BlueCrest Capital Management Ltd Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$3.2T
Holdings
692
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (692 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | PGPROCTER AND GAMBLE CO | 5,159,376 | $463.1B | 14.63% | |
| 2 | SPYSPDR S&P 500 ETF TR | 1,240,500 | $268.3B | 8.48% | Put |
| 3 | COTYCOTY INC | 7,114,351 | $167.2B | 5.28% | Put |
| 4 | TLTISHARES TR | 675,000 | $92.8B | 2.93% | Call |
| 5 | —OASIS PETE INC NEW | 20,250,000 | $23.0B | 0.73% | |
| 6 | —PINNACLE FOODS INC DEL | 452,171 | $22.7B | 0.72% | |
| 7 | —DYNEGY INC NEW DEL | 271,649 | $22.5B | 0.71% | |
| 8 | IYRISHARES TR | 278,969 | $22.5B | 0.71% | |
| 9 | CMCSACOMCAST CORP NEW | 330,956 | $22.0B | 0.69% | |
| 10 | HALHALLIBURTON CO | 483,172 | $21.7B | 0.69% | |
| 11 | OSVEURVANECK VECTORS ETF TR | 700,000 | $20.5B | 0.65% | Call |
| 12 | —DOW CHEM CO | 373,172 | $19.3B | 0.61% | Put |
| 13 | CSXCSX CORP | 631,085 | $19.2B | 0.61% | |
| 14 | AIGAMERICAN INTL GROUP INC | 311,504 | $18.5B | 0.58% | |
| 15 | SWKSTANLEY BLACK & DECKER INC | 146,251 | $18.0B | 0.57% | |
| 16 | —ALLERGAN PLC | 21,614 | $17.8B | 0.56% | |
| 17 | APCANADARKO PETE CORP | 279,183 | $17.7B | 0.56% | |
| 18 | —DEPOMED INC | 12,250,000 | $17.5B | 0.55% | |
| 19 | SLCAU S SILICA HLDGS INC | 361,968 | $16.9B | 0.53% | |
| 20 | DOVDOVER CORP | 227,627 | $16.8B | 0.53% | |
| 21 | NBRNABORS INDUSTRIES LTD | 1,371,038 | $16.7B | 0.53% | |
| 22 | KHCKRAFT HEINZ CO | 185,436 | $16.6B | 0.52% | |
| 23 | NWLNEWELL BRANDS INC | 312,990 | $16.5B | 0.52% | |
| 24 | —TTM TECHNOLOGIES INC | 12,000,000 | $15.8B | 0.50% | |
| 25 | —ENSCO PLC | 1,858,882 | $15.8B | 0.50% | |
| 26 | TWXCHFTIME WARNER INC | 195,927 | $15.6B | 0.49% | |
| 27 | HASHASBRO INC | 195,763 | $15.5B | 0.49% | |
| 28 | 9990302DAPACHE CORP | 241,710 | $15.4B | 0.49% | |
| 29 | NSCNORFOLK SOUTHERN CORP | 157,737 | $15.3B | 0.48% | |
| 30 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 14,000,000 | $15.2B | 0.48% | |
| 31 | EOGEOG RES INC | 151,200 | $14.6B | 0.46% | |
| 32 | APDAIR PRODS & CHEMS INC | 96,289 | $14.5B | 0.46% | |
| 33 | IWMISHARES TR | 113,216 | $14.1B | 0.44% | Put |
| 34 | AMHAMERICAN HOMES 4 RENT | 636,411 | $13.8B | 0.44% | |
| 35 | LUVSOUTHWEST AIRLS CO | 346,525 | $13.5B | 0.43% | |
| 36 | DNKNDUNKIN BRANDS GROUP INC | 253,990 | $13.2B | 0.42% | |
| 37 | FDXFEDEX CORP | 75,666 | $13.2B | 0.42% | |
| 38 | HRLHORMEL FOODS CORP | 343,772 | $13.0B | 0.41% | |
| 39 | HIGHARTFORD FINL SVCS GROUP INC | 301,077 | $12.9B | 0.41% | |
| 40 | ROSTROSS STORES INC | 196,095 | $12.6B | 0.40% | |
| 41 | AMZNAMAZON COM INC | 14,637 | $12.3B | 0.39% | |
| 42 | DKSDICKS SPORTING GOODS INC | 210,029 | $11.9B | 0.38% | Put |
| 43 | CTVHELIX ENERGY SOLUTIONS GRP I | 1,459,595 | $11.9B | 0.38% | |
| 44 | IVZINVESCO LTD | 379,295 | $11.9B | 0.37% | |
| 45 | SMSM ENERGY CO | 306,651 | $11.8B | 0.37% | |
| 46 | XECEURCIMAREX ENERGY CO | 86,911 | $11.7B | 0.37% | |
| 47 | WFRDWEATHERFORD INTL PLC | 2,066,841 | $11.6B | 0.37% | |
| 48 | ISBCUSDINVESTORS BANCORP INC NEW | 931,248 | $11.2B | 0.35% | |
| 49 | HONHONEYWELL INTL INC | 95,635 | $11.2B | 0.35% | |
| 50 | REEVEREST RE GROUP LTD | 56,883 | $10.8B | 0.34% | |
| 51 | YUMYUM BRANDS INC | 118,669 | $10.8B | 0.34% | |
| 52 | BF/BBROWN FORMAN CORP | 226,436 | $10.7B | 0.34% | |
| 53 | ORCLORACLE CORP | 272,459 | $10.7B | 0.34% | |
| 54 | MPCMARATHON PETE CORP | 263,441 | $10.7B | 0.34% | |
| 55 | MTDRMATADOR RES CO | 439,223 | $10.7B | 0.34% | |
| 56 | —CARDTRONICS INC | 10,077,000 | $10.7B | 0.34% | |
| 57 | VRSN 3.25 08/15/37VERISIGN INC | 4,630,000 | $10.6B | 0.33% | |
| 58 | WDCWESTERN DIGITAL CORP | 180,666 | $10.6B | 0.33% | Put |
| 59 | JPMJPMORGAN CHASE & CO | 157,163 | $10.5B | 0.33% | |
| 60 | VVISA INC | 126,460 | $10.5B | 0.33% | |
| 61 | —TESORO CORP | 130,183 | $10.4B | 0.33% | |
| 62 | VMCVULCAN MATLS CO | 89,360 | $10.2B | 0.32% | |
| 63 | CITCINTAS CORP | 89,872 | $10.1B | 0.32% | |
| 64 | PNCPNC FINL SVCS GROUP INC | 112,284 | $10.1B | 0.32% | |
| 65 | CP.TOCANADIAN PAC RY LTD | 65,945 | $10.1B | 0.32% | |
| 66 | TECK/BTECK RESOURCES LTD | 556,895 | $10.0B | 0.32% | |
| 67 | MGMMGM RESORTS INTERNATIONAL | 385,648 | $10.0B | 0.32% | Call |
| 68 | DALDELTA AIR LINES INC DEL | 248,794 | $9.8B | 0.31% | |
| 69 | WOOFOOT LOCKER INC | 144,521 | $9.8B | 0.31% | |
| 70 | CBCHUBB LIMITED | 77,177 | $9.7B | 0.31% | |
| 71 | —NEWFIELD EXPL CO | 221,588 | $9.6B | 0.30% | |
| 72 | MRKMERCK & CO INC | 152,478 | $9.5B | 0.30% | |
| 73 | —CARRIAGE SVCS INC | 8,073,000 | $9.5B | 0.30% | |
| 74 | FISVFISERV INC | 94,009 | $9.4B | 0.30% | |
| 75 | —PRICELINE GRP INC | 5,846,000 | $9.3B | 0.29% | |
| 76 | FETUSDFORUM ENERGY TECHNOLOGIES IN | 463,519 | $9.2B | 0.29% | |
| 77 | —LIBERTY INTERACTIVE CORP | 221,668 | $8.8B | 0.28% | |
| 78 | TSNTYSON FOODS INC | 116,907 | $8.7B | 0.28% | |
| 79 | KOCOCA COLA CO | 205,800 | $8.7B | 0.28% | Call |
| 80 | —RAYONIER ADVANCED MATLS INC | 82,000 | $8.6B | 0.27% | |
| 81 | —MONSANTO CO NEW | 84,011 | $8.6B | 0.27% | |
| 82 | BACVERIZON COMMUNICATIONS INC | 164,418 | $8.5B | 0.27% | |
| 83 | ASBASSOCIATED BANC CORP | 435,937 | $8.5B | 0.27% | |
| 84 | —DYCOM INDS INC | 7,800,000 | $8.5B | 0.27% | |
| 85 | SYU1SYNOVUS FINL CORP | 261,286 | $8.5B | 0.27% | |
| 86 | XLBSELECT SECTOR SPDR TR | 177,371 | $8.5B | 0.27% | |
| 87 | EMNEASTMAN CHEM CO | 124,496 | $8.4B | 0.27% | |
| 88 | AMEAMETEK INC NEW | 173,308 | $8.3B | 0.26% | |
| 89 | ROKROCKWELL AUTOMATION INC | 67,003 | $8.2B | 0.26% | |
| 90 | ADIANALOG DEVICES INC | 125,892 | $8.1B | 0.26% | |
| 91 | BCEBCE INC | 168,634 | $7.8B | 0.25% | |
| 92 | KMTKENNAMETAL INC | 267,897 | $7.8B | 0.25% | |
| 93 | FANGDIAMONDBACK ENERGY INC | 79,096 | $7.6B | 0.24% | |
| 94 | UTXZUNITED TECHNOLOGIES CORP | 75,000 | $7.6B | 0.24% | Put |
| 95 | XLUSELECT SECTOR SPDR TR | 154,807 | $7.6B | 0.24% | |
| 96 | RNRRENAISSANCERE HOLDINGS LTD | 62,850 | $7.6B | 0.24% | |
| 97 | CVSCVS HEALTH CORP | 83,374 | $7.4B | 0.23% | |
| 98 | SPBSPECTRUM BRANDS HLDGS INC | 53,658 | $7.4B | 0.23% | |
| 99 | RICEEURRICE ENERGY INC | 279,184 | $7.3B | 0.23% | |
| 100 | BAXBAXTER INTL INC | 150,490 | $7.2B | 0.23% |
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