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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