CASTLE INTL CORP NEW | 2,152 | $2.8B | 0.18% | |
| 91 | —LEGACY ACQUISITION CORP | 267,250 | $2.7B | 0.18% | |
| 92 | PLUG 5.5 03/15/23PLUG POWER INC | 2,000,000 | $2.7B | 0.18% | |
| 93 | —TUSCAN HOLDINGS CORP | 4,533,690 | $2.7B | 0.17% | |
| 94 | HLF 2.625 03/15/24HERBALIFE LTD | 2,573,000 | $2.7B | 0.17% | |
| 95 | —LEGACY ACQUISITION CORP | 245,192 | $2.6B | 0.17% | |
| 96 | —CRESCENT ACQUISITION CORP | 3,209,739 | $2.6B | 0.17% | |
| 97 | GENNORTONLIFELOCK INC | 100,586 | $2.6B | 0.17% | |
| 98 | —DOMINION ENERGY INC | 23,841 | $2.6B | 0.16% | |
| 99 | —OAKTREE ACQUISITION CORP | 250,000 | $2.5B | 0.16% | |
| 100 | AMLPUSDALPS ETF TR | 300,000 | $2.5B | 0.16% | Call |
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