BlueCrest Capital Management Ltd — Q2 2019 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q2 2019
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001610880

Total reported value

$1.7B

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 383 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	11.63%	+1.40%	+909.21%
2	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	7.44%	—	+208.33%
3	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	4.49%	-0.33%	EXIT
4	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	4.49%	—	—
5	✓	Aqua America INC	Stock-Other	3.82%	—	—
6	D 7.25 06-01-22 A	Dominion Energy INC	Stock-Utilities	2.86%	—	—
7	✓	Far Pt Acquisition CORP	Stock-Other	2.82%	—	+43.90%
8	NICEIT 1.25 01-15-24	Nice Systems INC	Stock-Other	2.50%	—	+10.66%
9	VIAV 1 03-01-24	Viavi Solutions INC	Stock-Tech	2.27%	—	+6.46%
10	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	1.97%	—	—
11	✓	Gs Acquisition Hldgs CORP	Stock-Other	1.86%	—	—
12	NUAN 1.25 04-01-25	Nuance Communications	Stock-Other	1.75%	—	+89.04%
13	CCX-U	Churchill Capital CORP Ii	Stock-Other	1.62%	—	—
14	✓	South Mtn Merger CORP	Stock-Other	1.58%	—	—
15	CLF 1.5 01-15-25	Cleveland-cliffs INC	Stock-Materials	1.55%	—	-9.00%
16	ENOV 5.75 01-15-22	Colfax CORP	Stock-Other	1.42%	—	-57.27%
17	STNL	Sentinel Energy Service-cl A	Stock-Other	1.27%	—	—
18	TPG	TPG Inc.	Stock-Financials	1.25%	—	+155.00%
19	✓	Gs Acquisition Hldgs CORP	Stock-Other	1.24%	—	+9.95%
20	IFF 6 09-15-21	Intl Flavor & Fragrances	Stock-Materials	1.20%	—	-13.31%
21	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	Stock-Other	0.94%	—	-54.95%
22	PBR-A	Petroleo Brasil-sp Pref Adr	Stock-Other	0.88%	—	-35.48%
23	FISV	Fiserv INC	Stock-Other	0.82%	—	+2789.52%
24	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.80%	—	+179.68%
25	WMGI 2.25 11-15-21	Wright Medical Group NV	Stock-Other	0.79%	—	+36.26%
26	✓	Fintech Acquisition CORP Iii	Stock-Other	0.76%	—	—
27	✓	Mosaic Acquisition CORP	Stock-Other	0.74%	—	—
28	✓	Haymaker Acquisition CORP Ii	Stock-Other	0.73%	—	—
29	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.72%	—	+1744.98%
30	✓	Leo Holdings CORP	Stock-Other	0.71%	—	—
31	✓		Stock-Other	0.67%	—	+364.12%
32	AVTR 6.25 05-15-22 A	Avantor INC	Stock-Healthcare	0.64%	—	—
33	VNE 4 06-01-24	Veoneer INC	Stock-Other	0.63%	—	—
34	CME	Cme Group INC	Stock-Financials	0.62%	—	-0.01%
35	✓	Tuscan Holdings CORP	Stock-Other	0.57%	—	—
36	✓	Social Cap Hedosophia Hldgs	Stock-Other	0.55%	—	—
37	COUPEUR	Coupa Software INC	Stock-Other	0.53%	—	—
38	HLF 2.625 03-15-24	Herbalife LTD	Stock-Other	0.52%	—	+49.28%
39	✓	Gores Metropoulo	Stock-Other	0.52%	—	—
40	ATSG 1.125 10-15-24	Air Transport Services G	Stock-Other	0.48%	—	—
41	✓	Arya Sciences Acquisition Co	Stock-Other	0.46%	—	—
42	✓	Gores Holdings	Stock-Other	0.45%	—	—
43	✓	Pivotal Acquisition CORP	Stock-Other	0.44%	—	+34.24%
44	✓	Nebula Acquisition CORP	Stock-Other	0.44%	—	—
45	INFN 2.125 09-01-24	Infinera CORP	Stock-Other	0.44%	—	-1.43%
46	✓	Mosaic Acquisition CORP	Stock-Other	0.41%	—	—
47	✓	Boxwood Merger CORP	Stock-Other	0.40%	—	—
48	AMZN	Amazon.com INC	Stock-Consumer Disc	0.40%	-0.70%	EXIT
49	NRG 2.75 06-01-48	Nrg Energy INC	Stock-Utilities	0.39%	—	—
50	LYV 2.5 03-15-23	Live Nation Entertainmen	Stock-Comm Services	0.39%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q2 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+11%	+909.21%	Add
2	EMB	Ishares Jp Morgan Usd Emergi	+6.1%	+208.33%	Add
3	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+3.3%	+101.37%	Add
4	✓	Far Pt Acquisition CORP	+1.8%	+43.90%	Add
5	NUAN 1.25 04-01-25	Nuance Communications	+1.2%	+89.04%	Add
6	TPG	TPG Inc.	+1%	+155.00%	Add
7	FISV	Fiserv INC	+0.8%	+2789.52%	Add
8	LYB	LyondellBasell Industries N.V.	+0.7%	+1744.98%	Add
9	EWZ	Ishares Msci Brazil ETF	+0.7%	+179.68%	Add
10	✓		+0.6%	+364.12%	Add
11	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	-0.3%	-54.95%	Trim
12	OSIS 1.25 09-01-22	Osi Systems INC	-0.3%	-72.12%	Trim
13	AVGO	Broadcom INC	-0.3%	-91.51%	Trim
14	WOO	Foot Locker INC	-0.4%	-95.91%	Trim
15	RTN1USD	Raytheon Company	-0.4%	-94.94%	Trim
16	WFC	Wells Fargo & Co	-0.4%	-97.61%	Trim
17	PFE	Pfizer INC	-0.4%	-97.44%	Trim
18	PEP	Pepsico INC	-0.5%	-96.59%	Trim
19	REGI 4 06-15-36	Renewable Energy Group I	-0.5%	-70.54%	Trim
20	ENOV 5.75 01-15-22	Colfax CORP	-0.5%	-57.27%	Trim
21	AABAUSD	Altaba INC	—	EXIT	Sold out
22	ELAN	Elanco Animal Health INC	—	EXIT	Sold out
23	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	New buy
24	✓	Aqua America INC	—	NEW	New buy
25	D 7.25 06-01-22 A	Dominion Energy INC	—	NEW	New buy
26	TSLA 2 05-15-24	Tesla INC	—	NEW	New buy
27	QTWO 0.75 02-15-23	Q2 Holdings INC	—	EXIT	Sold out
28	✓	Gs Acquisition Hldgs CORP	—	NEW	New buy
29	CCX-U	Churchill Capital CORP Ii	—	NEW	New buy
30	✓	South Mtn Merger CORP	—	NEW	New buy
31	✓	Churchill Cap CORP	—	EXIT	Sold out
32	JAZZ 1.5 08-15-24	Jazz Investments I LTD	—	EXIT	Sold out
33	EXAS 0.375 03-15-27	Exact Sciences CORP	—	EXIT	Sold out
34	JOBS 3.25 04-15-19	51job INC	—	EXIT	Sold out
35	✓	Churchill Cap CORP	—	EXIT	Sold out
36	✓	Spartan Energy A	—	EXIT	Sold out
37	✓	Churchill Capita	—	EXIT	Sold out
38	✓	Haymaker Acquisition CORP Ii	—	NEW	New buy
39	✓	Leo Holdings CORP	—	NEW	New buy
40	UNP	Union Pacific CORP	—	EXIT	Sold out
41	AVTR 6.25 05-15-22 A	Avantor INC	—	NEW	New buy
42	DHR 4.75 04-15-22 A	Danaher CORP	—	EXIT	Sold out
43	VNE 4 06-01-24	Veoneer INC	—	NEW	New buy
44	TIFEUR	Tiffany & Co	—	EXIT	Sold out
45	✓	Social Cap Hedosophia Hldgs	—	NEW	New buy
46	XLE	Ss Energy Select Sector	—	EXIT	Sold out
47	COUPEUR	Coupa Software INC	—	NEW	New buy
48	C	Citigroup INC	—	EXIT	Sold out
49	AEP 6.125 03-15-22	American Electric Power	—	EXIT	Sold out
50	✓	Chaserg Technlgy Acquisitn C	—	EXIT	Sold out