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
401
WFCWELLS FARGO & CO NEW
13,572$748.0M0.04%
402
MFAUSDMFA FINL INC
97,599$745.0M0.04%
403
RRDEURDONNELLEY R R & SONS CO
45,144$737.0M0.04%
404
ALAIR LEASE CORP
20,960$720.0M0.04%
405
PRTY1EURPARTY CITY HOLDCO INC
50,000$710.0M0.04%
406
BMRNBIOMARIN PHARMACEUTICAL INC
8,550$708.0M0.04%
407
SBSWSIBANYE GOLD LTD
100,000$706.0M0.04%
408
BBTUSDBB&T CORP
15,000$705.0M0.04%
409
DCIDONALDSON INC
16,587$698.0M0.04%
410
OGEOGE ENERGY CORP
20,734$694.0M0.04%
411
TSTENARIS S A
18,453$659.0M0.04%
412
LAMRLAMAR ADVERTISING CO NEW
9,801$659.0M0.04%
413
VWR CORP
26,325$659.0M0.04%
414
AOSSMITH A O
13,703$649.0M0.04%
415
CIENCIENA CORP
26,300$642.0M0.04%Call
416
TXTTEXTRON INC
13,157$639.0M0.04%
417
MSMMSC INDL DIRECT INC
6,824$630.0M0.03%
418
ADBEADOBE SYS INC
6,000$618.0M0.03%
419
GHCGRAHAM HLDGS CO
1,186$607.0M0.03%
420
CHLUSDCHINA MOBILE LIMITED
11,422$599.0M0.03%
421
FRONTIER COMMUNICATIONS CORP
8,402$598.0M0.03%
422
DU PONT E I DE NEMOURS & CO
8,150$598.0M0.03%
423
ROWAN COMPANIES PLC
31,631$598.0M0.03%
424
CIMCHIMERA INVT CORP
34,474$587.0M0.03%
425
METMETLIFE INC
10,866$586.0M0.03%
426
PRIVATEBANCORP INC
10,797$585.0M0.03%
427
REEVEREST RE GROUP LTD
2,700$584.0M0.03%
428
KLX INC
12,900$582.0M0.03%
429
KRKROGER CO
16,737$578.0M0.03%
430
OMFONEMAIN HLDGS INC
25,906$574.0M0.03%
431
BXMTBLACKSTONE MTG TR INC
18,989$571.0M0.03%
432
SIGSIGNET JEWELERS LIMITED
6,047$570.0M0.03%
433
PINCPREMIER INC
18,542$563.0M0.03%
434
AGFIRST MAJESTIC SILVER CORP
73,141$558.0M0.03%
435
B7SBROOKDALE SR LIVING INC
44,901$558.0M0.03%
436
NGDNEW GOLD INC CDA
158,957$556.0M0.03%
437
TWOTWO HBRS INVT CORP
63,562$554.0M0.03%
438
NORTHSTAR RLTY FIN CORP
36,600$554.0M0.03%
439
HXLHEXCEL CORP NEW
10,706$551.0M0.03%
440
VODVODAFONE GROUP PLC NEW
22,419$548.0M0.03%
441
CSRA INC
17,184$547.0M0.03%
442
NIELSEN HLDGS PLC
12,964$544.0M0.03%
443
RPMRPM INTL INC
10,097$544.0M0.03%
444
PFPTPROOFPOINT INC
7,572$535.0M0.03%
445
AMERICAN CAP LTD
29,592$530.0M0.03%
446
WDAYWORKDAY INC
8,000$529.0M0.03%
447
BCOBRINKS CO
12,717$525.0M0.03%
448
ELSEQUITY LIFESTYLE PPTYS INC
7,210$520.0M0.03%
449
RYNRAYONIER INC
19,155$510.0M0.03%
450
CENTACENTRAL GARDEN & PET CO
16,460$509.0M0.03%
451
HCP INC
17,000$505.0M0.03%
452
LXULSB INDS INC
59,532$501.0M0.03%
453
GSKGLAXOSMITHKLINE PLC
13,000$501.0M0.03%
454
CDECOEUR MNG INC
54,704$497.0M0.03%
455
BSXBOSTON SCIENTIFIC CORP
23,000$497.0M0.03%
456
VCVISTEON CORP
6,175$496.0M0.03%
457
KNIGHT TRANSN INC
15,000$496.0M0.03%
458
RACEFERRARI N V
8,500$494.0M0.03%
459
IPHIINPHI CORP
11,000$491.0M0.03%
460
CHKEURCHESAPEAKE ENERGY CORP
70,000$491.0M0.03%Call
461
HIIHUNTINGTON INGALLS INDS INC
2,664$491.0M0.03%
462
EDCONSOLIDATED EDISON INC
6,530$481.0M0.03%
463
ACGLARCH CAP GROUP LTD
5,428$468.0M0.03%
464
MTUSTIMKENSTEEL CORP
30,000$464.0M0.03%
465
MTCHEURMATCH GROUP INC
27,090$463.0M0.03%
466
MACMACERICH CO
6,500$460.0M0.03%
467
LPLALPL FINL HLDGS INC
12,900$454.0M0.02%
468
FDO.FMACYS INC
12,501$448.0M0.02%
469
POLYONE CORP
13,904$445.0M0.02%
470
GSGOLDMAN SACHS GROUP INC
1,828$438.0M0.02%
471
CONSOL ENERGY INC
23,678$432.0M0.02%
472
FIDELITY & GTY LIFE
18,000$427.0M0.02%
473
PPCPILGRIMS PRIDE CORP NEW
22,425$426.0M0.02%
474
HEIHEICO CORP NEW
5,523$426.0M0.02%
475
FSLRFIRST SOLAR INC
13,008$417.0M0.02%
476
MATMATTEL INC
15,000$413.0M0.02%
477
VALIDUS HOLDINGS LTD
7,498$412.0M0.02%
478
ELLAUDER ESTEE COS INC
5,387$412.0M0.02%
479
EXTRACTION OIL AND GAS INC
20,419$409.0M0.02%
480
NLYEURANNALY CAP MGMT INC
40,968$408.0M0.02%
481
BLUE BUFFALO PET PRODS INC
16,879$406.0M0.02%
482
APOLLO ED GROUP INC
41,000$406.0M0.02%
483
AQUA AMERICA INC
13,479$405.0M0.02%
484
NWSNEWS CORP NEW
33,811$399.0M0.02%
485
PYPLPAYPAL HLDGS INC
10,000$395.0M0.02%
486
GDDYGODADDY INC
11,250$393.0M0.02%
487
CYS INVTS INC
50,568$391.0M0.02%
488
TROWPRICE T ROWE GROUP INC
5,150$388.0M0.02%
489
DISCAUSDDISCOVERY COMMUNICATNS NEW
14,092$386.0M0.02%
490
ABGAMERISOURCEBERGEN CORP
4,889$382.0M0.02%
491
RRCRANGE RES CORP
11,040$379.0M0.02%
492
IVREURINVESCO MORTGAGE CAPITAL INC
25,880$378.0M0.02%
493
TTENTOTAL S A
7,393$377.0M0.02%
494
SKMEURSK TELECOM LTD
17,723$370.0M0.02%
495
XYZSQUARE INC
27,000$368.0M0.02%
496
ISTAR INC
29,569$366.0M0.02%
497
WHRWHIRLPOOL CORP
2,000$364.0M0.02%
498
XLUSELECT SECTOR SPDR TR
7,364$358.0M0.02%
499
HRLHORMEL FOODS CORP
10,289$358.0M0.02%
500
SWN1EURSOUTHWESTERN ENERGY CO
32,726$354.0M0.02%
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