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)

#	Stock	Shares	Value	% Portfolio	Type
1	XLFSELECT SECTOR SPDR TR	23,456,259	$623.7B	16.16%	Call
2	EMBISHARES TR	1,130,000	$120.7B	3.13%	Put
3	HYGISHARES TR	1,290,000	$109.8B	2.84%	Put
4	SPYSPDR S&P 500 ETF TR	204,671	$55.5B	1.44%	Call
5	PEPPEPSICO INC	505,960	$55.1B	1.43%	Call
6	IYRISHARES TR	613,885	$49.5B	1.28%
7	KNXKNIGHT SWIFT TRANSN HLDGS IN	1,255,496	$48.0B	1.24%
8	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	26,380,000	$35.1B	0.91%
9	IWMISHARES TR	185,097	$30.3B	0.79%	Put
10	NEMNEWMONT MINING CORP	766,766	$28.9B	0.75%	Call
11	NXPINXP SEMICONDUCTORS N V	253,475	$27.7B	0.72%	Put
12	EWWISHARES INC	560,000	$26.4B	0.68%	Call
13	LFUSLITTELFUSE INC	102,694	$23.4B	0.61%
14	MPWRMONOLITHIC PWR SYS INC	169,786	$22.7B	0.59%
15	AAPLAPPLE INC	122,041	$22.6B	0.59%
16	XLRESELECT SECTOR SPDR TR	598,897	$19.6B	0.51%
17	AZPNUSDASPEN TECHNOLOGY INC	204,402	$19.0B	0.49%
18	—RENEWABLE ENERGY GROUP INC	10,423,000	$18.7B	0.49%
19	XOMEXXON MOBIL CORP	226,169	$18.7B	0.48%	Call
20	—GOLDCORP INC NEW	1,350,000	$18.5B	0.48%	Call
21	RDS/AROYAL DUTCH SHELL PLC	264,286	$18.3B	0.47%
22	UNPUNION PAC CORP	127,883	$18.1B	0.47%
23	—FAR PT ACQUISITION CORP	1,692,429	$17.2B	0.45%
24	MKSIMKS INSTRUMENT INC	180,124	$17.2B	0.45%
25	GKDGRAND CANYON ED INC	154,096	$17.2B	0.45%
26	—REPLIGEN CORP	11,000,000	$17.1B	0.44%
27	—ROCKWELL COLLINS INC	122,941	$16.6B	0.43%
28	BXMT 4.75 03/15/23BLACKSTONE MTG TR INC	16,655,000	$16.3B	0.42%
29	CXOEURCONCHO RES INC	115,292	$16.0B	0.41%
30	CELGCELGENE CORP	199,479	$15.8B	0.41%
31	PFEPFIZER INC	435,609	$15.8B	0.41%
32	—51JOB INC	6,813,000	$15.6B	0.40%
33	NDQINVESCO QQQ TR	89,814	$15.4B	0.40%
34	—AETNA INC NEW	83,981	$15.4B	0.40%
35	PJXPETROLEO BRASILEIRO SA PETRO	1,726,324	$15.3B	0.40%
36	—CLEVELAND CLIFFS INC	12,300,000	$15.0B	0.39%
37	WF2WINTRUST FINL CORP	172,601	$15.0B	0.39%
38	—GS ACQUISITION HLDGS CORP	1,455,481	$14.9B	0.39%
39	PRAHPRA HEALTH SCIENCES INC	158,681	$14.8B	0.38%
40	—OSPREY ENERGY ACQUISITION CO	1,459,429	$14.8B	0.38%
41	JPMJPMORGAN CHASE & CO	137,169	$14.3B	0.37%
42	CSCOCISCO SYS INC	319,851	$13.8B	0.36%
43	—TESLA INC	12,000,000	$13.7B	0.35%
44	CHECHEMED CORP NEW	42,331	$13.6B	0.35%
45	ICUIICU MED INC	45,689	$13.4B	0.35%
46	EFAISHARES TR	200,000	$13.4B	0.35%	Call
47	BKRBAKER HUGHES A GE CO	387,392	$12.8B	0.33%
48	ROKROCKWELL AUTOMATION INC	75,890	$12.6B	0.33%
49	ITGARTNER INC	92,079	$12.2B	0.32%
50	GDGENERAL DYNAMICS CORP	64,810	$12.1B	0.31%
51	EXASEXACT SCIENCES CORP	198,567	$11.9B	0.31%
52	EWZISHARES INC	365,000	$11.7B	0.30%	Put
53	GLWCORNING INC	422,565	$11.6B	0.30%
54	IARTINTEGRA LIFESCIENCES HLDGS C	179,670	$11.6B	0.30%
55	TRVCCITIGROUP INC	171,219	$11.5B	0.30%
56	BPBP PLC	246,429	$11.3B	0.29%
57	—XL GROUP LTD	201,095	$11.3B	0.29%
58	COPCONOCOPHILLIPS	158,691	$11.0B	0.29%
59	XLFISELECT SECTOR SPDR TR	209,994	$10.8B	0.28%
60	EPAMEPAM SYS INC	86,713	$10.8B	0.28%
61	FICOFAIR ISAAC CORP	55,512	$10.7B	0.28%
62	RPREALPAGE INC	194,186	$10.7B	0.28%
63	SG7SAGE THERAPEUTICS INC	67,648	$10.6B	0.27%
64	CMACOMERICA INC	116,455	$10.6B	0.27%
65	AMGNAMGEN INC	56,721	$10.5B	0.27%
66	BMTABRITISH AMERN TOB PLC	205,428	$10.4B	0.27%
67	3M4MASIMO CORP	105,102	$10.3B	0.27%
68	CWCURTISS WRIGHT CORP	86,112	$10.2B	0.27%
69	VAREURVARIAN MED SYS INC	89,327	$10.2B	0.26%
70	ISRGINTUITIVE SURGICAL INC	21,194	$10.1B	0.26%
71	BACBANK AMER CORP	358,335	$10.1B	0.26%
72	UMPQUSDUMPQUA HLDGS CORP	445,214	$10.1B	0.26%
73	—FINTECH ACQUISITION CORP II	1,000,000	$10.0B	0.26%
74	BDXBECTON DICKINSON & CO	41,717	$10.0B	0.26%
75	—DELPHI TECHNOLOGIES PLC	219,793	$10.0B	0.26%
76	—MOSAIC ACQUISITION CORP	981,300	$9.8B	0.25%
77	IBKRINTERACTIVE BROKERS GROUP IN	152,514	$9.8B	0.25%
78	GWWGRAINGER W W INC	31,570	$9.7B	0.25%
79	—INVACARE CORP	7,259,000	$9.7B	0.25%
80	—2U INC	116,080	$9.7B	0.25%
81	RNGRINGCENTRAL INC	134,569	$9.5B	0.25%
82	NTNXNUTANIX INC	181,035	$9.3B	0.24%
83	—GRUBHUB INC	88,357	$9.3B	0.24%
84	RRCRANGE RES CORP	551,632	$9.2B	0.24%
85	ABXBARRICK GOLD CORP	700,000	$9.2B	0.24%	Call
86	XLKSELECT SECTOR SPDR TR	131,730	$9.2B	0.24%
87	FCNCAFIRST CTZNS BANCSHARES INC N	21,887	$8.8B	0.23%
88	—VALIDUS HOLDINGS LTD	129,801	$8.8B	0.23%
89	YUMYUM BRANDS INC	110,589	$8.7B	0.22%
90	UTXZUNITED TECHNOLOGIES CORP	68,578	$8.6B	0.22%	Call
91	GSKGLAXOSMITHKLINE PLC	211,462	$8.5B	0.22%
92	XLUSELECT SECTOR SPDR TR	161,428	$8.4B	0.22%
93	IBBISHARES TR	76,212	$8.4B	0.22%
94	MTBM & T BK CORP	48,949	$8.3B	0.22%
95	GQ9SPDR GOLD TRUST	70,000	$8.3B	0.22%	Call
96	CITCINTAS CORP	44,575	$8.2B	0.21%
97	—BUNGE LIMITED	118,045	$8.2B	0.21%	Call
98	CTLTEURCATALENT INC	191,686	$8.0B	0.21%
99	—WRIGHT MED GROUP N V	5,882,000	$7.8B	0.20%
100	—ENSCO PLC	1,077,807	$7.8B	0.20%

Page 1 of 15Next