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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