BlueCrest Capital Management Ltd Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$1.8T

Holdings

621

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (621 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
278,000$62.1B3.41%Put
2
MGMMGM RESORTS INTERNATIONAL
980,410$28.3B1.55%Call
3
IWMISHARES TR
190,000$25.6B1.40%Put
4
IYRISHARES TR
319,455$24.6B1.35%
5
AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC
12,795,000$20.2B1.11%
6
HUBBHUBBELL INC
157,303$18.4B1.01%Call
7
MARMARRIOTT INTL INC NEW
204,164$16.9B0.93%
8
HDSUSDHD SUPPLY HLDGS INC
390,606$16.6B0.91%Put
9
HALHALLIBURTON CO
303,218$16.4B0.90%
10
YUMYUM BRANDS INC
255,753$16.2B0.89%
11
CMECME GROUP INC
138,593$16.0B0.88%
12
WCNWASTE CONNECTIONS INC
201,887$15.9B0.87%
13
PJXPETROLEO BRASILEIRO SA PETRO
1,777,177$15.7B0.86%
14
AIGAMERICAN INTL GROUP INC
239,422$15.6B0.86%
15
CARDTRONICS INC
13,110,000$15.5B0.85%
16
NSCNORFOLK SOUTHERN CORP
129,731$14.0B0.77%
17
KHCKRAFT HEINZ CO
155,206$13.6B0.74%
18
DOVDOVER CORP
179,081$13.4B0.74%
19
RHIROBERT HALF INTL INC
273,014$13.3B0.73%
20
HSYHERSHEY CO
128,617$13.3B0.73%
21
AMHAMERICAN HOMES 4 RENT
633,698$13.3B0.73%
22
DRHDIAMONDROCK HOSPITALITY CO
1,068,585$12.3B0.68%
23
BUWABIO RAD LABS INC
66,270$12.1B0.66%
24
SUNTRUST BKS INC
219,023$12.0B0.66%
25
CPBCAMPBELL SOUP CO
196,414$11.9B0.65%
26
NXSTNEXSTAR BROADCASTING GROUP I
184,282$11.7B0.64%
27
CFCF INDS HLDGS INC
366,595$11.5B0.63%
28
ASHASHLAND GLOBAL HLDGS INC
105,128$11.5B0.63%
29
RSP PERMIAN INC
254,095$11.3B0.62%
30
CARRIAGE SVCS INC
8,073,000$10.9B0.60%
31
LADLITHIA MTRS INC
112,285$10.9B0.60%
32
THERAVANCE BIOPHARMA INC
9,167,000$10.6B0.58%
33
CHDCHURCH & DWIGHT INC
236,690$10.5B0.57%
34
SLCAU S SILICA HLDGS INC
183,520$10.4B0.57%
35
VRSN 3.25 08/15/37VERISIGN INC
4,630,000$10.3B0.57%
36
GWRUSDGENESEE & WYO INC
143,559$10.0B0.55%
37
SJMSMUCKER J M CO
76,647$9.8B0.54%
38
MDPUSDMEREDITH CORP
160,015$9.5B0.52%
39
PRICELINE GRP INC
5,846,000$9.2B0.50%
40
FMC TECHNOLOGIES INC
254,192$9.0B0.50%Call
41
BKRBAKER HUGHES INC
135,923$8.8B0.48%
42
CHTRCHARTER COMMUNICATIONS INC N
30,588$8.8B0.48%
43
TESARO INC
2,260,000$8.8B0.48%
44
DALDELTA AIR LINES INC DEL
178,011$8.8B0.48%
45
HLTHILTON WORLDWIDE HLDGS INC
320,830$8.7B0.48%
46
PINNACLE FOODS INC DEL
163,093$8.7B0.48%
47
CITUSDCIT GROUP INC
203,235$8.7B0.48%Put
48
FOXATWENTY FIRST CENTY FOX INC
317,331$8.6B0.47%
49
EGOELDORADO GOLD CORP NEW
2,680,780$8.6B0.47%Call
50
SHWSHERWIN WILLIAMS CO
31,921$8.6B0.47%
51
ENSCO PLC
875,964$8.5B0.47%
52
AMEAMETEK INC NEW
173,193$8.4B0.46%
53
DYNEGY INC NEW DEL
135,000$8.4B0.46%
54
IBBISHARES TR
30,933$8.2B0.45%
55
DGDOLLAR GEN CORP NEW
110,000$8.1B0.45%Put
56
ETNEATON CORP PLC
121,163$8.1B0.45%
57
VMCVULCAN MATLS CO
63,800$8.0B0.44%
58
LUVSOUTHWEST AIRLS CO
159,593$8.0B0.44%
59
DOW CHEM CO
139,000$8.0B0.44%
60
FDXFEDEX CORP
41,849$7.8B0.43%
61
KMIKINDER MORGAN INC DEL
374,733$7.8B0.43%Put
62
ABMABM INDS INC
187,688$7.7B0.42%
63
VLOVALERO ENERGY CORP NEW
110,807$7.6B0.42%Put
64
COPCONOCOPHILLIPS
150,595$7.6B0.41%
65
OASEUROASIS PETE INC NEW
498,725$7.5B0.41%Call
66
VLYVALLEY NATL BANCORP
623,342$7.3B0.40%
67
NBRNABORS INDUSTRIES LTD
441,111$7.2B0.40%
68
SAVESPIRIT AIRLS INC
124,580$7.2B0.40%
69
GWWGRAINGER W W INC
29,962$7.0B0.38%
70
FXIISHARES TR
200,000$6.9B0.38%Put
71
TTM TECHNOLOGIES INC
4,500,000$6.9B0.38%
72
MOLINA HEALTHCARE INC
4,750,000$6.8B0.37%
73
FANGDIAMONDBACK ENERGY INC
67,234$6.8B0.37%
74
PCARPACCAR INC
104,437$6.7B0.37%
75
SWIFT TRANSN CO
267,705$6.5B0.36%
76
LNCLINCOLN NATL CORP IND
98,070$6.5B0.36%
77
GRA1EURGRACE W R & CO DEL NEW
95,443$6.5B0.35%
78
CMCSACOMCAST CORP NEW
93,173$6.4B0.35%
79
JECUSDJACOBS ENGR GROUP INC DEL
112,367$6.4B0.35%
80
JPMJPMORGAN CHASE & CO
74,088$6.4B0.35%
81
PACWUSDPACWEST BANCORP DEL
116,693$6.4B0.35%
82
GEGENERAL ELECTRIC CO
200,873$6.3B0.35%
83
TRVCCITIGROUP INC
106,486$6.3B0.35%
84
NEWFIELD EXPL CO
156,210$6.3B0.35%
85
AMZNAMAZON COM INC
8,426$6.3B0.35%
86
HUNHUNTSMAN CORP
329,453$6.3B0.34%
87
VOYAVOYA FINL INC
159,869$6.3B0.34%
88
EOGEOG RES INC
61,664$6.2B0.34%
89
UTXZUNITED TECHNOLOGIES CORP
55,422$6.1B0.33%
90
DVNDEVON ENERGY CORP NEW
132,967$6.1B0.33%
91
ROSTROSS STORES INC
91,415$6.0B0.33%
92
URIUNITED RENTALS INC
56,557$6.0B0.33%
93
POSTPOST HLDGS INC
74,216$6.0B0.33%
94
DWDMORGAN STANLEY
139,924$5.9B0.32%
95
MTARCELORMITTAL SA LUXEMBOURG
804,579$5.9B0.32%
96
FISFIDELITY NATL INFORMATION SV
77,347$5.9B0.32%
97
CP.TOCANADIAN PAC RY LTD
39,995$5.7B0.31%
98
MAMASTERCARD INCORPORATED
54,290$5.6B0.31%
99
TSCOTRACTOR SUPPLY CO
73,263$5.6B0.30%
100
SMHVANECK VECTORS ETF TR
77,145$5.5B0.30%
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