BlueCrest Capital Management Ltd Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$2.6T

Holdings

867

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (867 positions)

#StockSharesValue% PortfolioType
1
XOMEXXON MOBIL CORP
840,091$67.8B2.63%Call
2
SPYSPDR S&P 500 ETF TR
267,996$64.8B2.51%Put
3
XLKSELECT SECTOR SPDR TR
816,404$44.7B1.73%
4
TESLA INC
35,000,000$44.2B1.71%
5
BUWABIO RAD LABS INC
131,851$29.8B1.16%
6
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
23,730,000$26.1B1.01%
7
PNCPNC FINL SVCS GROUP INC
181,219$22.6B0.88%
8
XLFSELECT SECTOR SPDR TR
905,007$22.3B0.86%
9
XLISELECT SECTOR SPDR TR
318,732$21.7B0.84%
10
SWKSTANLEY BLACK & DECKER INC
151,223$21.3B0.82%
11
OLNOLIN CORP
680,828$20.6B0.80%
12
RSP PERMIAN INC
623,969$20.1B0.78%
13
XLVSELECT SECTOR SPDR TR
251,174$19.9B0.77%
14
ITBISHARES TR
577,423$19.6B0.76%
15
RSGREPUBLIC SVCS INC
289,364$18.4B0.71%
16
BKNGPRICELINE GRP INC
9,664$18.1B0.70%
17
CTRIP COM INTL LTD
12,541,000$17.7B0.69%
18
XLUSELECT SECTOR SPDR TR
337,323$17.5B0.68%
19
PRICELINE GRP INC
8,411,000$16.7B0.65%
20
VECO 2.7 01/15/23VEECO INSTRS INC DEL
16,018,000$16.4B0.64%
21
WRIGHT MED GROUP N V
11,000,000$15.6B0.60%
22
WCNWASTE CONNECTIONS INC
241,720$15.6B0.60%
23
CCCHEMOURS CO
393,012$14.9B0.58%
24
KEYKEYCORP NEW
788,317$14.8B0.57%
25
PTENPATTERSON UTI ENERGY INC
723,355$14.6B0.57%
26
XPOXPO LOGISTICS INC
225,437$14.6B0.56%
27
SKTTANGER FACTORY OUTLET CTRS I
560,577$14.6B0.56%
28
FANGDIAMONDBACK ENERGY INC
161,340$14.3B0.55%
29
TESORO CORP
143,508$13.4B0.52%
30
CARRIAGE SVCS INC
10,073,000$13.1B0.51%
31
OSVEURVANECK VECTORS ETF TR
521,995$12.9B0.50%Call
32
WRIGHT MED GROUP INC
11,500,000$12.8B0.50%
33
RENEWABLE ENERGY GROUP INC
9,423,000$12.8B0.50%
34
XYLXYLEM INC
229,385$12.7B0.49%
35
PHPARKER HANNIFIN CORP
79,555$12.7B0.49%
36
VRSN 3.25 08/15/37VERISIGN INC
4,630,000$12.7B0.49%
37
HALHALLIBURTON CO
295,874$12.6B0.49%
38
CMECME GROUP INC
98,950$12.4B0.48%
39
TWO HBRS INVT CORP
11,250,000$11.8B0.46%
40
BRK/BBERKSHIRE HATHAWAY INC DEL
68,920$11.7B0.45%
41
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC
7,564,000$11.4B0.44%
42
BCRUSDBARD C R INC
34,599$10.9B0.42%
43
XOPUSDSPDR SERIES TRUST
338,816$10.8B0.42%
44
AMLPUSDALPS ETF TR
867,147$10.4B0.40%
45
ENOVCOLFAX CORP
259,934$10.2B0.40%
46
FITBFIFTH THIRD BANCORP
390,118$10.1B0.39%
47
AAPLAPPLE INC
70,182$10.1B0.39%
48
HLTHILTON WORLDWIDE HLDGS INC
162,682$10.1B0.39%
49
MGMMGM RESORTS INTERNATIONAL
321,415$10.1B0.39%
50
TRVTRAVELERS COMPANIES INC
78,783$10.0B0.39%
51
RTN1USDRAYTHEON CO
61,640$10.0B0.39%
52
CMACOMERICA INC
135,593$9.9B0.38%
53
TTWOTAKE-TWO INTERACTIVE SOFTWAR
135,235$9.9B0.38%
54
VOYAVOYA FINL INC
265,697$9.8B0.38%
55
BECTON DICKINSON & CO
178,039$9.8B0.38%
56
XLESELECT SECTOR SPDR TR
150,177$9.7B0.38%
57
HDHOME DEPOT INC
61,655$9.5B0.37%
58
JPMJPMORGAN CHASE & CO
103,343$9.4B0.37%
59
EMNEASTMAN CHEM CO
111,001$9.3B0.36%
60
ENCANA CORP
1,058,754$9.3B0.36%
61
COHREURCOHERENT INC
41,151$9.3B0.36%
62
EMBISHARES TR
80,000$9.1B0.35%
63
UEOWESTLAKE CHEM CORP
137,872$9.1B0.35%
64
HBANHUNTINGTON BANCSHARES INC
673,142$9.1B0.35%
65
BYDBOYD GAMING CORP
365,395$9.1B0.35%
66
AK STL HLDG CORP
1,374,664$9.0B0.35%Call
67
LNCLINCOLN NATL CORP IND
133,581$9.0B0.35%
68
STAYUSDEXTENDED STAY AMER INC
464,685$9.0B0.35%
69
URIUNITED RENTALS INC
79,734$9.0B0.35%
70
JACKJACK IN THE BOX INC
90,696$8.9B0.35%
71
COPCONOCOPHILLIPS
202,980$8.9B0.35%
72
BECNUSDBEACON ROOFING SUPPLY INC
180,984$8.9B0.34%
73
MOLINA HEALTHCARE INC
5,000,000$8.8B0.34%
74
PNFPPINNACLE FINL PARTNERS INC
138,839$8.7B0.34%
75
REPLIGEN CORP
6,000,000$8.7B0.34%
76
LM05LIBERTY MEDIA CORP DELAWARE
246,775$8.6B0.33%
77
IWMISHARES TR
61,070$8.6B0.33%
78
CRCCANADIAN NAT RES LTD
298,092$8.6B0.33%
79
LUVSOUTHWEST AIRLS CO
137,999$8.6B0.33%
80
CTRIP COM INTL LTD
7,000,000$8.6B0.33%
81
AMDADVANCED MICRO DEVICES INC
678,995$8.5B0.33%
82
RDS/AROYAL DUTCH SHELL PLC
158,180$8.4B0.33%
83
FTITECHNIPFMC PLC
306,989$8.3B0.32%
84
DALDELTA AIR LINES INC DEL
151,980$8.2B0.32%
85
ENERGEN CORP
164,178$8.1B0.31%
86
ETRAE TRADE FINANCIAL CORP
210,370$8.0B0.31%
87
PBPROSPERITY BANCSHARES INC
122,826$7.9B0.31%
88
STLDSTEEL DYNAMICS INC
216,054$7.7B0.30%
89
VLYVALLEY NATL BANCORP
652,077$7.7B0.30%
90
TWXCHFTIME WARNER INC
75,492$7.6B0.29%
91
SNPSSYNOPSYS INC
103,492$7.5B0.29%
92
WBSWEBSTER FINL CORP CONN
143,250$7.5B0.29%
93
DUPONT FABROS TECHNOLOGY INC
121,598$7.4B0.29%
94
BBDBANCO BRADESCO S A
866,513$7.4B0.29%
95
JBLUJETBLUE AIRWAYS CORP
322,262$7.4B0.28%
96
CHTRCHARTER COMMUNICATIONS INC N
21,810$7.3B0.28%
97
CTRACABOT OIL & GAS CORP
292,344$7.3B0.28%
98
ELLAUDER ESTEE COS INC
75,895$7.3B0.28%
99
LOGMEURLOGMEIN INC
69,329$7.2B0.28%
100
TTENTOTAL S A
145,798$7.2B0.28%
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