BlueCrest Capital Management

BlueCrest Capital Management as of March 31, 2020

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 205 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Bloomberg Barclays High Yield Bond Etf etf (JNK) 17.6 $255M 2.7M 94.74
Spdr S&p 500 Etf (SPY) 17.4 $253M 982k 257.75
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 6.8 $99M 1.0M 96.68
Churchill Capital Iii Corp 3.4 $49M 4.9M 10.00
Nice Ltd convertible security 2.9 $43M 24M 1.78
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.6 $37M 300k 123.51
Nextera Energy Inc unit 99/99/9999 1.7 $25M 558k 44.09
Osprey Technlgy Aquistion Co unit 10/30/2024 1.7 $24M 2.5M 9.76
Churchill Cap Corp Ii unit 99/99/9999 1.6 $23M 2.3M 10.34
Far Pt Acquisition Corp cl a founders sh 1.6 $23M 2.2M 10.12
Far Pt Acquisition Corp unit 06/01/2025 1.6 $23M 2.2M 10.15
South Mountain Merger Unt 1.5 $22M 2.2M 9.95
Exact Sciences Corp note 0.375% 3/0 1.4 $21M 26M 0.79
Nebula Acquisition Corp 1.4 $20M 2.0M 10.15
Flying Eagle Acquisition Cor unit 99/99/9999 1.4 $20M 2.0M 9.97
iShares iBoxx $ High Yid Corp Bond (HYG) 1.2 $17M 225k 77.07
iShares Russell 2000 Index (IWM) 1.2 $17M 150k 114.46
Grid Dynamics Hldgs (GDYN) 1.1 $17M 2.1M 8.00
Vectoiq Acquisition Corp *w exp 05/16/202 0.9 $14M 7.0M 1.95
Consumer Staples Select Sect. SPDR (XLP) 0.9 $13M 233k 54.47
Healthcare Merger Corp unit 12/17/2021 0.9 $12M 1.2M 10.30
Nextera Energy Inc unit 09/01/2022s 0.8 $12M 258k 47.34
Leo Holdings Corp 0.8 $12M 1.2M 10.30
Chp Merger Corp unit 11/22/2024 0.8 $12M 1.2M 9.89
Conmed Corp none 0.8 $11M 12M 0.94
Brooge Hldgs (BROG) 0.7 $10M 839k 12.25
Fintech Acquisition Corp Iii unit 12/01/2023 0.7 $10M 1.0M 10.23
Juniper Indl Hldgs Inc unit 11/13/2026 0.7 $10M 1.0M 10.16
Haymaker Acquisition Unt 0.7 $10M 1.0M 10.10
Dte Energy Co convertible preferred security 0.7 $10M 265k 37.66
Southern Co unit 08/01/2022 0.7 $9.7M 218k 44.40
SPDR Gold Trust (GLD) 0.6 $9.3M 63k 148.05
Lgl Sys Acquisition Corp unit 10/24/2024 0.6 $8.6M 850k 10.07
Vectoiq Acquisition Corp 0.6 $8.2M 770k 10.64
Apex Technology Acquisitn Co unit 06/11/2026 0.6 $8.1M 800k 10.15
Collier Creek Holdings unit 99/99/9999 0.5 $7.9M 773k 10.21
Best Buy (BBY) 0.5 $7.7M 135k 57.00
Tuscan Holdings Corp 0.5 $7.6M 760k 9.97
Brooge Hldgs Ltd *w exp 12/20/202 (BROGW) 0.5 $7.4M 9.3M 0.80
Prft 2 3/8 9/15/23 convertible bond 0.5 $7.3M 7.6M 0.96
Welltower Inc Com reit (WELL) 0.5 $7.3M 158k 45.78
Gores Metropoulos Inc unit 99/99/9999 0.5 $7.2M 700k 10.33
Stable Rd Acquisition Corp unit 05/15/2026 0.5 $7.0M 700k 10.05
Dmy Technology Group Inc unit 99/99/9999 0.5 $6.9M 700k 9.83
Arya Sciences Acquisition Co unit 10/04/2023 0.5 $6.7M 605k 11.00
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.4 $6.5M 9.4M 0.70
Nebula Acqisition Corp 0.4 $6.5M 606k 10.66
Broadmark Rlty Cap 0.4 $6.0M 804k 7.52
Citic Capital Acquisition unit 0.4 $5.9M 600k 9.86
Atlas Technical Consultants *w exp 11/26/202 0.4 $5.3M 7.4M 0.72
Grid Dynamics Hldgs Inc *w exp 03/05/202 0.4 $5.1M 2.7M 1.90
Scvx Corp unit 99/99/9999 (SCVXU) 0.3 $5.0M 500k 9.97
Cme (CME) 0.3 $5.0M 29k 172.90
Replay Acquisition Corp 0.3 $4.9M 500k 9.89
Becton Dickinson & Co pfd shs conv a 0.3 $4.8M 91k 52.27
Centerpnt Enrg Ds Rep 1/20 Srs B Prf 0.3 $4.5M 157k 28.80
Dominion Energy Inc unit 99/99/9999 0.3 $4.0M 43k 92.01
Colfax Corp unit 01/15/2022t 0.3 $3.9M 43k 91.84
Broadmark Rlty Cap Inc *w exp 11/15/202 0.3 $3.9M 18M 0.22
Mfa Financial note 6.250 6/1 0.3 $3.7M 6.1M 0.60
Plug Power Inc note 5.500% 3/1 0.2 $3.2M 2.0M 1.59
Nuance Communications Inc note 1.250% 4/0 0.2 $3.1M 2.9M 1.09
Yatra Online Inc ord (YTRA) 0.2 $3.0M 2.9M 1.03
Crescent Acquisition Corp *w exp 03/08/202 0.2 $2.8M 3.3M 0.85
Fortive Corporation convertible preferred security 0.2 $2.8M 3.9k 719.83
Ubs Group (UBS) 0.2 $2.8M 300k 9.26
Legacy Acquisition Corp 0.2 $2.7M 262k 10.37
Nebula Acquisition Corp *w exp 03/12/202 0.2 $2.6M 2.6M 1.01
NuVasive 0.2 $2.6M 51k 50.67
Oaktree Acquisition Corp unit 99/99/9999 0.2 $2.5M 250k 9.99
Infinera Corporation note 2.125% 9/0 0.2 $2.4M 3.0M 0.80
Sempra Energy convertible preferred security 0.2 $2.4M 26k 92.53
Collegium Pharmaceutical Inc note 2.625% 2/1 0.2 $2.4M 2.6M 0.92
Software Acquisition Group I unit 10/01/2026 0.2 $2.4M 250k 9.44
Air Transport Services Grp I note 1.125%10/1 0.2 $2.3M 2.7M 0.86
Legacy Acquisition Corp wt 0.2 $2.2M 8.7M 0.25
Leo Holdings Corp *w exp 02/07/202 0.1 $2.2M 3.4M 0.64
Bandwidth (BAND) 0.1 $2.1M 31k 67.30
Intl F & F convertible preferred security 0.1 $2.1M 55k 38.18
Mudrick Cap Acquisition Corp *w exp 02/12/202 0.1 $2.0M 5.8M 0.35
Tuscan Holdings Corp tuscan holdings corp-cw26 0.1 $2.0M 5.2M 0.39
Finserv Acquisition Corp unit 12/31/2026 0.1 $2.0M 200k 10.08
New Frontier Health Corp *w exp 11/30/202 0.1 $2.0M 2.1M 0.94
Guidewire Software convertible security 0.1 $2.0M 2.0M 0.99
American Electric Power Company (AEP) 0.1 $2.0M 25k 79.97
Akamai Technologies Inc note 0.125% 5/0 0.1 $1.9M 1.7M 1.11
Docusign (DOCU) 0.1 $1.9M 20k 92.40
Chevron Corporation (CVX) 0.1 $1.9M 26k 72.46
Jabil Circuit (JBL) 0.1 $1.8M 75k 24.59
Nio Inc note 4.500% 2/0 0.1 $1.8M 3.5M 0.52
Liv Cap Acquisition Corp unit 99/99/9999 0.1 $1.7M 175k 9.80
Ringcentral (RNG) 0.1 $1.7M 8.0k 211.88
Pensare Acquisition Corp right 0.1 $1.7M 12M 0.14
Far Pt Acquisition Corp w exp 06/01/202 0.1 $1.7M 3.1M 0.54
Ebix (EBIXQ) 0.1 $1.6M 108k 15.18
Herbalife Ltd convertible security 0.1 $1.6M 2.0M 0.80
Spaq/ws Us 01 Oct 23 C11.5 w exp 08/27/202 0.1 $1.6M 3.2M 0.50
Forum Merger Ii Corp warrant 0.1 $1.5M 5.6M 0.27
Ship Finance deb 0.1 $1.5M 1.6M 0.91
Netfin Acquisition Corp *w exp 08/01/202 0.1 $1.4M 3.7M 0.39
Monocle Acquisition Corp monocle acquisition cor-cw24 0.1 $1.4M 4.8M 0.30
Teekay note 5.000 1/1 0.1 $1.4M 1.7M 0.82
Phillips 66 (PSX) 0.1 $1.3M 25k 53.64
Churchill Cap Corp Ii *w exp 07/02/202 0.1 $1.3M 795k 1.65
Lamb Weston Hldgs (LW) 0.1 $1.3M 23k 57.08
Replay Acquisition -cw20 warrants 0.1 $1.3M 2.2M 0.59
Intrexon Corp note 3.500% 7/0 0.1 $1.2M 2.3M 0.54
Viacomcbs (PARAA) 0.1 $1.2M 66k 17.83
Lf Capital Acquisition Corp lf capital acquisition-cw23 0.1 $1.2M 4.4M 0.26
Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 0.1 $1.1M 40k 28.10
Utilities SPDR (XLU) 0.1 $1.1M 20k 55.40
Osprey Technlgy Aquistion Co *w exp 10/30/202 0.1 $1.0M 1.2M 0.84
Collier Creek Holdings 0.1 $1.0M 100k 10.23
ON Semiconductor (ON) 0.1 $1.0M 81k 12.43
New Providence Acquisitin 0.1 $977k 100k 9.77
Liberty Media Corporation convertible security 0.1 $948k 1.0M 0.95
Gordon Pointe Acquisition Co w exp 07/30/202 0.1 $932k 5.2M 0.18
Liberty Media Corp Del Com Ser 0.1 $923k 36k 25.82
Accel Entmt Inc *w exp 11/20/202 (ACEL.WS) 0.1 $903k 602k 1.50
Consol Energy (CEIX) 0.1 $859k 232k 3.70
Accelerate Diagnostics Inc bond 0.1 $820k 1.5M 0.55
Stanley Black & Decker (SWK) 0.1 $804k 8.0k 100.05
Collier Creek Holdings *w exp 99/99/999 0.1 $796k 589k 1.35
iShares MSCI Emerging Markets Indx (EEM) 0.1 $768k 23k 34.13
Priority Technology Hldgs In (PRTH) 0.1 $757k 390k 1.94
Okta Inc cl a (OKTA) 0.1 $746k 6.1k 122.30
Inovio Pharmaceuticals Inc note 6.500% 3/0 0.1 $741k 500k 1.48
Megalith Finl Acquisition Co warrant 0.0 $721k 3.3M 0.22
Essential Utils Inc Unit Ex 043022 0.0 $717k 13k 53.55
Chp Merger Corp *w exp 11/22/202 0.0 $680k 1.3M 0.54
Akazoo Sa *w exp 09/11/202 0.0 $659k 2.0M 0.33
I3 Verticals (IIIV) 0.0 $656k 34k 19.10
BioMarin Pharmaceutical (BMRN) 0.0 $652k 7.7k 84.51
Baozun (BZUN) 0.0 $645k 23k 27.92
Cf Finance Acquisition Corp cf finance acquisition -cw25 0.0 $640k 1.3M 0.50
Coupa Software 0.0 $601k 4.3k 139.77
Falcon Minerals Corp *w exp 07/21/202 0.0 $571k 3.8M 0.15
Apex Technology Acquisitn Co *w exp 09/18/202 0.0 $537k 597k 0.90
Tidewater (TDW) 0.0 $518k 73k 7.09
Atlas Technical Consultants 0.0 $502k 59k 8.58
Financial Select Sector SPDR (XLF) 0.0 $499k 24k 20.83
Leisure Acquisition Corp unit 99/99/9999 0.0 $497k 50k 9.94
Nesco Hldgs 0.0 $497k 151k 3.28
Spdr Ser Tr s&p oilgas exp (XOP) 0.0 $494k 15k 32.93
Avantor Inc 6.25 pfd cnv sr 0.0 $483k 11k 43.34
Betterware De Mexco S A De C (BWMX) 0.0 $467k 50k 9.34
Insurance Acquisition Corp *w exp 03/31/202 0.0 $453k 464k 0.98
Covanta Holding Corporation 0.0 $428k 50k 8.56
Pensare Acquisition Corp *w exp 07/27/202 0.0 $425k 8.5M 0.05
Glry Str Nw Mdia Grup Hldg L *w exp 02/13/202 (GSMGW) 0.0 $418k 5.2M 0.08
Willscot Corp 0.0 $410k 41k 10.13
Snap Inc cl a (SNAP) 0.0 $398k 34k 11.90
Leisure Acquisition Corp *w exp 12/05/201 0.0 $387k 2.3M 0.17
New Providence Acquisitin Co *w exp 09/11/202 0.0 $364k 713k 0.51
Elanco Animal Health Inc unit 02/01/2023t 0.0 $355k 8.6k 41.18
Parsley Energy Inc-class A 0.0 $335k 59k 5.73
Haymaker Acquisition Corp Ii *w exp 10/31/202 0.0 $315k 300k 1.05
Gigcapital2 Inc *w exp 02/28/202 0.0 $286k 925k 0.31
Danaher Corporation 4.75 mnd cv p 0.0 $285k 276.00 1032.61
iShares Russell 2000 Value Index (IWN) 0.0 $284k 3.5k 81.92
Zynga 0.0 $269k 39k 6.84
Peabody Energy (BTU) 0.0 $253k 87k 2.90
Wix (WIX) 0.0 $252k 2.5k 100.80
Sc Health Corp *w exp 99/99/999 0.0 $239k 250k 0.96
Cree 0.0 $236k 6.6k 35.52
Vaneck Vectors Gold Miners mutual (GDX) 0.0 $230k 10k 23.00
Merida Merger Corp I *w exp 11/07/202 0.0 $210k 421k 0.50
Cinemark Holdings (CNK) 0.0 $204k 20k 10.20
Oaktree Acquisition Corp *w exp 99/99/999 0.0 $183k 176k 1.04
Lee Enterprises, Incorporated 0.0 $174k 177k 0.98
Tortoise Acquisition Corp *w exp 03/04/202 0.0 $173k 620k 0.28
Nutanix Inc cl a (NTNX) 0.0 $170k 11k 15.77
Diamond Eagle Acquisit-cl A diamond eagle acq cw26 0.0 $164k 57k 2.87
Allegro Merger Corp right 12/31/2023 0.0 $157k 1.7M 0.09
Us Ecology Incorporated Warrant Exp 101723 *w exp 10/17/202 0.0 $142k 32k 4.39
Gx Acquisition Corp *w exp 05/24/202 0.0 $138k 250k 0.55
Software Acquisition Group I *w exp 10/01/202 0.0 $138k 250k 0.55
Redwood Trust (RWT) 0.0 $138k 27k 5.05
Gores Metropoulos Inc *w exp 01/28/202 0.0 $124k 95k 1.30
Landcadia Holdings Ii -cw warrants 0.0 $120k 300k 0.40
Juniper Indl Hldgs Inc *w exp 11/13/202 0.0 $118k 211k 0.56
Silver Spike Acquisition Cor *w exp 08/02/202 0.0 $98k 250k 0.39
Allegro Merger Corp *w exp 01/06/202 0.0 $80k 1.6M 0.05
Acamar Partners Acquisi-cw26 warrants 0.0 $80k 167k 0.48
Tuscan Hldgs Corp Ii *w exp 04/01/202 0.0 $78k 313k 0.25
Tenzing Acquisition Corp *w exp 02/23/202 0.0 $74k 821k 0.09
Switchback Energy Acquisitio *w exp 07/25/202 0.0 $62k 100k 0.62
Hl Acquisitions Corp right 07/17/2023 0.0 $53k 667k 0.08
Nesco Holdings In 25 Wts *w exp 01/01/202 0.0 $52k 289k 0.18
Chardan Healthcare Acq warrants (PHGEW) 0.0 $48k 81k 0.60
Trine Acquisition Corp *w exp 03/31/202 0.0 $47k 78k 0.60
Alta Equipment Group Inc *w exp 02/14/202 0.0 $45k 50k 0.90
Hl Acquisitions Corp *w exp 06/21/202 0.0 $45k 895k 0.05
Northern Oil & Gas 0.0 $40k 60k 0.67
Hc2 Holdings 0.0 $31k 20k 1.55
Kbl Merger Corp Iv *w exp 01/15/202 0.0 $30k 435k 0.07
Calumet Specialty Products Partners, L.P (CLMT) 0.0 $23k 21k 1.10
Kbl Merger Corp Iv right 03/22/2019 0.0 $22k 145k 0.15
Big Rock Partners Acquisi Co right 12/01/2022 0.0 $20k 150k 0.13
Fts International 0.0 $17k 75k 0.23
Trident Acquisitions Corp *w exp 05/09/202 0.0 $14k 151k 0.09
Opes Acquisition Corp w exp 01/15/202 0.0 $12k 167k 0.07
Exela Technologi 0.0 $12k 61k 0.20
Acorda Therapeutics 0.0 $10k 10k 0.96
Seadrill 0.0 $4.0k 10k 0.40