BlueCrest Capital Management Ltd Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$1.5B

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

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