BlueCrest Capital Management

BlueCrest Capital Management as of June 30, 2020

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 238 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 9.7 $183M 593k 308.36
Ishares Tr Jpmorgan Usd Emg Put Option (EMB) 9.6 $181M 1.7M 109.22
Ishares Tr Iboxx Inv Cp Etf Call Option (LQD) 3.1 $59M 441k 134.50
58 Spon Adr Rep A 3.1 $58M 1.1M 53.94
Churchill Cap Corp Iii Unit 03/01/2027 2.9 $55M 4.9M 11.31
Nice Sys Note 1.250% 1/1 (Principal) 2.9 $55M 24M 2.30
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 2.7 $50M 613k 81.62
Social Cap Hedspia Hldg Co I Unit 99/99/9999 1.9 $36M 3.0M 11.87
American Airls Group Note 6.500% 7/0 (Principal) 1.8 $34M 37M 0.94
Nikola Corp (NKLA) 1.8 $34M 500k 67.53
Ishares Tr Russell 2000 Etf Put Option (IWM) 1.7 $33M 229k 143.18
Foley Trasimene Acquistn Cor Unit 99/99/9999 1.7 $32M 3.0M 10.67
Jaws Acquisition Corp Unit 99/99/9999 1.6 $29M 2.8M 10.43
Churchill Cap Corp Ii Unit 99/99/9999 1.5 $27M 2.3M 12.18
Far Pt Acquisition Corp Com Cl A 1.4 $26M 2.5M 10.24
Social Cap Hdosphia Hldg Unit 99/99/9999 1.3 $25M 2.0M 12.56
Gs Acquisition Hldgs Corp Ii Unit 99/99/9999 1.3 $24M 2.3M 10.51
South Mtn Merger Corp Unit 99/99/9999 1.3 $24M 2.2M 10.60
Exact Sciences Corp Note 0.375% 3/0 (Principal) 1.2 $23M 24M 0.96
Far Pt Acquisition Corp Unit 06/01/2025 1.2 $23M 2.2M 10.45
Trebia Acquisition Corp Unit 99/99/9999 1.1 $21M 2.0M 10.45
Q2 HLDGS Note 0.750% 6/0 (Principal) 1.1 $21M 18M 1.14
Arcelormittal Sa Luxembourg Ny Registry Sh (MT) 1.1 $21M 1.9M 10.73
Cannae Holdings (CNNE) 1.1 $21M 500k 41.10
Qiagen Nv Debt 1.000%11/1 (Principal) 1.1 $20M 19M 1.09
Osprey Technlgy Aquistion Unit 10/30/2024 1.1 $20M 2.0M 10.35
Flying Eagle Acquisition Cor Unit 99/99/9999 1.0 $18M 1.6M 11.65
Bank of America Corporation (BAC) 1.0 $18M 761k 23.75
Cleveland Cliffs DBCV 1.500% 1/1 (Principal) 1.0 $18M 20M 0.90
JPMorgan Chase & Co. (JPM) 0.9 $18M 190k 94.06
Select Sector Spdr Tr Sbi Cons Stpls Call Option (XLP) 0.9 $18M 302k 58.64
Wells Fargo & Company (WFC) 0.9 $17M 680k 25.60
Landcadia Hldgs Ii Cl A 0.9 $16M 989k 16.35
Nextera Energy Unit 99/99/9999 0.8 $15M 361k 42.45
Dte Energy Unit 11/01/2022s 0.8 $15M 347k 42.32
Juniper Indl Hldgs Unit 11/13/2026 0.8 $14M 1.4M 10.30
Spirit Airls Note 4.750% 5/1 (Principal) 0.7 $14M 9.4M 1.50
Fintech Acquisition Corp Iii Unit 12/01/2023 0.7 $14M 1.1M 12.57
Healthcare Merger Corp Unit 12/17/2021 0.7 $12M 1.2M 10.30
Chp Merger Corp Unit 11/22/2024 0.7 $12M 1.2M 10.23
Cc Neuberger Principal Hds A 0.6 $12M 1.2M 10.07
Gossamer Bio Note 5.000% 6/0 (Principal) 0.6 $12M 12M 1.01
Iqiyi Note 2.000% 4/0 (Principal) 0.6 $11M 11M 1.00
Haymaker Acquisition Corp Ii Unit 10/31/2026 0.6 $11M 1.0M 10.95
Dominion Energy Unit 99/99/9999 0.5 $10M 101k 101.34
Lgl Sys Acquisition Corp Unit 10/24/2024 0.5 $9.7M 950k 10.25
Essential Utils Unit 04/30/2022 0.5 $9.7M 171k 56.54
Stanley Black & Decker Unit 11/15/2022 0.5 $9.5M 107k 89.48
Apex Technology Acquisition Unit 06/11/2026 0.5 $9.2M 800k 11.48
Spdr Gold Tr Gold Shs Call Option (GLD) 0.5 $8.9M 53k 167.38
Southern Unit 08/01/2022 0.5 $8.7M 198k 44.06
Grid Dynamics Hldgs Cl A (GDYN) 0.5 $8.7M 1.3M 6.90
Netfin Acquisition Corp *w Exp 08/01/202 0.5 $8.7M 5.3M 1.66
Nextera Energy Unit 09/01/2022s 0.4 $8.3M 171k 48.54
Netfin Acquisition Corp Shs Cl A 0.4 $8.3M 771k 10.75
Nio Note 4.500% 2/0 (Principal) 0.4 $8.3M 8.5M 0.97
Cc Neuberger Principal Hldng Unit 99/99/9999 0.4 $8.0M 750k 10.60
Gores Metropoulos Unit 99/99/9999 0.4 $7.9M 700k 11.26
Schultze Special Purpose Acquisi Ord 0.4 $7.8M 765k 10.23
Dmy Technology Group Unit 99/99/9999 0.4 $7.8M 735k 10.58
Tuscan Holdings Corp 0.4 $7.8M 760k 10.23
International Flavors&fragra Unit 09/15/2021 0.4 $7.4M 168k 44.30
Realpage Note 1.500% 5/1 (Principal) 0.4 $7.3M 6.8M 1.08
Select Sector Spdr Tr Sbi Int-finl Call Option (XLF) 0.4 $7.3M 316k 23.14
Boeing Company Put Option (BA) 0.4 $6.6M 36k 183.31
Crescent Acquisition Corp Com Cl A 0.3 $6.2M 593k 10.46
Citic Capital Acquisition Unit 99/99/9999 0.3 $6.0M 600k 10.05
Insurance Acquisition Corp Unit 03/31/2024 0.3 $6.0M 400k 15.00
Arya Sciences Acquistion Unit 06/09/2027 0.3 $5.8M 500k 11.60
Kensington Cap Acquisition C Unit 07/01/2027 0.3 $5.8M 575k 10.02
Nuance Communications Note 1.250% 4/0 (Principal) 0.3 $5.7M 4.1M 1.40
Broadmark Rlty Cap *w Exp 11/15/202 0.3 $5.6M 18M 0.32
Hudson Executive Invt Corp Unit 06/21/2025 0.3 $5.6M 550k 10.25
Cf Fin Acquisition Corp Com Cl A 0.3 $5.4M 501k 10.85
Guess Note 2.000% 4/1 (Principal) 0.3 $5.2M 7.7M 0.67
Collier Creek Holdings Com Cl A 0.3 $5.2M 379k 13.70
Scvx Corp Unit 99/99/9999 (SCVXU) 0.3 $5.2M 500k 10.36
Tortoise Acquisition Corp *w Exp 03/04/202 0.3 $5.1M 475k 10.80
Crescent Acquisition Corp *w Exp 03/08/202 0.3 $5.1M 3.4M 1.50
Southwest Airlines (LUV) 0.3 $5.1M 148k 34.18
Graf Indl Corp *w Exp 12/31/202 0.3 $4.9M 2.2M 2.28
Datadog Cl A Com (DDOG) 0.3 $4.9M 56k 86.95
Zendesk 0.3 $4.9M 55k 88.53
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 0.3 $4.8M 121k 39.99
Cme (CME) 0.2 $4.7M 29k 162.54
Brooge Energy *w Exp 12/20/202 (BROGW) 0.2 $4.6M 9.4M 0.49
Penn Natl Gaming Note 2.750% 5/1 (Principal) 0.2 $4.6M 3.1M 1.50
Novus Cap Corp Unit 06/30/2027 0.2 $4.5M 426k 10.50
Wayfair Note 1.125%11/0 (Principal) 0.2 $4.5M 2.5M 1.79
Legacy Acquisition Corp *w Exp 11/30/202 0.2 $4.4M 9.0M 0.49
Grid Dynamics Hldgs *w Exp 03/05/202 0.2 $4.3M 2.7M 1.60
Spartan Energy Acquisition C *w Exp 08/27/202 0.2 $4.3M 2.4M 1.80
Lf Cap Acquisition Corp *w Exp 06/22/202 0.2 $4.2M 4.6M 0.90
Crown Castle Intl Corp 6.875% Con Pfd A 0.2 $4.0M 2.7k 1485.12
Royal Caribbean Cruises Put Option (RCL) 0.2 $4.0M 80k 50.30
Tuscan Holdings Corp *w Exp 04/01/202 0.2 $3.9M 6.6M 0.58
Monocle Acquisition Corp *w Exp 12/06/202 0.2 $3.8M 5.8M 0.65
Ubs Group SHS Call Option (UBS) 0.2 $3.5M 300k 11.54
Cf Fin Acquisition Corp *w Exp 04/30/202 0.2 $3.4M 2.5M 1.35
Sempra Energy (SRE) 0.2 $3.1M 27k 117.24
Atlas Technical Consultants *w Exp 11/26/202 0.2 $3.0M 7.8M 0.39
Juniper Indl Hldgs Com Cl A 0.2 $3.0M 301k 9.97
Broadmark Rlty Cap 0.2 $2.9M 306k 9.47
American Elec Pwr Unit 03/15/2022 0.2 $2.8M 59k 48.41
Carnival Corp Unit 99/99/9999 Put Option (CCL) 0.1 $2.8M 169k 16.42
Oaktree Acquisition Corp Unit 99/99/9999 0.1 $2.7M 250k 10.70
New Frontier Health Corp *w Exp 11/30/202 0.1 $2.7M 2.0M 1.36
Software Acquisition Group I Unit 10/01/2026 0.1 $2.6M 250k 10.52
Boston Scientific Corp 5.50% Cnv Pfd A 0.1 $2.6M 25k 104.71
Brooge Energy SHS (BROG) 0.1 $2.6M 304k 8.50
Infinera Corp Note 2.125% 9/0 (Principal) 0.1 $2.6M 3.0M 0.85
Ishares Silver Tr Ishares (SLV) 0.1 $2.6M 150k 17.01
Replay Acquisition Corp *w Exp 03/01/202 0.1 $2.5M 2.8M 0.90
Ebix Com New Call Option (EBIXQ) 0.1 $2.4M 108k 22.36
Graf Industrial Corp 0.1 $2.4M 170k 13.90
Insurance Acquisition Corp Cl A 0.1 $2.4M 183k 12.96
Insurance Acquisition Corp *w Exp 03/31/202 0.1 $2.3M 641k 3.64
Legacy Acquisition Corp Com Cl A 0.1 $2.3M 241k 9.60
Apex Technology Acquisition Com Cl A 0.1 $2.3M 225k 10.24
Churchill Cap Corp Ii *w Exp 07/02/202 0.1 $2.3M 795k 2.89
Select Sector Spdr Tr Sbi Materials Put Option (XLB) 0.1 $2.3M 40k 56.35
Sempra Energy 6% Pfd Conv A 0.1 $2.2M 23k 97.71
Inseego Corp Note 3.250% 5/0 (Principal) 0.1 $2.1M 2.0M 1.06
Metropcs Communications Put Option (TMUS) 0.1 $2.1M 20k 104.15
Lgl Sys Acquisition Corp Com Cl A 0.1 $2.1M 210k 9.91
Invesco Qqq Tr Unit Ser 1 (QQQ) 0.1 $2.1M 8.3k 247.65
Leisure Acquisition Corp *w Exp 12/05/201 0.1 $2.0M 2.2M 0.93
Centerpoint Energy Dep Rp Pfd Cv B 0.1 $2.0M 57k 35.56
Hubspot (HUBS) 0.1 $1.9M 8.4k 224.40
Teekay Corporation Note 5.000% 1/1 (Principal) 0.1 $1.8M 2.2M 0.82
Osprey Technlgy Aquistion *w Exp 10/30/202 0.1 $1.8M 1.7M 1.05
Far Pt Acquisition Corp *w Exp 06/01/202 0.1 $1.8M 3.6M 0.50
Liv Cap Acquisition Corp Unit 99/99/9999 0.1 $1.8M 175k 10.25
American Vrtual Cloud Tech I *w Exp 04/07/202 0.1 $1.8M 7.5M 0.24
Booking Holdings (BKNG) 0.1 $1.7M 1.1k 1592.03
Landcadia Hldgs Ii *w Exp 05/09/202 0.1 $1.6M 300k 5.40
Tesla Motors (TSLA) 0.1 $1.6M 1.5k 1079.57
NVIDIA Corporation (NVDA) 0.1 $1.6M 4.2k 379.99
Apex Technology Acquisition *w Exp 09/18/202 0.1 $1.6M 922k 1.70
Ishares Msci Germany Etf (EWG) 0.1 $1.5M 57k 27.10
Lamb Weston Hldgs (LW) 0.1 $1.5M 23k 63.94
Accel Entertainment *w Exp 11/20/202 (ACEL.WS) 0.1 $1.4M 602k 2.34
Chp Merger Corp *w Exp 11/22/202 0.1 $1.4M 1.4M 0.98
Wix SHS (WIX) 0.1 $1.4M 5.3k 256.23
Fintech Acquisition Corp Iii Com Cl A 0.1 $1.4M 122k 11.16
Intrexon Corp Note 3.500% 7/0 (Principal) 0.1 $1.4M 2.3M 0.58
Gfl Environmental Unit 99/99/9999t 0.1 $1.4M 28k 48.74
NuVasive 0.1 $1.3M 24k 55.66
Zoom Video Communications In Cl A (ZM) 0.1 $1.3M 4.9k 253.54
Perficient Note 2.375% 9/1 (Principal) 0.1 $1.2M 1.1M 1.15
Schultze Spl Purp Acqustn *w Exp 12/31/202 0.1 $1.2M 947k 1.29
Danaher Corporation 4.75 MND CV PFD 0.1 $1.1M 874.00 1247.14
PG&E Corporation Call Option (PCG) 0.1 $1.1M 120k 8.87
Collier Creek Holdings *w Exp 99/99/999 0.1 $1.1M 326k 3.25
Haymaker Acquisition Corp Ii Com Cl A 0.1 $1.0M 100k 10.35
New Providence Acquisition *w Exp 09/11/202 0.1 $1.0M 1.0M 1.00
Priority Technology Hldgs In (PRTH) 0.1 $1.0M 390k 2.59
Healthcare Merger Corp Com Cl A 0.1 $1.0M 100k 10.02
Fortress Value Acquisition C Com Cl A 0.1 $997k 100k 9.97
Chp Merger Corp Com Cl A 0.1 $996k 100k 9.96
Whole Earth Brands Com Cl A (FREE) 0.1 $974k 121k 8.07
Fintech Acquisition Corp Iii *w Exp 12/01/202 0.1 $960k 417k 2.30
Burlington Stores Put Option (BURL) 0.0 $847k 4.3k 196.98
Lam Research Corporation (LRCX) 0.0 $797k 2.5k 323.33
Haymaker Acquisition Corp Ii *w Exp 10/31/202 0.0 $770k 493k 1.56
Teekay Lng Partners Prtnrsp Units Put Option 0.0 $758k 65k 11.66
Norwegian Cruise Line Hldg L SHS Put Option (NCLH) 0.0 $739k 45k 16.42
Accelerate Diagnostics Note 2.500% 3/1 (Principal) 0.0 $710k 1.0M 0.71
Danaher Corporation (DHR) 0.0 $671k 3.8k 176.95
Cf Fin Acquisition Corp Unit 04/30/2025 0.0 $670k 57k 11.69
Moderna (MRNA) 0.0 $655k 10k 64.18
Cloudflare Cl A Com (NET) 0.0 $654k 18k 35.93
Microsoft Corporation (MSFT) 0.0 $651k 3.2k 203.44
Consol Energy Put Option (CEIX) 0.0 $626k 123k 5.07
Tenzing Acquisition Corp *w Exp 02/23/202 0.0 $574k 1.2M 0.47
Vaneck Vectors Etf Tr Gold Miners Etf Put Option (GDX) 0.0 $550k 15k 36.67
Beyond Meat (BYND) 0.0 $528k 3.9k 133.98
Healthcare Merger Corp *w Exp 12/17/202 0.0 $512k 445k 1.15
Cinemark Holdings Put Option (CNK) 0.0 $501k 43k 11.54
Scvx Corp Class A 0.0 $498k 50k 9.96
Willscot Corp 0.0 $497k 41k 12.29
Five9 (FIVN) 0.0 $497k 4.5k 110.74
Vaneck Vectors Etf Tr Jr Gold Miners E Call Option (GDXJ) 0.0 $496k 10k 49.60
Btterwr De Mxco S A P I De C SHS (BWMX) 0.0 $491k 50k 9.80
Liberty Latin America Com Cl C Call Option (LILAK) 0.0 $472k 50k 9.44
Gigcapital2 *w Exp 02/28/202 0.0 $458k 925k 0.50
Xeris Pharmaceuticals 0.0 $438k 165k 2.66
Ishares Tr Msci India Etf Put Option (INDA) 0.0 $435k 15k 29.00
Software Acquisition Group I *w Exp 10/01/202 0.0 $431k 479k 0.90
Juniper Indl Hldgs *w Exp 11/13/202 0.0 $424k 488k 0.87
The Trade Desk Com Cl A (TTD) 0.0 $422k 1.0k 406.16
Leo Holdings Corp Com Cl A 0.0 $410k 40k 10.39
Dex (DXCM) 0.0 $405k 1.0k 405.00
Vornado Rlty Tr Sh Ben Int Put Option (VNO) 0.0 $386k 10k 38.22
Oaktree Acquisition Corp *w Exp 99/99/999 0.0 $386k 292k 1.32
Applied Materials (AMAT) 0.0 $367k 6.1k 60.41
Falcon Minerals Corp *w Exp 07/21/202 0.0 $343k 3.8M 0.09
Teladoc (TDOC) 0.0 $328k 1.7k 190.92
Lgl Sys Acquisition Corp *w Exp 11/12/202 0.0 $316k 347k 0.91
Colfax Corp Unit 01/15/2022t 0.0 $292k 2.4k 121.87
Atlas Technical Consultants Com Cl A 0.0 $277k 42k 6.54
Gx Acquisition Corp *w Exp 05/24/202 0.0 $275k 250k 1.10
Sc Health Corp *w Exp 99/99/999 0.0 $270k 250k 1.08
Merida Merger Corp I *w Exp 11/07/202 0.0 $253k 505k 0.50
Peabody Energy Put Option (BTU) 0.0 $251k 87k 2.88
Covanta Holding Corporation Put Option 0.0 $240k 25k 9.60
Penn National Gaming (PENN) 0.0 $223k 7.3k 30.59
Tidewater Put Option (TDW) 0.0 $222k 40k 5.58
Draftkings Com Cl A 0.0 $221k 6.6k 33.32
Acamar Partners Acqsition *w Exp 02/26/202 0.0 $217k 167k 1.30
Fastly Cl A (FSLY) 0.0 $216k 2.5k 85.11
Stable Rd Acquisition Corp *w Exp 05/15/202 0.0 $214k 350k 0.61
Glry Str Nw Mdia Grup Hldg L *w Exp 02/13/202 (GSMGW) 0.0 $209k 5.2M 0.04
Gores Metropoulos *w Exp 01/28/202 0.0 $188k 95k 1.97
Dmy Technology Group Inc A 0.0 $176k 18k 10.06
Macy's Put Option (M) 0.0 $172k 25k 6.88
Redwood Trust Put Option (RWT) 0.0 $172k 25k 6.97
Tuscan Hldgs Corp Ii *w Exp 99/99/999 0.0 $169k 313k 0.54
Calumet Specialty Prods Ptnr Ut Ltd Partner Call Option (CLMT) 0.0 $161k 71k 2.28
Yatra Online Ord Shs (YTRA) 0.0 $160k 235k 0.68
Scvx Corp *w Exp 01/24/202 0.0 $156k 150k 1.04
Dmy Technology Group *w Exp 02/21/202 0.0 $155k 101k 1.53
Us Ecology *w Exp 10/17/202 0.0 $153k 32k 4.75
Kbl Merger Corp Iv *w Exp 01/15/202 0.0 $134k 435k 0.31
Nesco Hldgs 0.0 $129k 32k 4.01
Silver Spike Acquisition Cor *w Exp 08/02/202 0.0 $125k 250k 0.50
Trine Acquisition Corp *w Exp 03/31/202 0.0 $121k 78k 1.55
Collective Growth Corp Unit 04/29/2025 0.0 $111k 12k 9.52
Finserv Acquisition Corp *w Exp 12/31/202 0.0 $105k 100k 1.05
Northern Oil & Gas 0.0 $84k 100k 0.84
Trident Acquisitions Corp *w Exp 05/09/202 0.0 $69k 151k 0.46
Hc2 Holdings 0.0 $67k 20k 3.35
Nesco Hldgs *w Exp 01/01/202 0.0 $52k 289k 0.18
Switchback Energy Acquistn C *w Exp 07/25/202 0.0 $52k 66k 0.79
Alta Equipment Group *w Exp 02/14/202 0.0 $50k 48k 1.05
Big Rock Partners Acquisi Right 12/01/2022 0.0 $42k 150k 0.28
Biomx *w Exp 10/16/202 (PHGEW) 0.0 $39k 81k 0.48
Kbl Merger Corp Iv Right 04/09/2020 0.0 $36k 145k 0.25