BlueCrest Capital Management Ltd Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$3.9T

Holdings

1,424

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (1,424 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
23,456,259$623.7B16.16%Call
2
EMBISHARES TR
1,130,000$120.7B3.13%Put
3
HYGISHARES TR
1,290,000$109.8B2.84%Put
4
SPYSPDR S&P 500 ETF TR
204,671$55.5B1.44%Call
5
PEPPEPSICO INC
505,960$55.1B1.43%Call
6
IYRISHARES TR
613,885$49.5B1.28%
7
KNXKNIGHT SWIFT TRANSN HLDGS IN
1,255,496$48.0B1.24%
8
AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN
26,380,000$35.1B0.91%
9
IWMISHARES TR
185,097$30.3B0.79%Put
10
NEMNEWMONT MINING CORP
766,766$28.9B0.75%Call
11
NXPINXP SEMICONDUCTORS N V
253,475$27.7B0.72%Put
12
EWWISHARES INC
560,000$26.4B0.68%Call
13
LFUSLITTELFUSE INC
102,694$23.4B0.61%
14
MPWRMONOLITHIC PWR SYS INC
169,786$22.7B0.59%
15
AAPLAPPLE INC
122,041$22.6B0.59%
16
XLRESELECT SECTOR SPDR TR
598,897$19.6B0.51%
17
AZPNUSDASPEN TECHNOLOGY INC
204,402$19.0B0.49%
18
RENEWABLE ENERGY GROUP INC
10,423,000$18.7B0.49%
19
XOMEXXON MOBIL CORP
226,169$18.7B0.48%Call
20
GOLDCORP INC NEW
1,350,000$18.5B0.48%Call
21
RDS/AROYAL DUTCH SHELL PLC
264,286$18.3B0.47%
22
UNPUNION PAC CORP
127,883$18.1B0.47%
23
FAR PT ACQUISITION CORP
1,692,429$17.2B0.45%
24
MKSIMKS INSTRUMENT INC
180,124$17.2B0.45%
25
GKDGRAND CANYON ED INC
154,096$17.2B0.45%
26
REPLIGEN CORP
11,000,000$17.1B0.44%
27
ROCKWELL COLLINS INC
122,941$16.6B0.43%
28
BXMT 4.75 03/15/23BLACKSTONE MTG TR INC
16,655,000$16.3B0.42%
29
CXOEURCONCHO RES INC
115,292$16.0B0.41%
30
CELGCELGENE CORP
199,479$15.8B0.41%
31
PFEPFIZER INC
435,609$15.8B0.41%
32
51JOB INC
6,813,000$15.6B0.40%
33
NDQINVESCO QQQ TR
89,814$15.4B0.40%
34
AETNA INC NEW
83,981$15.4B0.40%
35
PJXPETROLEO BRASILEIRO SA PETRO
1,726,324$15.3B0.40%
36
CLEVELAND CLIFFS INC
12,300,000$15.0B0.39%
37
WF2WINTRUST FINL CORP
172,601$15.0B0.39%
38
GS ACQUISITION HLDGS CORP
1,455,481$14.9B0.39%
39
PRAHPRA HEALTH SCIENCES INC
158,681$14.8B0.38%
40
OSPREY ENERGY ACQUISITION CO
1,459,429$14.8B0.38%
41
JPMJPMORGAN CHASE & CO
137,169$14.3B0.37%
42
CSCOCISCO SYS INC
319,851$13.8B0.36%
43
TESLA INC
12,000,000$13.7B0.35%
44
CHECHEMED CORP NEW
42,331$13.6B0.35%
45
ICUIICU MED INC
45,689$13.4B0.35%
46
EFAISHARES TR
200,000$13.4B0.35%Call
47
BKRBAKER HUGHES A GE CO
387,392$12.8B0.33%
48
ROKROCKWELL AUTOMATION INC
75,890$12.6B0.33%
49
ITGARTNER INC
92,079$12.2B0.32%
50
GDGENERAL DYNAMICS CORP
64,810$12.1B0.31%
51
EXASEXACT SCIENCES CORP
198,567$11.9B0.31%
52
EWZISHARES INC
365,000$11.7B0.30%Put
53
GLWCORNING INC
422,565$11.6B0.30%
54
IARTINTEGRA LIFESCIENCES HLDGS C
179,670$11.6B0.30%
55
TRVCCITIGROUP INC
171,219$11.5B0.30%
56
BPBP PLC
246,429$11.3B0.29%
57
XL GROUP LTD
201,095$11.3B0.29%
58
COPCONOCOPHILLIPS
158,691$11.0B0.29%
59
XLFISELECT SECTOR SPDR TR
209,994$10.8B0.28%
60
EPAMEPAM SYS INC
86,713$10.8B0.28%
61
FICOFAIR ISAAC CORP
55,512$10.7B0.28%
62
RPREALPAGE INC
194,186$10.7B0.28%
63
SG7SAGE THERAPEUTICS INC
67,648$10.6B0.27%
64
CMACOMERICA INC
116,455$10.6B0.27%
65
AMGNAMGEN INC
56,721$10.5B0.27%
66
BMTABRITISH AMERN TOB PLC
205,428$10.4B0.27%
67
3M4MASIMO CORP
105,102$10.3B0.27%
68
CWCURTISS WRIGHT CORP
86,112$10.2B0.27%
69
VAREURVARIAN MED SYS INC
89,327$10.2B0.26%
70
ISRGINTUITIVE SURGICAL INC
21,194$10.1B0.26%
71
BACBANK AMER CORP
358,335$10.1B0.26%
72
UMPQUSDUMPQUA HLDGS CORP
445,214$10.1B0.26%
73
FINTECH ACQUISITION CORP II
1,000,000$10.0B0.26%
74
BDXBECTON DICKINSON & CO
41,717$10.0B0.26%
75
DELPHI TECHNOLOGIES PLC
219,793$10.0B0.26%
76
MOSAIC ACQUISITION CORP
981,300$9.8B0.25%
77
IBKRINTERACTIVE BROKERS GROUP IN
152,514$9.8B0.25%
78
GWWGRAINGER W W INC
31,570$9.7B0.25%
79
INVACARE CORP
7,259,000$9.7B0.25%
80
2U INC
116,080$9.7B0.25%
81
RNGRINGCENTRAL INC
134,569$9.5B0.25%
82
NTNXNUTANIX INC
181,035$9.3B0.24%
83
GRUBHUB INC
88,357$9.3B0.24%
84
RRCRANGE RES CORP
551,632$9.2B0.24%
85
ABXBARRICK GOLD CORP
700,000$9.2B0.24%Call
86
XLKSELECT SECTOR SPDR TR
131,730$9.2B0.24%
87
FCNCAFIRST CTZNS BANCSHARES INC N
21,887$8.8B0.23%
88
VALIDUS HOLDINGS LTD
129,801$8.8B0.23%
89
YUMYUM BRANDS INC
110,589$8.7B0.22%
90
UTXZUNITED TECHNOLOGIES CORP
68,578$8.6B0.22%Call
91
GSKGLAXOSMITHKLINE PLC
211,462$8.5B0.22%
92
XLUSELECT SECTOR SPDR TR
161,428$8.4B0.22%
93
IBBISHARES TR
76,212$8.4B0.22%
94
MTBM & T BK CORP
48,949$8.3B0.22%
95
GQ9SPDR GOLD TRUST
70,000$8.3B0.22%Call
96
CITCINTAS CORP
44,575$8.2B0.21%
97
BUNGE LIMITED
118,045$8.2B0.21%Call
98
CTLTEURCATALENT INC
191,686$8.0B0.21%
99
WRIGHT MED GROUP N V
5,882,000$7.8B0.20%
100
ENSCO PLC
1,077,807$7.8B0.20%
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