BlueCrest Capital Management Ltd Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$2.4T
Holdings
814
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (814 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 1,355,000 | $283.8B | 11.76% | Put |
| 2 | CEOCNOOC LTD | 1,426,900 | $177.9B | 7.37% | |
| 3 | TLTISHARES TR | 650,000 | $90.3B | 3.74% | Call |
| 4 | —NEXEO SOLUTIONS INC | 97,201 | $67.1B | 2.78% | |
| 5 | IYRISHARES TR | 581,728 | $47.9B | 1.99% | Call |
| 6 | —DYNEGY INC NEW DEL | 28,117,600 | $30.3B | 1.26% | |
| 7 | —PRICELINE GRP INC | 18,709,000 | $26.0B | 1.08% | |
| 8 | XLUSELECT SECTOR SPDR TR | 376,667 | $19.8B | 0.82% | |
| 9 | UTXZUNITED TECHNOLOGIES CORP | 186,189 | $19.1B | 0.79% | Call |
| 10 | GQ9SPDR GOLD TRUST | 150,800 | $19.1B | 0.79% | |
| 11 | XLFISELECT SECTOR SPDR TR | 342,688 | $18.9B | 0.78% | Put |
| 12 | —DEPOMED INC | 15,000,000 | $18.1B | 0.75% | |
| 13 | IWMISHARES TR | 155,015 | $17.8B | 0.74% | |
| 14 | —FRONTIER COMMUNICATIONS CORP | 18,425,400 | $17.4B | 0.72% | |
| 15 | HALHALLIBURTON CO | 379,640 | $17.2B | 0.71% | |
| 16 | DOVDOVER CORP | 228,656 | $15.9B | 0.66% | Call |
| 17 | BALLBALL CORP | 218,175 | $15.8B | 0.65% | Put |
| 18 | XLESELECT SECTOR SPDR TR | 205,948 | $14.1B | 0.58% | |
| 19 | —MONSANTO CO NEW | 135,025 | $14.0B | 0.58% | Call |
| 20 | AMHAMERICAN HOMES 4 RENT | 679,310 | $13.9B | 0.58% | |
| 21 | BPBP PLC | 377,562 | $13.4B | 0.56% | |
| 22 | RDS/AROYAL DUTCH SHELL PLC | 231,822 | $12.8B | 0.53% | |
| 23 | AIGAMERICAN INTL GROUP INC | 241,905 | $12.8B | 0.53% | |
| 24 | JPMJPMORGAN CHASE & CO | 205,679 | $12.8B | 0.53% | |
| 25 | AWNADVANCE AUTO PARTS INC | 74,969 | $12.1B | 0.50% | |
| 26 | ROKROCKWELL AUTOMATION INC | 103,553 | $11.9B | 0.49% | Call |
| 27 | VRSN 3.25 08/15/37VERISIGN INC | 4,630,000 | $11.7B | 0.48% | |
| 28 | —NEWFIELD EXPL CO | 263,343 | $11.6B | 0.48% | |
| 29 | GEGENERAL ELECTRIC CO | 352,100 | $11.1B | 0.46% | |
| 30 | SWKSTANLEY BLACK & DECKER INC | 99,189 | $11.0B | 0.46% | |
| 31 | CMECME GROUP INC | 110,629 | $10.8B | 0.45% | |
| 32 | —BLACK HILLS CORP | 7,615,250 | $10.8B | 0.45% | |
| 33 | SLCAU S SILICA HLDGS INC | 310,351 | $10.7B | 0.44% | |
| 34 | HAINHAIN CELESTIAL GROUP INC | 209,562 | $10.4B | 0.43% | |
| 35 | —MOLINA HEALTHCARE INC | 7,500,000 | $10.1B | 0.42% | |
| 36 | —REYNOLDS AMERICAN INC | 183,331 | $9.9B | 0.41% | |
| 37 | XECEURCIMAREX ENERGY CO | 82,751 | $9.9B | 0.41% | |
| 38 | CBCHUBB LIMITED | 74,862 | $9.8B | 0.41% | |
| 39 | THSTREEHOUSE FOODS INC | 95,042 | $9.8B | 0.40% | |
| 40 | HIGHARTFORD FINL SVCS GROUP INC | 218,738 | $9.7B | 0.40% | |
| 41 | ZAYOEURZAYO GROUP HLDGS INC | 346,846 | $9.7B | 0.40% | |
| 42 | CLRUSDCONTINENTAL RESOURCES INC | 209,190 | $9.5B | 0.39% | |
| 43 | DHRDANAHER CORP DEL | 93,260 | $9.4B | 0.39% | |
| 44 | PGPROCTER & GAMBLE CO | 110,677 | $9.4B | 0.39% | |
| 45 | SRESEMPRA ENERGY | 80,817 | $9.2B | 0.38% | |
| 46 | TRPTRANSCANADA CORP | 202,120 | $9.1B | 0.38% | |
| 47 | —MICROCHIP TECHNOLOGY INC | 4,295,000 | $9.0B | 0.37% | |
| 48 | COPCONOCOPHILLIPS | 201,094 | $8.8B | 0.36% | |
| 49 | DVNDEVON ENERGY CORP NEW | 236,302 | $8.6B | 0.35% | |
| 50 | —ALLEGHENY TECHNOLOGIES INC | 8,000,000 | $8.5B | 0.35% | |
| 51 | NBRNABORS INDUSTRIES LTD | 802,495 | $8.1B | 0.33% | |
| 52 | —GUANGSHEN RY LTD | 340,000 | $8.1B | 0.33% | |
| 53 | PEPPEPSICO INC | 74,584 | $7.9B | 0.33% | |
| 54 | —TESORO CORP | 104,258 | $7.8B | 0.32% | |
| 55 | UNPUNION PAC CORP | 87,600 | $7.6B | 0.32% | |
| 56 | CMCSACOMCAST CORP NEW | 115,628 | $7.5B | 0.31% | |
| 57 | —TESARO INC | 3,000,000 | $7.5B | 0.31% | |
| 58 | —SUPERIOR ENERGY SVCS INC | 408,733 | $7.5B | 0.31% | |
| 59 | —ENSCO PLC | 774,781 | $7.5B | 0.31% | |
| 60 | GWWGRAINGER W W INC | 33,024 | $7.5B | 0.31% | |
| 61 | NWLNEWELL BRANDS INC | 154,291 | $7.5B | 0.31% | |
| 62 | ROPROPER TECHNOLOGIES INC | 43,866 | $7.5B | 0.31% | |
| 63 | CP.TOCANADIAN PAC RY LTD | 56,128 | $7.2B | 0.30% | |
| 64 | —NEWMONT MINING CORP | 6,250,000 | $7.0B | 0.29% | |
| 65 | ISBCUSDINVESTORS BANCORP INC NEW | 627,057 | $6.9B | 0.29% | |
| 66 | HRLHORMEL FOODS CORP | 189,772 | $6.9B | 0.29% | |
| 67 | —TWENTY FIRST CENTY FOX INC | 256,052 | $6.9B | 0.29% | Call |
| 68 | AAPLAPPLE INC | 72,197 | $6.9B | 0.29% | |
| 69 | GRFSGRIFOLS S A | 413,870 | $6.9B | 0.29% | |
| 70 | BABOEING CO | 52,454 | $6.8B | 0.28% | Put |
| 71 | LKQ1LKQ CORP | 213,613 | $6.8B | 0.28% | |
| 72 | —SALESFORCE COM INC | 5,165,000 | $6.7B | 0.28% | |
| 73 | MPCMARATHON PETE CORP | 175,640 | $6.7B | 0.28% | |
| 74 | —PANERA BREAD CO | 31,235 | $6.6B | 0.27% | |
| 75 | —WHITEWAVE FOODS CO | 134,567 | $6.3B | 0.26% | |
| 76 | LFCUSDCHINA LIFE INS CO LTD | 586,995 | $6.3B | 0.26% | |
| 77 | ADIANALOG DEVICES INC | 111,411 | $6.3B | 0.26% | |
| 78 | —ACORDA THERAPEUTICS INC | 7,207,000 | $6.3B | 0.26% | |
| 79 | XLVSELECT SECTOR SPDR TR | 87,767 | $6.3B | 0.26% | |
| 80 | POT1EURPOTASH CORP SASK INC | 385,833 | $6.3B | 0.26% | Call |
| 81 | 9990302DAPACHE CORP | 111,850 | $6.2B | 0.26% | |
| 82 | MGMMGM RESORTS INTERNATIONAL | 274,990 | $6.2B | 0.26% | |
| 83 | APCANADARKO PETE CORP | 116,749 | $6.2B | 0.26% | |
| 84 | DEDEERE & CO | 73,138 | $5.9B | 0.25% | Call |
| 85 | EQTEQT CORP | 76,510 | $5.9B | 0.25% | |
| 86 | —TTM TECHNOLOGIES INC | 5,953,000 | $5.9B | 0.24% | |
| 87 | DISDISNEY WALT CO | 60,192 | $5.9B | 0.24% | |
| 88 | CBOECBOE HLDGS INC | 87,444 | $5.8B | 0.24% | |
| 89 | CTVHELIX ENERGY SOLUTIONS GRP I | 857,631 | $5.8B | 0.24% | |
| 90 | MRO*MARATHON OIL CORP | 385,957 | $5.8B | 0.24% | |
| 91 | SBACSBA COMMUNICATIONS CORP | 53,320 | $5.8B | 0.24% | |
| 92 | MCDMCDONALDS CORP | 47,806 | $5.8B | 0.24% | |
| 93 | METAFACEBOOK INC | 50,286 | $5.7B | 0.24% | |
| 94 | SYU1SYNOVUS FINL CORP | 198,008 | $5.7B | 0.24% | |
| 95 | FETUSDFORUM ENERGY TECHNOLOGIES IN | 330,730 | $5.7B | 0.24% | |
| 96 | HDHOME DEPOT INC | 44,821 | $5.7B | 0.24% | |
| 97 | IRINGERSOLL-RAND PLC | 89,593 | $5.7B | 0.24% | |
| 98 | CNRCANADIAN NATL RY CO | 96,225 | $5.7B | 0.24% | |
| 99 | IPGINTERPUBLIC GROUP COS INC | 243,767 | $5.6B | 0.23% | |
| 100 | NOCNORTHROP GRUMMAN CORP | 25,295 | $5.6B | 0.23% |
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