BlueCrest Capital Management Ltd — Q2 2020 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q2 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001610880

Total reported value

$1.7B

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Full holdings list this quarter

Showing top 200 holdings (of 238 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	9.70%	+1.40%	-39.57%
2	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	9.59%	—	+61.76%
3	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	3.15%	-0.33%	EXIT
4	WUBAUSD	58.com Inc-adr	Stock-Other	3.07%	—	—
5	CCXX-U	Churchill Capital CORP Iii	Stock-Other	2.94%	—	—
6	NICEIT 1.25 01-15-24	Nice Systems INC	Stock-Other	2.92%	—	-0.06%
7	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	2.65%	—	+172.44%
8	✓	Social Cap Hedspia Hldg Co I	Stock-Other	1.89%	—	—
9	AAL 6.5 07-01-25	American Airlines Group	Stock-Industrials	1.82%	—	—
10	✓	Nikola CORP	Stock-Other	1.79%	—	—
11	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	1.74%	+1.31%	+52.31%
12	WPF-U	Foley Trasimene Acquisition	Stock-Other	1.68%	—	—
13	✓	Jaws Acquisition CORP	Stock-Other	1.56%	—	—
14	CCX-U	Churchill Capital CORP Ii	Stock-Other	1.45%	—	—
15	✓	Far Pt Acquisition CORP	Stock-Other	1.37%	—	+12.87%
16	✓	Social Cap Hdosphia Hldg Co	Stock-Other	1.33%	—	—
17	✓	Gs Acquisition Hldgs CORP Ii	Stock-Other	1.25%	—	—
18	✓	South Mtn Merger CORP	Stock-Other	1.25%	—	—
19	EXAS 0.375 03-01-28	Exact Sciences CORP	Stock-Other	1.24%	—	-7.59%
20	✓	Far Pt Acquisition CORP	Stock-Other	1.24%	—	+0.02%
21	✓	Trebia Acquisition CORP	Stock-Other	1.11%	—	—
22	QTWO 0.75 06-01-26	Q2 Holdings INC	Stock-Tech	1.10%	—	—
23	MT	Arcelormittal-ny Registered	Stock-Other	1.10%	—	—
24	CNNE	Cannae Holdings INC	Stock-Other	1.09%	—	—
25	QGEN	Qiagen N.V.	Stock-Healthcare	1.08%	—	—
26	✓	Osprey Technlgy Aquistion Co	Stock-Other	1.07%	—	-21.18%
27	✓	Flying Eagle Acquisition Cor	Stock-Other	0.98%	—	-21.09%
28	BAC	Bank Of America CORP	Stock-Financials	0.96%	+0.08%	—
29	CLF 1.5 01-15-25	Cleveland-cliffs INC	Stock-Materials	0.96%	—	+113.03%
30	JPM	Jpmorgan Chase & Co	Stock-Financials	0.95%	+0.14%	—
31	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.94%	—	+29.98%
32	WFC	Wells Fargo & Co	Stock-Financials	0.92%	-0.01%	—
33	✓	Landcadia Hldgs Ii INC	Stock-Other	0.86%	—	—
34	NEE 5.279 03-01-23	Nextera Energy INC	Stock-Utilities	0.81%	—	-35.31%
35	DTE 6.25 11-01-22	Dte Energy Co	Stock-Utilities	0.78%	—	+31.05%
36	JIH-U	Juniper Industrial Holdings	Stock-Other	0.75%	—	+37.44%
37	SAVE 4.75 05-15-25	Spirit Airlines INC	Stock-Other	0.75%	—	—
38	✓	Fintech Acquisition CORP Iii	Stock-Other	0.72%	—	+8.00%
39	✓	Healthcare Merger CORP	Stock-Other	0.66%	—	—
40	✓	Chp Merger CORP	Stock-Other	0.65%	—	—
41	✓	Cc Neuberger Principal Hldng	Stock-Other	0.61%	—	—
42	GOSS 5 06-01-27	Gossamer Bio INC	Stock-Other	0.61%	—	—
43	IQ 2 04-01-25	Iqiyi INC	Stock-Other	0.58%	—	—
44	✓	Haymaker Acquisition CORP Ii	Stock-Other	0.58%	—	—
45	D 7.25 06-01-22 A	Dominion Energy INC	Stock-Utilities	0.54%	—	+133.85%
46	DFNS-U	Lgl Systems Acquisition CORP	Stock-Other	0.52%	—	+11.76%
47	WTRG 6 04-30-22	Essential Utilities INC	Stock-Utilities	0.51%	—	+1178.49%
48	SWK 5.25 11-15-22	Stanley Black & Decker I	Stock-Industrials	0.51%	—	—
49	✓	Apex Technology Acquisitn Co	Stock-Other	0.49%	—	—
50	GLD	Spdr Gold Shares	ETF-Commodities	0.47%	-13.71%	-15.20%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q2 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EMB	Ishares Jp Morgan Usd Emergi	+2.8%	+61.76%	Add
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+1.5%	+172.44%	Add
3	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+0.6%	+47.01%	Add
4	IWM	Ishares Russell 2000 ETF	+0.6%	+52.31%	Add
5	CLF 1.5 01-15-25	Cleveland-cliffs INC	+0.5%	+113.03%	Add
6	WTRG 6 04-30-22	Essential Utilities INC	+0.5%	+1178.49%	Add
7	✓	Netfin Acquisition CORP	+0.4%	+42.22%	Add
8	XLF	Ss Financial Select Sector	+0.4%	+1219.03%	Add
9	NICEIT 1.25 01-15-24	Nice Systems INC	0%	-0.06%	Trim
10	✓		-0.6%	-63.70%	Trim
11	GDYN	Grid Dynamics Holdings INC	-0.7%	-38.93%	Trim
12	✓	Leo Holdings CORP	-0.8%	-96.61%	Trim
13	NEE 5.279 03-01-23	Nextera Energy INC	-0.9%	-35.31%	Trim
14	SPY	Ss Spdr S&p 500 ETF Trust-us	-7.7%	-39.57%	Trim
15	JNK	Ss Spdr Bb High Yield Bond	—	EXIT	Sold out
16	WUBAUSD	58.com Inc-adr	—	NEW	New buy
17	✓	Social Cap Hedspia Hldg Co I	—	NEW	New buy
18	AAL 6.5 07-01-25	American Airlines Group	—	NEW	New buy
19	✓	Nikola CORP	—	NEW	New buy
20	WPF-U	Foley Trasimene Acquisition	—	NEW	New buy
21	✓	Jaws Acquisition CORP	—	NEW	New buy
22	✓	Social Cap Hdosphia Hldg Co	—	NEW	New buy
23	✓	Gs Acquisition Hldgs CORP Ii	—	NEW	New buy
24	✓	Trebia Acquisition CORP	—	NEW	New buy
25	QTWO 0.75 06-01-26	Q2 Holdings INC	—	NEW	New buy
26	MT	Arcelormittal-ny Registered	—	NEW	New buy
27	CNNE	Cannae Holdings INC	—	NEW	New buy
28	QGEN	Qiagen N.V.	—	NEW	New buy
29	✓	Nebula Acquisition CORP	—	EXIT	Sold out
30	BAC	Bank Of America CORP	—	NEW	New buy
31	JPM	Jpmorgan Chase & Co	—	NEW	New buy
32	WFC	Wells Fargo & Co	—	NEW	New buy
33	✓	Landcadia Hldgs Ii INC	—	NEW	New buy
34	SAVE 4.75 05-15-25	Spirit Airlines INC	—	NEW	New buy
35	✓	Vectoiq Acquisition CORP	—	EXIT	Sold out
36	✓	Cc Neuberger Principal Hldng	—	NEW	New buy
37	GOSS 5 06-01-27	Gossamer Bio INC	—	NEW	New buy
38	CNMD 2.625 02-01-24	Conmed CORP	—	EXIT	Sold out
39	IQ 2 04-01-25	Iqiyi INC	—	NEW	New buy
40	SWK 5.25 11-15-22	Stanley Black & Decker I	—	NEW	New buy
41	✓	Netfin Acquisition CORP	—	NEW	New buy
42	✓	Vectoiq Acquisition CORP	—	EXIT	Sold out
43	✓	Cc Neuberger Principal Hldng	—	NEW	New buy
44	✓	Collier Creek Holdings	—	EXIT	Sold out
45	✓	Schultze Spl Purp Acqustn Co	—	NEW	New buy
46	BBY	Best Buy Co INC	—	EXIT	Sold out
47	RP 1.5 05-15-25	Realpage INC	—	NEW	New buy
48	WELL	Welltower INC	—	EXIT	Sold out
49	✓	Stable Rd Acquisition CORP	—	EXIT	Sold out
50	✓	Arya Sciences Acquisition Co	—	EXIT	Sold out