BlueCrest Capital Management Ltd — Q3 2016 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q3 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 692 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	PG	Procter & Gamble Co/the	Stock-Consumer Staples	14.63%	—	+4561.65%
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	8.48%	+1.40%	-8.45%
3	COTY	Coty Inc-cl A	Stock-Other	5.28%	—	—
4	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	2.93%	—	+3.85%
5	CHRD 2.625 09-15-23	Oasis Petroleum INC	Stock-Energy	0.73%	—	—
6	PNW	Pinnacle West Capital Corporation	Stock-Utilities	0.72%	—	—
7	DYN 7 07-01-19	Vistra Energy CORP	Stock-Other	0.71%	—	-99.03%
8	IYR	Ishares US Real Estate ETF	ETF-Other	0.71%	—	-52.04%
9	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.69%	—	+186.22%
10	HAL	Halliburton Co	Stock-Energy	0.69%	—	+27.27%
11	OSVEUR	Vaneck Vectors Oil Services	ETF-Other	0.65%	—	+908.01%
12	DOW	Dow Chem Co	Stock-Materials	0.61%	—	+3631.72%
13	CSX	Csx CORP	Stock-Industrials	0.61%	—	+929.94%
14	AIG	American International Group	Stock-Financials	0.58%	—	+28.77%
15	SWK	Stanley Black & Decker INC	Stock-Industrials	0.57%	—	+47.45%
16	✓	Allergan PLC	Stock-Other	0.56%	—	-99.57%
17	APC3EUR	Anadarko Petroleum CORP	Stock-Other	0.56%	—	+139.13%
18	ASRT 2.5 09-01-21	Assertio Therapeutics In	Stock-Other	0.55%	—	-18.33%
19	SLCAUSD	US Silica Holdings INC	Stock-Other	0.53%	—	+16.63%
20	DOV	Dover CORP	Stock-Industrials	0.53%	—	-0.45%
21	NBR	Nabors Industries Ltd.	Stock-Other	0.53%	—	+70.85%
22	KHC	Kraft Heinz Co/the	Stock-Consumer Staples	0.52%	—	+323.37%
23	NWL	Newell Brands INC	Stock-Consumer Staples	0.52%	—	+102.86%
24	TTMI 1.75 12-15-20	Ttm Technologies INC	Stock-Tech	0.50%	—	+101.58%
25	VAL	Valaris Limited	Stock-Energy	0.50%	—	+139.92%
26	TWXCHF	Time Warner INC	Stock-Other	0.49%	—	+198.56%
27	HAS	Hasbro INC	Stock-Consumer Disc	0.49%	—	—
28	9990302D	Apache CORP	Stock-Other	0.49%	—	+116.10%
29	NSC	Norfolk Southern CORP	Stock-Industrials	0.48%	—	+171.31%
30	AMD 2.125 09-01-26	Advanced Micro Devices	Stock-Tech	0.48%	—	—
31	EOG	Eog Resources INC	Stock-Energy	0.46%	—	+387.44%
32	APD	Air Products & Chemicals INC	Stock-Materials	0.46%	—	+3779.49%
33	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.44%	+1.31%	-26.96%
34	AMH	American Homes 4 Rent- A	Stock-Real Estate	0.44%	—	-6.32%
35	LUV	Southwest Airlines Co	Stock-Industrials	0.43%	—	+188.53%
36	DNKN	Dunkin' Brands Group INC	Stock-Other	0.42%	—	—
37	FDX	Fedex CORP	Stock-Industrials	0.42%	—	+489.67%
38	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.41%	—	+81.15%
39	HIG	Hartford Insurance Group INC	Stock-Financials	0.41%	—	+37.64%
40	ROST	Ross Stores INC	Stock-Consumer Disc	0.40%	—	+5214.23%
41	AMZN	Amazon.com INC	Stock-Consumer Disc	0.39%	-0.70%	EXIT
42	DKS	Dick's Sporting Goods INC	Stock-Consumer Disc	0.38%	—	+346.83%
43	HLX	Helix Energy Solutions Group	Stock-Other	0.38%	—	+70.19%
44	IVZ	Invesco Ltd.	Stock-Financials	0.37%	—	+332.94%
45	SM	Sm Energy Co	Stock-Energy	0.37%	—	+549.84%
46	XECEUR	Cimarex Energy Co	Stock-Other	0.37%	—	+5.03%
47	WFRD	Weatherford International plc	Stock-Energy	0.37%	—	+3758.42%
48	ISBCUSD	Investors Bancorp INC	Stock-Other	0.35%	—	+48.51%
49	HON	Honeywell International INC	Stock-Industrials	0.35%	—	+185.98%
50	EG	Everest Group, Ltd.	Stock-Financials	0.34%	—	+3684.63%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	PG	Procter & Gamble Co/the	+14.2%	+4561.65%	Add
2	DOW	Dow Chem Co	+0.6%	+3631.72%	Add
3	OSVEUR	Vaneck Vectors Oil Services	+0.6%	+908.01%	Add
4	CSX	Csx CORP	+0.5%	+929.94%	Add
5	APD	Air Products & Chemicals INC	+0.5%	+3779.49%	Add
6	✓	Allergan PLC	+0.4%	-99.57%	Trim
7	ROST	Ross Stores INC	+0.4%	+5214.23%	Add
8	CMCSA	Comcast Corp-class A	+0.4%	+186.22%	Add
9	KHC	Kraft Heinz Co/the	+0.4%	+323.37%	Add
10	WFRD	Weatherford International plc	+0.4%	+3758.42%	Add
11	EOG	Eog Resources INC	+0.4%	+387.44%	Add
12	FDX	Fedex CORP	+0.3%	+489.67%	Add
13	EG	Everest Group, Ltd.	+0.3%	+3684.63%	Add
14	SM	Sm Energy Co	+0.3%	+549.84%	Add
15	PNC	Pnc Financial Services Group	+0.3%	+3237.81%	Add
16	APC3EUR	Anadarko Petroleum CORP	+0.3%	+139.13%	Add
17	DAL	Delta Air Lines INC	+0.3%	+3323.61%	Add
18	TWXCHF	Time Warner INC	+0.3%	+198.56%	Add
19	DKS	Dick's Sporting Goods INC	+0.3%	+346.83%	Add
20	IVZ	Invesco Ltd.	+0.3%	+332.94%	Add
21	NSC	Norfolk Southern CORP	+0.3%	+171.31%	Add
22	TTMI 1.75 12-15-20	Ttm Technologies INC	+0.3%	+101.58%	Add
23	HAIN	Hain Celestial Group INC	-0.4%	-96.86%	Trim
24	RDS-A	Shell Plc-spon Adr-a	-0.5%	-78.12%	Trim
25	BP	Bp Plc-spons Adr	-0.5%	-74.00%	Trim
26	XLE	Ss Energy Select Sector	-0.5%	-90.09%	Trim
27	UTXZ	United Tech CORP	-0.6%	-59.72%	Trim
28	FTR 11.125 06-29-18 A	Frontier Communications	-0.6%	-99.69%	Trim
29	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.6%	-58.90%	Trim
30	BALL	Ball CORP	-0.6%	-94.11%	Trim
31	XLP	Ss Consumer Staples Sel Sect	-0.7%	-80.69%	Trim
32	BKNG 1 03-15-18	Booking Holdings INC	-0.8%	-68.75%	Trim
33	IYR	Ishares US Real Estate ETF	-1.3%	-52.04%	Trim
34	SPY	Ss Spdr S&p 500 ETF Trust-us	-3.3%	-8.45%	Trim
35	CEO	Cnooc Ltd-spon Adr	—	EXIT	Sold out
36	COTY	Coty Inc-cl A	—	NEW	New buy
37	✓	Nexeo Solutions INC	—	EXIT	Sold out
38	CHRD 2.625 09-15-23	Oasis Petroleum INC	—	NEW	New buy
39	PNW	Pinnacle West Capital Corporation	—	NEW	New buy
40	GLD	Spdr Gold Shares	—	EXIT	Sold out
41	HAS	Hasbro INC	—	NEW	New buy
42	AMD 2.125 09-01-26	Advanced Micro Devices	—	NEW	New buy
43	DNKN	Dunkin' Brands Group INC	—	NEW	New buy
44	AAP	Advance Auto Parts INC	—	EXIT	Sold out
45	YUM	Yum! Brands INC	—	NEW	New buy
46	MTDR	Matador Resources Co	—	NEW	New buy
47	WDC	Western Digital CORP	—	NEW	New buy
48	VMC	Vulcan Materials Co	—	NEW	New buy
49	DHR	Danaher CORP	—	EXIT	Sold out
50	FISV	Fiserv INC	—	NEW	New buy