BlueCrest Capital Management Ltd Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$3.2T
Holdings
1,435
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (1,435 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,520,424 | $400.1B | 12.46% | Put |
| 2 | —POWERSHARES QQQ TRUST | 963,575 | $154.3B | 4.80% | Put |
| 3 | —BARCLAYS BK PLC | 1,000,000 | $47.3B | 1.47% | Put |
| 4 | NTRNUTRIEN LTD | 899,145 | $42.5B | 1.32% | |
| 5 | CMECME GROUP INC | 253,242 | $41.0B | 1.28% | |
| 6 | KNXKNIGHT SWIFT TRANSN HLDGS IN | 855,385 | $39.4B | 1.23% | |
| 7 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 26,880,000 | $32.3B | 1.01% | |
| 8 | —MONSANTO CO NEW | 259,887 | $30.3B | 0.94% | Put |
| 9 | TRVCCITIGROUP INC | 445,375 | $30.1B | 0.94% | |
| 10 | XLUSELECT SECTOR SPDR TR | 590,947 | $29.9B | 0.93% | |
| 11 | LMTLOCKHEED MARTIN CORP | 84,313 | $28.5B | 0.89% | |
| 12 | XLKSELECT SECTOR SPDR TR | 403,548 | $26.4B | 0.82% | |
| 13 | EFAISHARES TR | 375,000 | $26.1B | 0.81% | Call |
| 14 | CHTRCHARTER COMMUNICATIONS INC N | 74,238 | $23.1B | 0.72% | |
| 15 | —GOLDCORP INC NEW | 1,625,640 | $22.5B | 0.70% | Call |
| 16 | EXASEXACT SCIENCES CORP | 24,000,000 | $21.4B | 0.67% | |
| 17 | —51JOB INC | 10,263,000 | $20.7B | 0.65% | |
| 18 | HYGISHARES TR | 235,700 | $20.2B | 0.63% | Put |
| 19 | COPCONOCOPHILLIPS | 333,474 | $19.8B | 0.62% | |
| 20 | EEMISHARES TR | 409,408 | $19.8B | 0.62% | |
| 21 | KOCOCA COLA CO | 454,427 | $19.7B | 0.61% | |
| 22 | —AETNA INC NEW | 116,497 | $19.7B | 0.61% | |
| 23 | BUWABIO RAD LABS INC | 74,707 | $18.7B | 0.58% | |
| 24 | CSCOCISCO SYS INC | 414,822 | $17.8B | 0.55% | |
| 25 | GQ9SPDR GOLD TRUST | 140,000 | $17.6B | 0.55% | Call |
| 26 | —TESLA INC | 17,212,000 | $17.0B | 0.53% | |
| 27 | —RENEWABLE ENERGY GROUP INC | 12,423,000 | $16.9B | 0.53% | |
| 28 | TWXCHFTIME WARNER INC | 174,592 | $16.5B | 0.51% | |
| 29 | IEFISHARES TR | 150,000 | $15.5B | 0.48% | Call |
| 30 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 15,000,000 | $15.2B | 0.47% | |
| 31 | —CARRIAGE SVCS INC | 10,751,000 | $14.2B | 0.44% | |
| 32 | PCARPACCAR INC | 212,542 | $14.1B | 0.44% | |
| 33 | —LIBERTY INTERACTIVE CORP | 548,810 | $13.8B | 0.43% | |
| 34 | —INSULET CORP | 8,417,000 | $13.0B | 0.41% | |
| 35 | —XL GROUP LTD | 234,735 | $13.0B | 0.40% | |
| 36 | RFREGIONS FINL CORP NEW | 696,672 | $12.9B | 0.40% | |
| 37 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 12,655,000 | $12.4B | 0.39% | |
| 38 | CPRTCOPART INC | 242,478 | $12.3B | 0.38% | |
| 39 | HUMHUMANA INC | 45,082 | $12.1B | 0.38% | |
| 40 | EOGEOG RES INC | 114,808 | $12.1B | 0.38% | |
| 41 | HONHONEYWELL INTL INC | 82,549 | $11.9B | 0.37% | |
| 42 | XLISELECT SECTOR SPDR TR | 150,000 | $11.1B | 0.35% | Call |
| 43 | —CLEVELAND CLIFFS INC | 10,300,000 | $11.1B | 0.35% | |
| 44 | —ORBITAL ATK INC | 83,073 | $11.0B | 0.34% | |
| 45 | TIFEURTIFFANY & CO NEW | 112,711 | $11.0B | 0.34% | Call |
| 46 | ADMARCHER DANIELS MIDLAND CO | 251,077 | $10.9B | 0.34% | |
| 47 | FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE | 10,231,000 | $10.8B | 0.33% | |
| 48 | CICIGNA CORPORATION | 62,423 | $10.5B | 0.33% | Call |
| 49 | PKGPACKAGING CORP AMER | 92,692 | $10.4B | 0.33% | |
| 50 | XPOXPO LOGISTICS INC | 102,111 | $10.4B | 0.32% | |
| 51 | —ROCKWELL COLLINS INC | 76,413 | $10.3B | 0.32% | |
| 52 | HALHALLIBURTON CO | 216,621 | $10.2B | 0.32% | |
| 53 | —MICROSEMI CORP | 153,290 | $9.9B | 0.31% | |
| 54 | VLOVALERO ENERGY CORP NEW | 106,477 | $9.9B | 0.31% | |
| 55 | IYRISHARES TR | 130,430 | $9.8B | 0.31% | |
| 56 | LAZLAZARD LTD | 186,598 | $9.8B | 0.31% | |
| 57 | —MYLAN N V | 234,570 | $9.7B | 0.30% | |
| 58 | —DYCOM INDS INC | 7,424,000 | $9.4B | 0.29% | |
| 59 | NXPINXP SEMICONDUCTORS N V | 80,194 | $9.4B | 0.29% | |
| 60 | GPCGENUINE PARTS CO | 104,270 | $9.4B | 0.29% | |
| 61 | TUPTUPPERWARE BRANDS CORP | 192,953 | $9.3B | 0.29% | |
| 62 | FANGDIAMONDBACK ENERGY INC | 71,599 | $9.1B | 0.28% | |
| 63 | 7HPHP INC | 402,536 | $8.8B | 0.27% | |
| 64 | RIG 0.5 01/30/23TRANSOCEAN INC | 7,539,000 | $8.6B | 0.27% | |
| 65 | MPCMARATHON PETE CORP | 117,355 | $8.6B | 0.27% | |
| 66 | ITBISHARES TR | 208,419 | $8.2B | 0.26% | |
| 67 | XLBSELECT SECTOR SPDR TR | 143,262 | $8.2B | 0.25% | |
| 68 | CELGCELGENE CORP | 91,216 | $8.1B | 0.25% | |
| 69 | —INTEGRATED DEVICE TECHNOLOGY | 7,197,000 | $8.1B | 0.25% | |
| 70 | ABMDEURABIOMED INC | 27,737 | $8.1B | 0.25% | |
| 71 | —MOLINA HEALTHCARE INC | 4,000,000 | $8.1B | 0.25% | |
| 72 | XLESELECT SECTOR SPDR TR | 118,552 | $8.0B | 0.25% | |
| 73 | —DOWDUPONT INC | 122,617 | $7.8B | 0.24% | |
| 74 | ETNEATON CORP PLC | 96,725 | $7.7B | 0.24% | |
| 75 | XLFSELECT SECTOR SPDR TR | 278,219 | $7.7B | 0.24% | Call |
| 76 | —SEMPRA ENERGY | 74,239 | $7.6B | 0.24% | |
| 77 | DISCKUSDDISCOVERY COMMUNICATNS NEW | 383,634 | $7.5B | 0.23% | |
| 78 | BBTUSDBB&T CORP | 143,275 | $7.5B | 0.23% | |
| 79 | JNPJUNIPER NETWORKS INC | 304,579 | $7.4B | 0.23% | |
| 80 | —CBS CORP NEW | 141,155 | $7.3B | 0.23% | |
| 81 | —SUNTRUST BKS INC | 106,370 | $7.2B | 0.23% | |
| 82 | TEXTEREX CORP NEW | 190,924 | $7.1B | 0.22% | |
| 83 | JPMJPMORGAN CHASE & CO | 64,070 | $7.0B | 0.22% | |
| 84 | KELKELLOGG CO | 108,192 | $7.0B | 0.22% | |
| 85 | —RSP PERMIAN INC | 149,335 | $7.0B | 0.22% | |
| 86 | —ENERGEN CORP | 111,009 | $7.0B | 0.22% | |
| 87 | UFSDOMTAR CORP | 162,260 | $6.9B | 0.21% | |
| 88 | —BUNGE LIMITED | 91,988 | $6.8B | 0.21% | |
| 89 | IACIEURIAC INTERACTIVECORP | 43,154 | $6.7B | 0.21% | |
| 90 | MDPUSDMEREDITH CORP | 125,252 | $6.7B | 0.21% | |
| 91 | UNPUNION PAC CORP | 50,000 | $6.7B | 0.21% | Call |
| 92 | XLYSELECT SECTOR SPDR TR | 66,140 | $6.7B | 0.21% | |
| 93 | AAPLAPPLE INC | 39,493 | $6.6B | 0.21% | |
| 94 | MARMARRIOTT INTL INC NEW | 48,477 | $6.6B | 0.21% | |
| 95 | DFSEURDISCOVER FINL SVCS | 91,627 | $6.6B | 0.21% | |
| 96 | WYWEYERHAEUSER CO | 186,624 | $6.5B | 0.20% | |
| 97 | MCDMCDONALDS CORP | 41,705 | $6.5B | 0.20% | |
| 98 | TRCOTRIBUNE MEDIA CO | 159,926 | $6.5B | 0.20% | |
| 99 | CVXCHEVRON CORP NEW | 56,120 | $6.4B | 0.20% | |
| 100 | —ALDER BIOPHARMACEUTICALS INC | 7,000,000 | $6.4B | 0.20% |
Page 1 of 15Next