BlueCrest Capital Management Ltd — Q1 2016 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q1 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001610880

Total reported value

$1.7B

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Full holdings list this quarter

Showing top 200 holdings (of 711 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	3.82%	+1.21%	NEW
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	3.00%	+1.40%	-82.66%
3	SNN	Smith & Nephew PLC -spon Adr	Stock-Other	2.06%	—	—
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.49%	+0.97%	NEW
5	LBTYA	Liberty Global Ltd.	Stock-Other	1.43%	—	—
6	ASRT 2.5 09-01-21	Assertio Therapeutics In	Stock-Other	1.16%	—	+75.18%
7	RDS-A	Shell Plc-spon Adr-a	Stock-Other	1.08%	—	—
8	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.03%	—	+5.94%
9	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.92%	—	-79.60%
10	✓	Allergan PLC	Stock-Other	0.89%	—	+16.33%
11	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.85%	—	+213.73%
12	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	0.74%	—	-68.96%
13	ZD 3.25 06-15-29	J2 Global Communications	Stock-Other	0.74%	—	+340.00%
14	✓	Velocityshares Vix Short-trm	Stock-Other	0.74%	—	—
15	MDRX 1.25 07-01-20	Allscripts Healthcare So	Stock-Other	0.66%	—	+420.80%
16	GRFS	Grifols Sa-adr	Stock-Other	0.64%	—	+300.62%
17	AIG	American International Group	Stock-Financials	0.64%	—	+139.14%
18	AMH	American Homes 4 Rent- A	Stock-Real Estate	0.62%	—	-1.73%
19	TTMI 1.75 12-15-20	Ttm Technologies INC	Stock-Tech	0.62%	—	+26.70%
20	FTR 11.125 06-29-18 A	Frontier Communications	Stock-Other	0.60%	—	+206.14%
21	FRTEUR	Federal Realty Invs Trust	Stock-Other	0.59%	—	—
22	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.58%	—	+680.90%
23	CLRUSD	Continental Resources Inc/ok	Stock-Other	0.57%	—	+8.03%
24	MSFT	Microsoft CORP	Stock-Tech	0.56%	—	+104.32%
25	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.56%	—	—
26	NSC	Norfolk Southern CORP	Stock-Industrials	0.55%	—	+89.02%
27	HP5A	Equity Commonwealth	Stock-Other	0.54%	—	+23.30%
28	APC3EUR	Anadarko Petroleum CORP	Stock-Other	0.54%	—	-27.76%
29	MA	Mastercard INC - A	Stock-Financials	0.53%	—	+79.99%
30	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	0.52%	—	-34.13%
31	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.51%	+1.24%	—
32	AMG	Affiliated Managers Group	Stock-Financials	0.50%	—	+1724.11%
33	ALL	Allstate CORP	Stock-Financials	0.50%	—	+145.02%
34	BBL	Bhp Group Plc-adr	Stock-Other	0.49%	—	+90.57%
35	✓	Tesoro CORP	Stock-Other	0.47%	—	+1110.37%
36	SU	Suncor Energy INC	Stock-Energy	0.45%	—	+1793.74%
37	JPM	Jpmorgan Chase & Co	Stock-Financials	0.45%	+0.14%	-33.21%
38	MGM	Mgm Resorts International	Stock-Consumer Disc	0.44%	—	+478.87%
39	RTN1USD	Raytheon Company	Stock-Other	0.44%	—	+700.73%
40	AMZN	Amazon.com INC	Stock-Consumer Disc	0.43%	-0.70%	EXIT
41	✓	Tyco International LTD	Stock-Other	0.42%	—	—
42	ETN	Eaton Corporation plc	Stock-Industrials	0.42%	—	—
43	NOC	Northrop Grumman CORP	Stock-Industrials	0.42%	—	+984.61%
44	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.41%	+1.31%	-96.07%
45	UTXZ	United Tech CORP	Stock-Other	0.40%	—	-1.00%
46	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	0.40%	—	—
47	BRCD 1.375 01-01-20	Brocade Communications	Stock-Other	0.39%	—	—
48	BBD	Banco Bradesco-adr	Stock-Other	0.39%	—	—
49	ALSN	Allison Transmission Holding	Stock-Consumer Disc	0.39%	—	—
50	ROK	Rockwell Automation INC	Stock-Industrials	0.39%	—	+1991.70%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ASRT 2.5 09-01-21	Assertio Therapeutics In	+1%	+75.18%	Add
2	TSLA 1.25 03-01-21	Tesla INC	+0.7%	+213.73%	Add
3	ZD 3.25 06-15-29	J2 Global Communications	+0.6%	+340.00%	Add
4	TTMI 1.75 12-15-20	Ttm Technologies INC	+0.6%	+26.70%	Add
5	VRSN 3.25 08-15-37	Verisign INC	+0.6%	-68.96%	Trim
6	MDRX 1.25 07-01-20	Allscripts Healthcare So	+0.6%	+420.80%	Add
7	CMCSA	Comcast Corp-class A	+0.5%	+680.90%	Add
8	FTR 11.125 06-29-18 A	Frontier Communications	+0.5%	+206.14%	Add
9	AMG	Affiliated Managers Group	+0.5%	+1724.11%	Add
10	SU	Suncor Energy INC	+0.4%	+1793.74%	Add
11	✓	Tesoro CORP	+0.4%	+1110.37%	Add
12	OC	Owens Corning	-0.3%	-83.08%	Trim
13	MPC	Marathon Petroleum CORP	-0.3%	-68.52%	Trim
14	NJR	New Jersey Resources CORP	-0.3%	-76.98%	Trim
15	MZTI	Marzetti Company/the	-0.3%	-85.39%	Trim
16	BRKR	Bruker CORP	-0.3%	-91.51%	Trim
17	REYN	Reynolds Consumer Products Inc.	-0.3%	-97.20%	Trim
18	SYF	Synchrony Financial	-0.6%	-79.01%	Trim
19	XLV	Ss Health Care Select Sector	-0.8%	-77.48%	Trim
20	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-2.1%	-79.60%	Trim
21	IWM	Ishares Russell 2000 ETF	-6.7%	-96.07%	Trim
22	SPY	Ss Spdr S&p 500 ETF Trust-us	-8.5%	-82.66%	Trim
23	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	EXIT	Sold out
24	CPRT	Copart INC	—	EXIT	Sold out
25	✓	Powershares Qqq Trust Ser 1	—	EXIT	Sold out
26	SNN	Smith & Nephew PLC -spon Adr	—	NEW	New buy
27	EWY	Ishares Msci South Korea ETF	—	EXIT	Sold out
28	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
29	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
30	LBTYA	Liberty Global Ltd.	—	NEW	New buy
31	RDS-A	Shell Plc-spon Adr-a	—	NEW	New buy
32	WFC	Wells Fargo & Co	—	EXIT	Sold out
33	✓	Velocityshares Vix Short-trm	—	NEW	New buy
34	RNR	RenaissanceRe Holdings Ltd.	—	EXIT	Sold out
35	DCI	Donaldson Co INC	—	EXIT	Sold out
36	HN9	Hanesbrands INC	—	EXIT	Sold out
37	✓	Delphi Automotive PLC	—	EXIT	Sold out
38	FRTEUR	Federal Realty Invs Trust	—	NEW	New buy
39	BKNG 1 03-15-18	Booking Holdings INC	—	NEW	New buy
40	LMT	Lockheed Martin CORP	—	EXIT	Sold out
41	VEEV	Veeva Systems Inc-class A	—	EXIT	Sold out
42	BABA	Alibaba Group Holding-sp Adr	—	NEW	New buy
43	ICE	Intercontinental Exchange In	—	EXIT	Sold out
44	BKH	Black Hills CORP	—	EXIT	Sold out
45	✓	Vwr CORP	—	EXIT	Sold out
46	CCS	Century Communities INC	—	EXIT	Sold out
47	XLF	Ss Financial Select Sector	—	EXIT	Sold out
48	WELL	Welltower INC	—	EXIT	Sold out
49	ARAY 3.5 02-01-18	Accuray INC	—	EXIT	Sold out
50	DUK	Du Pont E I De Nemour&Co	—	EXIT	Sold out