BlueCrest Capital Management Ltd Q1 2016 Filing
Filed May 3, 2016
Portfolio Value
$1.6T
Holdings
711
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (711 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES TR | 1,805,500 | $61.8B | 3.82% | Call |
| 2 | SPYSPDR S&P 500 ETF TR | 236,000 | $48.5B | 3.00% | Put |
| 3 | SNNSMITH & NEPHEW PLC | 1,000,000 | $33.3B | 2.06% | Call |
| 4 | XLUSELECT SECTOR SPDR TR | 485,204 | $24.1B | 1.49% | Put |
| 5 | LBTYBLIBERTY GLOBAL PLC | 601,340 | $23.2B | 1.43% | Call |
| 6 | —DEPOMED INC | 20,041,000 | $18.8B | 1.16% | |
| 7 | RDS/AROYAL DUTCH SHELL PLC | 360,000 | $17.4B | 1.08% | Put |
| 8 | —MOLINA HEALTHCARE INC | 10,100,000 | $16.7B | 1.03% | |
| 9 | HYGISHARES TR | 182,800 | $14.9B | 0.92% | Call |
| 10 | —ALLERGAN PLC | 15,591 | $14.3B | 0.89% | |
| 11 | —TESLA MTRS INC | 16,000,000 | $13.7B | 0.85% | |
| 12 | VRSN 3.25 08/15/37VERISIGN INC | 4,630,000 | $12.0B | 0.74% | |
| 13 | —J2 GLOBAL INC | 11,000,000 | $12.0B | 0.74% | |
| 14 | —CREDIT SUISSE AG NASSAU BRH | 500,000 | $11.9B | 0.74% | Put |
| 15 | —ALLSCRIPTS HEALTHCARE SOLUTN | 10,416,000 | $10.7B | 0.66% | |
| 16 | GRFSGRIFOLS S A | 671,338 | $10.4B | 0.64% | |
| 17 | AIGAMERICAN INTL GROUP INC | 190,666 | $10.3B | 0.64% | |
| 18 | AMHAMERICAN HOMES 4 RENT | 633,388 | $10.1B | 0.62% | |
| 19 | —TTM TECHNOLOGIES INC | 11,259,000 | $10.0B | 0.62% | |
| 20 | —FRONTIER COMMUNICATIONS CORP | 92,477 | $9.7B | 0.60% | |
| 21 | FRTEURFEDERAL REALTY INVT TR | 60,831 | $9.5B | 0.59% | |
| 22 | CMCSACOMCAST CORP NEW | 154,900 | $9.5B | 0.58% | |
| 23 | CLRUSDCONTINENTAL RESOURCES INC | 301,416 | $9.2B | 0.57% | |
| 24 | MSFTMICROSOFT CORP | 163,400 | $9.0B | 0.56% | Put |
| 25 | —PRICELINE GRP INC | 6,300,000 | $9.0B | 0.56% | |
| 26 | NSCNORFOLK SOUTHERN CORP | 106,800 | $8.9B | 0.55% | |
| 27 | HP5AEQUITY COMWLTH | 310,013 | $8.7B | 0.54% | |
| 28 | APCANADARKO PETE CORP | 186,547 | $8.7B | 0.54% | |
| 29 | MAMASTERCARD INC | 91,279 | $8.6B | 0.53% | |
| 30 | —MICROCHIP TECHNOLOGY INC | 4,245,000 | $8.5B | 0.52% | |
| 31 | BABAALIBABA GROUP HLDG LTD | 104,742 | $8.3B | 0.51% | |
| 32 | AMGAFFILIATED MANAGERS GROUP | 49,944 | $8.1B | 0.50% | |
| 33 | ALSALLSTATE CORP | 120,125 | $8.1B | 0.50% | |
| 34 | —BHP BILLITON PLC | 349,587 | $7.9B | 0.49% | |
| 35 | —TESORO CORP | 88,805 | $7.6B | 0.47% | |
| 36 | SUSUNCOR ENERGY INC NEW | 263,230 | $7.3B | 0.45% | |
| 37 | JPMJPMORGAN CHASE & CO | 123,265 | $7.3B | 0.45% | |
| 38 | MGMMGM RESORTS INTERNATIONAL | 331,400 | $7.1B | 0.44% | Call |
| 39 | RTN1USDRAYTHEON CO | 57,845 | $7.1B | 0.44% | |
| 40 | AMZNAMAZON COM INC | 11,693 | $6.9B | 0.43% | |
| 41 | —TYCO INTL PLC | 187,000 | $6.9B | 0.42% | |
| 42 | ETNEATON CORP PLC | 109,090 | $6.8B | 0.42% | |
| 43 | NOCNORTHROP GRUMMAN CORP | 34,100 | $6.7B | 0.42% | |
| 44 | IWMISHARES TR | 60,000 | $6.6B | 0.41% | Put |
| 45 | UTXZUNITED TECHNOLOGIES CORP | 65,341 | $6.5B | 0.40% | |
| 46 | BIDUNBAIDU INC | 34,176 | $6.5B | 0.40% | |
| 47 | —BROCADE COMMUNICATIONS SYS I | 6,390,000 | $6.3B | 0.39% | |
| 48 | BBDBANCO BRADESCO S A | 844,445 | $6.3B | 0.39% | |
| 49 | ALSNALLISON TRANSMISSION HLDGS I | 233,100 | $6.3B | 0.39% | |
| 50 | ROKROCKWELL AUTOMATION INC | 55,200 | $6.3B | 0.39% | Call |
| 51 | —CREDIT SUISSE NASSAU BRH | 240,000 | $6.2B | 0.38% | |
| 52 | FMCF M C CORP | 153,445 | $6.2B | 0.38% | Call |
| 53 | PEPPEPSICO INC | 60,439 | $6.2B | 0.38% | |
| 54 | S7VSALLY BEAUTY HLDGS INC | 189,315 | $6.1B | 0.38% | |
| 55 | BWABORGWARNER INC | 159,419 | $6.1B | 0.38% | |
| 56 | AMEAMETEK INC NEW | 122,315 | $6.1B | 0.38% | |
| 57 | ISBCUSDINVESTORS BANCORP INC NEW | 523,323 | $6.1B | 0.38% | |
| 58 | BECNUSDBEACON ROOFING SUPPLY INC | 148,200 | $6.1B | 0.38% | |
| 59 | CSLCARLISLE COS INC | 59,563 | $5.9B | 0.37% | |
| 60 | OPLNKAR AUCTION SVCS INC | 154,600 | $5.9B | 0.36% | |
| 61 | PGRPROGRESSIVE CORP OHIO | 164,032 | $5.8B | 0.36% | |
| 62 | DISDISNEY WALT CO | 57,983 | $5.8B | 0.36% | Call |
| 63 | EFAISHARES TR | 100,000 | $5.7B | 0.35% | Call |
| 64 | XLVSELECT SECTOR SPDR TR | 82,904 | $5.6B | 0.35% | |
| 65 | DWDMORGAN STANLEY | 221,300 | $5.5B | 0.34% | |
| 66 | —YAHOO INC | 5,564,000 | $5.5B | 0.34% | |
| 67 | —CARRIAGE SVCS INC | 4,937,000 | $5.5B | 0.34% | |
| 68 | —SALESFORCE COM INC | 4,355,000 | $5.4B | 0.33% | |
| 69 | EXPEAGLE MATERIALS INC | 76,500 | $5.4B | 0.33% | |
| 70 | CRICARTER INC | 50,742 | $5.3B | 0.33% | |
| 71 | MIDDMIDDLEBY CORP | 50,007 | $5.3B | 0.33% | |
| 72 | IPGINTERPUBLIC GROUP COS INC | 231,950 | $5.3B | 0.33% | |
| 73 | RICEEURRICE ENERGY INC | 377,624 | $5.3B | 0.33% | |
| 74 | KOCOCA COLA CO | 112,699 | $5.2B | 0.32% | Call |
| 75 | —HORIZON PHARMA INVT LTD | 6,106,000 | $5.2B | 0.32% | |
| 76 | —HCP INC | 158,092 | $5.2B | 0.32% | |
| 77 | —BLUE BUFFALO PET PRODS INC | 197,817 | $5.1B | 0.31% | |
| 78 | —IMMUNOMEDICS INC | 7,353,000 | $5.1B | 0.31% | |
| 79 | —ENCANA CORP | 828,486 | $5.0B | 0.31% | |
| 80 | MATMATTEL INC | 148,358 | $5.0B | 0.31% | |
| 81 | HDHOME DEPOT INC | 37,200 | $5.0B | 0.31% | |
| 82 | GOOGLALPHABET INC | 6,406 | $4.9B | 0.30% | |
| 83 | —DOW CHEM CO | 95,738 | $4.9B | 0.30% | Put |
| 84 | TSCOTRACTOR SUPPLY CO | 53,777 | $4.9B | 0.30% | |
| 85 | NDSNNORDSON CORP | 63,652 | $4.8B | 0.30% | |
| 86 | —BLACK HILLS CORP | 70,136 | $4.8B | 0.30% | |
| 87 | —SPIRIT RLTY CAP INC NEW | 4,700,000 | $4.8B | 0.29% | |
| 88 | SYU1SYNOVUS FINL CORP | 162,846 | $4.7B | 0.29% | |
| 89 | SHOOMADDEN STEVEN LTD | 127,100 | $4.7B | 0.29% | |
| 90 | —BUNGE LIMITED | 83,014 | $4.7B | 0.29% | |
| 91 | AEMAGNICO EAGLE MINES LTD | 129,700 | $4.7B | 0.29% | Call |
| 92 | —PRIVATEBANCORP INC | 120,080 | $4.6B | 0.29% | |
| 93 | STLDSTEEL DYNAMICS INC | 205,400 | $4.6B | 0.29% | |
| 94 | ASBASSOCIATED BANC CORP | 257,775 | $4.6B | 0.29% | |
| 95 | TMUST MOBILE US INC | 120,484 | $4.6B | 0.29% | |
| 96 | BALLBALL CORP | 63,926 | $4.6B | 0.28% | |
| 97 | KHCKRAFT HEINZ CO | 57,683 | $4.5B | 0.28% | |
| 98 | COFCAPITAL ONE FINL CORP | 65,283 | $4.5B | 0.28% | |
| 99 | —AK STL CORP | 5,000,000 | $4.5B | 0.28% | |
| 100 | —ACORDA THERAPEUTICS INC | 5,032,000 | $4.5B | 0.28% |
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