BlueCrest Capital Management Ltd Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$2.5T
Holdings
809
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (809 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 563,278 | $141.5B | 5.75% | Put |
| 2 | XLESELECT SECTOR SPDR TR | 1,120,730 | $76.7B | 3.12% | |
| 3 | KNXKNIGHT SWIFT TRANSN HLDGS IN | 1,019,304 | $42.4B | 1.72% | |
| 4 | XLFISELECT SECTOR SPDR TR | 767,658 | $41.4B | 1.68% | |
| 5 | GMGENERAL MTRS CO | 902,268 | $36.4B | 1.48% | |
| 6 | IWMISHARES TR | 233,958 | $34.7B | 1.41% | Call |
| 7 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 26,730,000 | $34.1B | 1.38% | |
| 8 | —PROSHARES TR II | 1,492,837 | $30.8B | 1.25% | Put |
| 9 | XLVSELECT SECTOR SPDR TR | 348,382 | $28.5B | 1.16% | |
| 10 | XLUSELECT SECTOR SPDR TR | 531,755 | $28.2B | 1.15% | |
| 11 | IBBISHARES TR | 83,025 | $27.7B | 1.13% | |
| 12 | IYRISHARES TR | 325,704 | $26.0B | 1.06% | |
| 13 | ZBHZIMMER BIOMET HLDGS INC | 218,492 | $25.6B | 1.04% | Call |
| 14 | EAELECTRONIC ARTS INC | 215,121 | $25.4B | 1.03% | |
| 15 | EQIXEQUINIX INC | 53,559 | $23.9B | 0.97% | |
| 16 | —TESLA INC | 19,000,000 | $23.3B | 0.95% | |
| 17 | DISH 3.375 08/15/26DISH NETWORK CORP | 20,000,000 | $22.4B | 0.91% | |
| 18 | NEMNEWMONT MINING CORP | 561,552 | $21.1B | 0.86% | Call |
| 19 | —ANDEAVOR | 201,477 | $20.8B | 0.84% | |
| 20 | COPCONOCOPHILLIPS | 412,601 | $20.7B | 0.84% | |
| 21 | —TESLA INC | 17,500,000 | $19.7B | 0.80% | |
| 22 | UEOWESTLAKE CHEM CORP | 228,729 | $19.0B | 0.77% | |
| 23 | XLRESELECT SECTOR SPDR TR | 584,117 | $18.8B | 0.77% | |
| 24 | MPCMARATHON PETE CORP | 324,266 | $18.2B | 0.74% | |
| 25 | AALAMERICAN AIRLS GROUP INC | 364,382 | $17.3B | 0.70% | |
| 26 | NSCNORFOLK SOUTHERN CORP | 130,000 | $17.2B | 0.70% | Call |
| 27 | —PRICELINE GRP INC | 8,411,000 | $16.3B | 0.66% | |
| 28 | ARNCCHFARCONIC INC | 649,799 | $16.2B | 0.66% | |
| 29 | —ASTORIA FINL CORP | 750,000 | $16.1B | 0.66% | |
| 30 | BUWABIO RAD LABS INC | 72,565 | $16.1B | 0.66% | |
| 31 | —CTRIP COM INTL LTD | 11,441,000 | $15.9B | 0.64% | |
| 32 | LUVSOUTHWEST AIRLS CO | 274,585 | $15.4B | 0.62% | |
| 33 | HONHONEYWELL INTL INC | 108,370 | $15.4B | 0.62% | |
| 34 | XLFSELECT SECTOR SPDR TR | 570,256 | $14.7B | 0.60% | |
| 35 | —MOLINA HEALTHCARE INC | 8,300,000 | $14.3B | 0.58% | |
| 36 | TWXCHFTIME WARNER INC | 138,959 | $14.2B | 0.58% | |
| 37 | XOPUSDSPDR SERIES TRUST | 413,543 | $14.1B | 0.57% | |
| 38 | DALDELTA AIR LINES INC DEL | 289,600 | $14.0B | 0.57% | |
| 39 | FFORD MTR CO DEL | 1,163,642 | $13.9B | 0.57% | Call |
| 40 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 7,564,000 | $13.2B | 0.54% | |
| 41 | INFYINFOSYS LTD | 896,141 | $13.1B | 0.53% | |
| 42 | —RENEWABLE ENERGY GROUP INC | 9,423,000 | $12.4B | 0.50% | |
| 43 | —ENCANA CORP | 1,047,338 | $12.3B | 0.50% | |
| 44 | HDHOME DEPOT INC | 74,225 | $12.1B | 0.49% | |
| 45 | XLBSELECT SECTOR SPDR TR | 210,382 | $11.9B | 0.49% | |
| 46 | CHTRCHARTER COMMUNICATIONS INC N | 32,814 | $11.9B | 0.48% | |
| 47 | MRO*MARATHON OIL CORP | 845,731 | $11.5B | 0.47% | |
| 48 | HFCUSDHOLLYFRONTIER CORP | 309,165 | $11.1B | 0.45% | |
| 49 | RDS/AROYAL DUTCH SHELL PLC | 182,493 | $11.1B | 0.45% | |
| 50 | BPBP PLC | 269,340 | $10.4B | 0.42% | |
| 51 | BECNUSDBEACON ROOFING SUPPLY INC | 198,853 | $10.2B | 0.41% | |
| 52 | —DOWDUPONT INC | 146,667 | $10.2B | 0.41% | |
| 53 | BMRN 0.599 08/01/24BIOMARIN PHARMACEUTICAL INC | 10,000,000 | $10.2B | 0.41% | |
| 54 | PRUPRUDENTIAL FINL INC | 95,461 | $10.1B | 0.41% | |
| 55 | —CARRIAGE SVCS INC | 8,073,000 | $10.1B | 0.41% | |
| 56 | JPMJPMORGAN CHASE & CO | 105,149 | $10.0B | 0.41% | |
| 57 | MDTMEDTRONIC PLC | 128,623 | $10.0B | 0.41% | |
| 58 | PNCPNC FINL SVCS GROUP INC | 73,881 | $10.0B | 0.40% | |
| 59 | FANGDIAMONDBACK ENERGY INC | 100,824 | $9.9B | 0.40% | |
| 60 | EMNEASTMAN CHEM CO | 107,754 | $9.8B | 0.40% | |
| 61 | ALSALLSTATE CORP | 105,032 | $9.7B | 0.39% | |
| 62 | —APOLLO COML REAL EST FIN INC | 9,201,000 | $9.4B | 0.38% | |
| 63 | BFHALLIANCE DATA SYSTEMS CORP | 41,226 | $9.1B | 0.37% | |
| 64 | KEYKEYCORP NEW | 477,591 | $9.0B | 0.37% | |
| 65 | HALHALLIBURTON CO | 194,738 | $9.0B | 0.36% | |
| 66 | —WRIGHT MED GROUP N V | 6,500,000 | $8.8B | 0.36% | |
| 67 | —BECTON DICKINSON & CO | 154,908 | $8.6B | 0.35% | |
| 68 | GDGENERAL DYNAMICS CORP | 41,506 | $8.5B | 0.35% | |
| 69 | —RSP PERMIAN INC | 240,722 | $8.3B | 0.34% | |
| 70 | WRKUSDWESTROCK CO | 145,144 | $8.2B | 0.33% | |
| 71 | XLYSELECT SECTOR SPDR TR | 90,540 | $8.2B | 0.33% | |
| 72 | AXPAMERICAN EXPRESS CO | 88,822 | $8.0B | 0.33% | |
| 73 | BBDBANCO BRADESCO S A | 717,048 | $7.9B | 0.32% | |
| 74 | —BROADSOFT INC | 5,605,000 | $7.9B | 0.32% | |
| 75 | BENFRANKLIN RES INC | 175,147 | $7.8B | 0.32% | |
| 76 | AMGNAMGEN INC | 41,802 | $7.8B | 0.32% | |
| 77 | UFSDOMTAR CORP | 179,131 | $7.8B | 0.32% | |
| 78 | CLRUSDCONTINENTAL RESOURCES INC | 200,297 | $7.7B | 0.31% | |
| 79 | IACIEURIAC INTERACTIVECORP | 64,506 | $7.6B | 0.31% | |
| 80 | —WRIGHT MED GROUP INC | 7,000,000 | $7.6B | 0.31% | |
| 81 | BBYBEST BUY INC | 129,454 | $7.4B | 0.30% | |
| 82 | CICIGNA CORPORATION | 39,128 | $7.3B | 0.30% | |
| 83 | VSTVISTRA ENERGY CORP | 389,885 | $7.3B | 0.30% | |
| 84 | AFWALIGN TECHNOLOGY INC | 38,595 | $7.2B | 0.29% | |
| 85 | LVLNSPDR SERIES TRUST | 122,591 | $7.0B | 0.28% | |
| 86 | CUCAAVIS BUDGET GROUP | 182,559 | $6.9B | 0.28% | |
| 87 | ASTEASTEC INDS INC | 123,283 | $6.9B | 0.28% | |
| 88 | —BEMIS INC | 150,000 | $6.8B | 0.28% | Call |
| 89 | PSXPHILLIPS 66 | 74,269 | $6.8B | 0.28% | |
| 90 | —REPLIGEN CORP | 5,000,000 | $6.8B | 0.27% | |
| 91 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 65,261 | $6.7B | 0.27% | |
| 92 | MTNVAIL RESORTS INC | 29,198 | $6.7B | 0.27% | |
| 93 | MTZMASTEC INC | 142,546 | $6.6B | 0.27% | |
| 94 | NBISYANDEX N V | 200,000 | $6.6B | 0.27% | |
| 95 | STLDSTEEL DYNAMICS INC | 190,379 | $6.6B | 0.27% | |
| 96 | —CIENA CORP | 5,181,000 | $6.3B | 0.26% | |
| 97 | SYFSYNCHRONY FINL | 199,576 | $6.2B | 0.25% | |
| 98 | XECEURCIMAREX ENERGY CO | 54,412 | $6.2B | 0.25% | |
| 99 | CMECME GROUP INC | 45,107 | $6.1B | 0.25% | |
| 100 | GQ9SPDR GOLD TRUST | 50,000 | $6.1B | 0.25% | Call |
Page 1 of 9Next