BlueCrest Capital Management Ltd Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$3.7T
Holdings
791
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (791 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 4,039,439 | $1.1T | 29.32% | Put |
| 2 | —RANDGOLD RES LTD | 494,000 | $48.9B | 1.33% | Call |
| 3 | —AGRIUM INC | 385,551 | $44.3B | 1.21% | |
| 4 | IYRISHARES TR | 473,854 | $38.4B | 1.04% | |
| 5 | MOALTRIA GROUP INC | 505,652 | $36.1B | 0.98% | |
| 6 | BACBANK AMER CORP | 1,192,819 | $35.2B | 0.96% | |
| 7 | KNXKNIGHT SWIFT TRANSN HLDGS IN | 800,267 | $35.0B | 0.95% | |
| 8 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,230,000 | $32.2B | 0.88% | |
| 9 | XLESELECT SECTOR SPDR TR | 423,126 | $30.6B | 0.83% | |
| 10 | —TESLA INC | 27,500,000 | $29.8B | 0.81% | |
| 11 | —BARCLAYS BK PLC | 1,054,200 | $29.4B | 0.80% | Put |
| 12 | NEMNEWMONT MINING CORP | 747,512 | $28.0B | 0.76% | Call |
| 13 | HYGISHARES TR | 320,300 | $27.9B | 0.76% | Put |
| 14 | ALXNALEXION PHARMACEUTICALS INC | 229,097 | $27.4B | 0.75% | |
| 15 | BUWABIO RAD LABS INC | 112,912 | $26.9B | 0.73% | |
| 16 | MCDMCDONALDS CORP | 152,740 | $26.3B | 0.72% | |
| 17 | DELLDELL TECHNOLOGIES INC | 318,218 | $25.9B | 0.70% | |
| 18 | GOOGLALPHABET INC | 24,073 | $25.4B | 0.69% | |
| 19 | GOOGALPHABET INC | 24,070 | $25.2B | 0.69% | |
| 20 | MSFTMICROSOFT CORP | 290,456 | $24.8B | 0.68% | |
| 21 | XLKSELECT SECTOR SPDR TR | 374,799 | $24.0B | 0.65% | |
| 22 | LLYLILLY ELI & CO | 243,108 | $20.5B | 0.56% | |
| 23 | ADPAUTOMATIC DATA PROCESSING IN | 173,295 | $20.3B | 0.55% | |
| 24 | JNJJOHNSON & JOHNSON | 144,579 | $20.2B | 0.55% | |
| 25 | AFLAFLAC INC | 228,500 | $20.1B | 0.55% | |
| 26 | GQ9SPDR GOLD TRUST | 154,318 | $19.1B | 0.52% | |
| 27 | EBAEBAY INC | 500,230 | $18.9B | 0.51% | |
| 28 | COFCAPITAL ONE FINL CORP | 188,670 | $18.8B | 0.51% | |
| 29 | EFAISHARES TR | 261,263 | $18.4B | 0.50% | |
| 30 | EZUISHARES INC | 418,700 | $18.2B | 0.49% | |
| 31 | SYKSTRYKER CORP | 114,711 | $17.8B | 0.48% | |
| 32 | —LABORATORY CORP AMER HLDGS | 110,467 | $17.6B | 0.48% | |
| 33 | —CLEVELAND CLIFFS INC | 15,750,000 | $17.2B | 0.47% | |
| 34 | MUMICRON TECHNOLOGY INC | 409,716 | $16.8B | 0.46% | |
| 35 | —51JOB INC | 11,100,000 | $16.4B | 0.45% | |
| 36 | BIIBBIOGEN INC | 50,461 | $16.1B | 0.44% | |
| 37 | —SUNTRUST BKS INC | 243,758 | $15.7B | 0.43% | |
| 38 | —PRICELINE GRP INC | 8,411,000 | $15.5B | 0.42% | |
| 39 | EMNEASTMAN CHEM CO | 162,048 | $15.0B | 0.41% | |
| 40 | COPCONOCOPHILLIPS | 266,747 | $14.6B | 0.40% | |
| 41 | —DOWDUPONT INC | 204,440 | $14.6B | 0.40% | |
| 42 | MPCMARATHON PETE CORP | 215,207 | $14.2B | 0.39% | |
| 43 | ROKROCKWELL AUTOMATION INC | 72,167 | $14.2B | 0.39% | |
| 44 | SLBSCHLUMBERGER LTD | 207,235 | $14.0B | 0.38% | |
| 45 | CMCCOMMERCIAL METALS CO | 649,676 | $13.9B | 0.38% | |
| 46 | EOGEOG RES INC | 123,583 | $13.3B | 0.36% | |
| 47 | —HSN INC | 329,200 | $13.3B | 0.36% | |
| 48 | AXPAMERICAN EXPRESS CO | 133,242 | $13.2B | 0.36% | |
| 49 | SUSUNCOR ENERGY INC NEW | 358,474 | $13.2B | 0.36% | |
| 50 | TRVCCITIGROUP INC | 175,144 | $13.0B | 0.35% | |
| 51 | HALHALLIBURTON CO | 264,419 | $12.9B | 0.35% | |
| 52 | ZBHZIMMER BIOMET HLDGS INC | 106,945 | $12.9B | 0.35% | |
| 53 | LRCXEURLAM RESEARCH CORP | 68,266 | $12.6B | 0.34% | |
| 54 | —RENEWABLE ENERGY GROUP INC | 9,423,000 | $12.0B | 0.33% | |
| 55 | MOSMOSAIC CO NEW | 463,316 | $11.9B | 0.32% | |
| 56 | —CARRIAGE SVCS INC | 9,351,000 | $11.7B | 0.32% | |
| 57 | IBBISHARES TR | 104,779 | $11.2B | 0.30% | |
| 58 | XLFSELECT SECTOR SPDR TR | 399,736 | $11.2B | 0.30% | |
| 59 | CECELANESE CORP DEL | 104,136 | $11.2B | 0.30% | |
| 60 | JPMJPMORGAN CHASE & CO | 104,094 | $11.1B | 0.30% | |
| 61 | VMCVULCAN MATLS CO | 85,905 | $11.0B | 0.30% | |
| 62 | —GOLDCORP INC NEW | 859,275 | $11.0B | 0.30% | Call |
| 63 | —INSULET CORP | 8,417,000 | $11.0B | 0.30% | |
| 64 | XLBSELECT SECTOR SPDR TR | 180,229 | $10.9B | 0.30% | |
| 65 | CMACOMERICA INC | 124,757 | $10.8B | 0.29% | |
| 66 | —RSP PERMIAN INC | 261,694 | $10.6B | 0.29% | |
| 67 | CLFCLEVELAND CLIFFS INC | 1,463,463 | $10.6B | 0.29% | |
| 68 | CHRWC H ROBINSON WORLDWIDE INC | 117,350 | $10.5B | 0.28% | |
| 69 | —WRIGHT MED GROUP N V | 8,500,000 | $10.4B | 0.28% | |
| 70 | CVXCHEVRON CORP NEW | 81,248 | $10.2B | 0.28% | |
| 71 | —AK STL HLDG CORP | 1,792,056 | $10.1B | 0.28% | |
| 72 | —MICHAEL KORS HLDGS LTD | 160,647 | $10.1B | 0.28% | |
| 73 | TQJSIGNATURE BK NEW YORK N Y | 73,628 | $10.1B | 0.27% | |
| 74 | KEYKEYCORP NEW | 494,980 | $10.0B | 0.27% | |
| 75 | OSKOSHKOSH CORP | 107,690 | $9.8B | 0.27% | |
| 76 | GMGENERAL MTRS CO | 237,396 | $9.7B | 0.26% | |
| 77 | POT1EURPOTASH CORP SASK INC | 462,500 | $9.6B | 0.26% | |
| 78 | LNCLINCOLN NATL CORP IND | 123,802 | $9.5B | 0.26% | |
| 79 | VRTXVERTEX PHARMACEUTICALS INC | 63,000 | $9.4B | 0.26% | |
| 80 | BKHBLACK HILLS CORP | 156,864 | $9.4B | 0.26% | |
| 81 | NUENUCOR CORP | 144,191 | $9.2B | 0.25% | |
| 82 | TKRTIMKEN CO | 185,730 | $9.1B | 0.25% | |
| 83 | FLT1EURFLEETCOR TECHNOLOGIES INC | 46,936 | $9.0B | 0.25% | |
| 84 | SNPSSYNOPSYS INC | 105,396 | $9.0B | 0.24% | |
| 85 | XECEURCIMAREX ENERGY CO | 72,812 | $8.9B | 0.24% | |
| 86 | —BANK OF THE OZARKS | 181,238 | $8.8B | 0.24% | |
| 87 | AESAES CORP | 807,830 | $8.7B | 0.24% | |
| 88 | CTRACABOT OIL & GAS CORP | 305,110 | $8.7B | 0.24% | |
| 89 | FANGDIAMONDBACK ENERGY INC | 67,810 | $8.6B | 0.23% | |
| 90 | —MONSANTO CO NEW | 72,681 | $8.5B | 0.23% | |
| 91 | —HERBALIFE LTD | 8,467,000 | $8.5B | 0.23% | |
| 92 | —CTRIP COM INTL LTD | 7,000,000 | $8.3B | 0.22% | |
| 93 | AYIACUITY BRANDS INC | 46,034 | $8.1B | 0.22% | |
| 94 | CDNSCADENCE DESIGN SYSTEM INC | 192,644 | $8.1B | 0.22% | |
| 95 | CBUCOMMUNITY BK SYS INC | 147,988 | $8.0B | 0.22% | |
| 96 | YUMCYUM CHINA HLDGS INC | 197,022 | $7.9B | 0.21% | |
| 97 | MIDDMIDDLEBY CORP | 57,112 | $7.7B | 0.21% | |
| 98 | AMEAMETEK INC NEW | 104,427 | $7.6B | 0.21% | |
| 99 | ANETEURARISTA NETWORKS INC | 31,768 | $7.5B | 0.20% | |
| 100 | —ENCANA CORP | 558,429 | $7.4B | 0.20% |
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