BlueCrest Capital Management Ltd — Q2 2016 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q2 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001610880

Total reported value

$1.7B

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 814 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	12.10%	+1.40%	+474.15%
2	CEO	Cnooc Ltd-spon Adr	Stock-Other	7.58%	—	+5189.71%
3	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	3.85%	—	—
4	IYR	Ishares US Real Estate ETF	ETF-Other	2.04%	—	—
5	DYN 7 07-01-19	Vistra Energy CORP	Stock-Other	1.29%	—	—
6	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	1.11%	—	+196.97%
7	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.84%	+0.97%	NEW
8	UTXZ	United Tech CORP	Stock-Other	0.81%	—	+184.95%
9	GLD	Spdr Gold Shares	ETF-Commodities	0.81%	-13.71%	+651.63%
10	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.81%	—	—
11	ASRT 2.5 09-01-21	Assertio Therapeutics In	Stock-Other	0.77%	—	-25.15%
12	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.76%	+1.31%	+158.36%
13	FTR 11.125 06-29-18 A	Frontier Communications	Stock-Other	0.74%	—	+19824.31%
14	HAL	Halliburton Co	Stock-Energy	0.73%	—	+223.47%
15	DOV	Dover CORP	Stock-Industrials	0.68%	—	—
16	BALL	Ball CORP	Stock-Consumer Disc	0.67%	—	+241.29%
17	XLE	Ss Energy Select Sector	ETF-Other	0.60%	—	—
18	✓		Stock-Other	0.60%	—	—
19	AMH	American Homes 4 Rent- A	Stock-Real Estate	0.59%	—	+7.25%
20	BP	Bp Plc-spons Adr	Stock-Energy	0.57%	—	+1029.65%
21	RDS-A	Shell Plc-spon Adr-a	Stock-Other	0.55%	—	-35.60%
22	AIG	American International Group	Stock-Financials	0.55%	—	+26.87%
23	JPM	Jpmorgan Chase & Co	Stock-Financials	0.54%	+0.14%	+66.86%
24	AAP	Advance Auto Parts INC	Stock-Consumer Disc	0.52%	—	—
25	ROK	Rockwell Automation INC	Stock-Industrials	0.51%	—	+87.60%
26	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	0.50%	—	—
27	✓	Newfield Expl Co	Stock-Other	0.50%	—	+198.09%
28	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.47%	—	+181.68%
29	SWK	Stanley Black & Decker INC	Stock-Industrials	0.47%	—	—
30	CME	Cme Group INC	Stock-Financials	0.46%	—	+145.07%
31	BKH 7.75 11-01-18	Black Hills CORP	Stock-Utilities	0.46%	—	+10757.83%
32	SLCAUSD	US Silica Holdings INC	Stock-Other	0.46%	—	—
33	HAIN	Hain Celestial Group INC	Stock-Other	0.44%	—	—
34	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	0.43%	—	-25.74%
35	REYN	Reynolds Consumer Products Inc.	Stock-Other	0.42%	—	+3554.92%
36	XECEUR	Cimarex Energy Co	Stock-Other	0.42%	—	+92.97%
37	CB	Chubb Limited	Stock-Financials	0.42%	—	—
38	THS	Treehouse Foods INC	Stock-Other	0.42%	—	—
39	HIG	Hartford Insurance Group INC	Stock-Financials	0.41%	—	+1800.42%
40	ZAYOEUR	Zayo Group Holdings INC	Stock-Other	0.41%	—	+282.41%
41	CLRUSD	Continental Resources Inc/ok	Stock-Other	0.40%	—	-30.60%
42	DHR	Danaher CORP	Stock-Healthcare	0.40%	—	—
43	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.40%	—	—
44	SRE	Sempra	Stock-Utilities	0.39%	—	+624.17%
45	TCPA	TransCanada PipeLines Limited 6	Stock-Other	0.39%	—	—
46	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	0.39%	—	+1.18%
47	COP	Conocophillips	Stock-Energy	0.37%	—	—
48	DVN	Devon Energy CORP	Stock-Energy	0.37%	—	—
49	ATI 4.75 07-01-22	Allegheny Technologies	Stock-Industrials	0.36%	—	—
50	NBR	Nabors Industries Ltd.	Stock-Other	0.34%	—	+666.15%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+8.8%	+474.15%	Add
2	CEO	Cnooc Ltd-spon Adr	+7.2%	+5189.71%	Add
3	GLD	Spdr Gold Shares	+0.6%	+651.63%	Add
4	BKNG 1 03-15-18	Booking Holdings INC	+0.5%	+196.97%	Add
5	BP	Bp Plc-spons Adr	+0.5%	+1029.65%	Add
6	HAL	Halliburton Co	+0.5%	+223.47%	Add
7	UTXZ	United Tech CORP	+0.4%	+184.95%	Add
8	REYN	Reynolds Consumer Products Inc.	+0.4%	+3554.92%	Add
9	BALL	Ball CORP	+0.4%	+241.29%	Add
10	HIG	Hartford Insurance Group INC	+0.4%	+1800.42%	Add
11	IWM	Ishares Russell 2000 ETF	+0.3%	+158.36%	Add
12	SRE	Sempra	+0.3%	+624.17%	Add
13	✓	Newfield Expl Co	+0.3%	+198.09%	Add
14	FTR 11.125 06-29-18 A	Frontier Communications	+0.1%	+19824.31%	Add
15	ALL	Allstate CORP	-0.5%	-93.67%	Trim
16	✓	Allergan PLC	-0.7%	+32136.55%	Add
17	EEM	Ishares Msci Emerging Market	-3.6%	-91.69%	Trim
18	TLT	Ishares 20+ Year Treasury Bd	—	NEW	New buy
19	✓	Nexeo Solutions INC	—	NEW	New buy
20	IYR	Ishares US Real Estate ETF	—	NEW	New buy
21	SNN	Smith & Nephew PLC -spon Adr	—	EXIT	Sold out
22	DYN 7 07-01-19	Vistra Energy CORP	—	NEW	New buy
23	LBTYA	Liberty Global Ltd.	—	EXIT	Sold out
24	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
25	DOV	Dover CORP	—	NEW	New buy
26	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
27	XLE	Ss Energy Select Sector	—	NEW	New buy
28	✓		—	NEW	New buy
29	TSLA 1.25 03-01-21	Tesla INC	—	EXIT	Sold out
30	AAP	Advance Auto Parts INC	—	NEW	New buy
31	ZD 3.25 06-15-29	J2 Global Communications	—	EXIT	Sold out
32	✓	Velocityshares Vix Short-trm	—	EXIT	Sold out
33	SWK	Stanley Black & Decker INC	—	NEW	New buy
34	SLCAUSD	US Silica Holdings INC	—	NEW	New buy
35	MDRX 1.25 07-01-20	Allscripts Healthcare So	—	EXIT	Sold out
36	HAIN	Hain Celestial Group INC	—	NEW	New buy
37	CB	Chubb Limited	—	NEW	New buy
38	THS	Treehouse Foods INC	—	NEW	New buy
39	FRTEUR	Federal Realty Invs Trust	—	EXIT	Sold out
40	DHR	Danaher CORP	—	NEW	New buy
41	PG	Procter & Gamble Co/the	—	NEW	New buy
42	TCPA	TransCanada PipeLines Limited 6	—	NEW	New buy
43	COP	Conocophillips	—	NEW	New buy
44	HP5A	Equity Commonwealth	—	EXIT	Sold out
45	DVN	Devon Energy CORP	—	NEW	New buy
46	ATI 4.75 07-01-22	Allegheny Technologies	—	NEW	New buy
47	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
48	GSHUSD	Guangshen Railway-spons Adr	—	NEW	New buy
49	UNP	Union Pacific CORP	—	NEW	New buy
50	TSRO 3 10-01-21	Tesaro INC	—	NEW	New buy