BlueCrest Capital Management Ltd Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$1.5T
Holdings
205
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (205 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | JNKSPDR SER TR | 2,693,701 | $255.2B | 17.59% | |
| 2 | SPYSPDR S&P 500 ETF TR | 981,795 | $253.1B | 17.44% | Put |
| 3 | EMBISHARES TR | 1,023,100 | $98.9B | 6.82% | Put |
| 4 | —CHURCHILL CAP CORP III | 4,893,040 | $48.9B | 3.37% | |
| 5 | —NICE SYS INC | 24,039,000 | $42.7B | 2.94% | |
| 6 | LQDISHARES TR | 300,000 | $37.1B | 2.55% | Put |
| 7 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 557,571 | $24.6B | 1.69% | |
| 8 | —OSPREY TECHNLGY AQUISTION CO | 2,477,900 | $24.2B | 1.67% | |
| 9 | —CHURCHILL CAP CORP II | 2,250,000 | $23.3B | 1.60% | |
| 10 | —FAR PT ACQUISITION CORP | 2,242,843 | $22.7B | 1.56% | |
| 11 | —FAR PT ACQUISITION CORP | 2,230,859 | $22.6B | 1.56% | |
| 12 | —SOUTH MTN MERGER CORP | 2,227,500 | $22.2B | 1.53% | |
| 13 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 26,350,000 | $20.8B | 1.43% | |
| 14 | —NEBULA ACQUISITION CORP | 1,983,400 | $20.1B | 1.39% | |
| 15 | —FLYING EAGLE ACQUISITION COR | 2,000,000 | $19.9B | 1.37% | |
| 16 | HYGISHARES TR | 225,000 | $17.3B | 1.20% | Put |
| 17 | IWMISHARES TR | 150,000 | $17.2B | 1.18% | Put |
| 18 | GDYNGRID DYNAMICS HLDGS INC | 2,070,869 | $16.6B | 1.14% | |
| 19 | —VECTOIQ ACQUISITION CORP | 7,044,654 | $13.7B | 0.95% | |
| 20 | XLFISELECT SECTOR SPDR TR | 232,500 | $12.7B | 0.87% | Call |
| 21 | —HEALTHCARE MERGER CORP | 1,200,000 | $12.4B | 0.85% | |
| 22 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 257,451 | $12.2B | 0.84% | |
| 23 | —LEO HOLDINGS CORP | 1,163,946 | $12.0B | 0.83% | |
| 24 | —CHP MERGER CORP | 1,201,500 | $11.9B | 0.82% | |
| 25 | —CONMED CORP | 12,108,000 | $11.3B | 0.78% | |
| 26 | —BROOGE HLDGS LTD | 838,524 | $10.3B | 0.71% | |
| 27 | —FINTECH ACQUISITION CORP III | 1,000,000 | $10.2B | 0.71% | |
| 28 | —JUNIPER INDL HLDGS INC | 1,001,600 | $10.2B | 0.70% | |
| 29 | —HAYMAKER ACQUISITION CORP II | 1,000,000 | $10.1B | 0.70% | |
| 30 | —DTE ENERGY CO | 264,529 | $10.0B | 0.69% | |
| 31 | —SOUTHERN CO | 218,404 | $9.7B | 0.67% | |
| 32 | GQ9SPDR GOLD TRUST | 62,500 | $9.3B | 0.64% | Call |
| 33 | —LGL SYS ACQUISITION CORP | 850,000 | $8.6B | 0.59% | |
| 34 | —VECTOIQ ACQUISITION CORP | 769,977 | $8.2B | 0.56% | |
| 35 | —APEX TECHNOLOGY ACQUISITION | 800,000 | $8.1B | 0.56% | |
| 36 | —COLLIER CREEK HOLDINGS | 773,000 | $7.9B | 0.54% | |
| 37 | BBYBEST BUY INC | 135,000 | $7.7B | 0.53% | Put |
| 38 | —TUSCAN HOLDINGS CORP | 760,000 | $7.6B | 0.52% | |
| 39 | —BROOGE HLDGS LTD | 9,309,740 | $7.4B | 0.51% | |
| 40 | —PERFICIENT INC | 7,577,000 | $7.3B | 0.50% | |
| 41 | WELLWELLTOWER INC | 158,400 | $7.3B | 0.50% | Put |
| 42 | —GORES METROPOULOS INC | 700,100 | $7.2B | 0.50% | |
| 43 | —STABLE RD ACQUISITION CORP | 700,000 | $7.0B | 0.48% | |
| 44 | —DMY TECHNOLOGY GROUP INC | 700,000 | $6.9B | 0.47% | |
| 45 | —ARYA SCIENCES ACQUISITION CO | 605,000 | $6.7B | 0.46% | |
| 46 | —CLEVELAND CLIFFS INC | 9,351,000 | $6.5B | 0.45% | |
| 47 | —NEBULA ACQUISITION CORP | 606,000 | $6.5B | 0.45% | |
| 48 | —BROADMARK RLTY CAP INC | 803,770 | $6.0B | 0.42% | |
| 49 | —CITIC CAPITAL ACQUISITION CO | 600,000 | $5.9B | 0.41% | |
| 50 | —ATLAS TECHNICAL CONSULTANTS | 7,407,121 | $5.3B | 0.37% | |
| 51 | —GRID DYNAMICS HLDGS INC | 2,704,887 | $5.1B | 0.35% | |
| 52 | —SCVX CORP | 500,000 | $5.0B | 0.34% | |
| 53 | CMECME GROUP INC | 28,750 | $5.0B | 0.34% | |
| 54 | —REPLAY ACQUISITION CORP | 500,000 | $4.9B | 0.34% | |
| 55 | —BECTON DICKINSON & CO | 91,115 | $4.8B | 0.33% | |
| 56 | —CENTERPOINT ENERGY INC | 157,178 | $4.5B | 0.31% | |
| 57 | —DOMINION ENERGY INC | 42,963 | $4.0B | 0.27% | |
| 58 | —COLFAX CORP | 42,942 | $3.9B | 0.27% | |
| 59 | —BROADMARK RLTY CAP INC | 17,769,417 | $3.9B | 0.27% | |
| 60 | —MFA FINL INC | 6,121,000 | $3.7B | 0.25% | |
| 61 | PLUG 5.5 03/15/23PLUG POWER INC | 2,000,000 | $3.2B | 0.22% | |
| 62 | —NUANCE COMMUNICATIONS INC | 2,875,000 | $3.1B | 0.22% | |
| 63 | YTRAYATRA ONLINE INC | 2,883,857 | $3.0B | 0.20% | |
| 64 | —CRESCENT ACQUISITION CORP | 3,339,071 | $2.8B | 0.20% | |
| 65 | —FORTIVE CORP | 3,919 | $2.8B | 0.19% | |
| 66 | UBSUBS GROUP AG | 300,000 | $2.8B | 0.19% | Call |
| 67 | —LEGACY ACQUISITION CORP | 262,442 | $2.7B | 0.19% | |
| 68 | —NEBULA ACQUISITION CORP | 2,569,105 | $2.6B | 0.18% | |
| 69 | NUVAGBPNUVASIVE INC | 51,000 | $2.6B | 0.18% | |
| 70 | —OAKTREE ACQUISITION CORP | 250,000 | $2.5B | 0.17% | |
| 71 | —INFINERA CORP | 3,005,000 | $2.4B | 0.17% | |
| 72 | —SEMPRA ENERGY | 25,960 | $2.4B | 0.17% | |
| 73 | —COLLEGIUM PHARMACEUTICAL INC | 2,570,000 | $2.4B | 0.16% | |
| 74 | —SOFTWARE ACQUISITION GROUP I | 250,000 | $2.4B | 0.16% | |
| 75 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 2,713,000 | $2.3B | 0.16% | |
| 76 | —LEGACY ACQUISITION CORP | 8,743,165 | $2.2B | 0.15% | |
| 77 | —LEO HOLDINGS CORP | 3,397,255 | $2.2B | 0.15% | |
| 78 | BANDBANDWIDTH INC | 31,442 | $2.1B | 0.15% | |
| 79 | —INTERNATIONAL FLAVORS&FRAGRA | 55,136 | $2.1B | 0.15% | |
| 80 | —MUDRICK CAP ACQUISITION CORP | 5,797,580 | $2.0B | 0.14% | |
| 81 | —TUSCAN HOLDINGS CORP | 5,183,340 | $2.0B | 0.14% | |
| 82 | —FINSERV ACQUISITION CORP | 200,000 | $2.0B | 0.14% | |
| 83 | —NEW FRONTIER HEALTH CORP | 2,089,122 | $2.0B | 0.14% | |
| 84 | GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC | 2,000,000 | $2.0B | 0.14% | |
| 85 | AEPAMERICAN ELEC PWR CO INC | 24,560 | $2.0B | 0.14% | |
| 86 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 1,743,000 | $1.9B | 0.13% | |
| 87 | DOCUDOCUSIGN INC | 20,400 | $1.9B | 0.13% | |
| 88 | CVXCHEVRON CORP NEW | 26,000 | $1.9B | 0.13% | Call |
| 89 | JBLJABIL INC | 74,800 | $1.8B | 0.13% | Put |
| 90 | —NIO INC | 3,500,000 | $1.8B | 0.12% | |
| 91 | —LIV CAP ACQUISITION CORP | 175,000 | $1.7B | 0.12% | |
| 92 | RNGRINGCENTRAL INC | 8,000 | $1.7B | 0.12% | |
| 93 | —PENSARE ACQUISITION CORP | 11,948,639 | $1.7B | 0.12% | |
| 94 | —FAR PT ACQUISITION CORP | 3,084,571 | $1.7B | 0.11% | |
| 95 | EBIXEUREBIX INC | 108,400 | $1.6B | 0.11% | Call |
| 96 | HLF 2.625 03/15/24HERBALIFE LTD | 2,000,000 | $1.6B | 0.11% | |
| 97 | —SPARTAN ENERGY ACQUISITION C | 3,156,439 | $1.6B | 0.11% | |
| 98 | —FORUM MERGER II CORP | 5,581,129 | $1.5B | 0.10% | |
| 99 | —SHIP FIN INTL LTD | 1,600,000 | $1.5B | 0.10% | |
| 100 | —NETFIN ACQUISITION CORP | 3,692,483 | $1.4B | 0.10% |
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