BlueCrest Capital Management Ltd — Q4 2016 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q4 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 621 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	3.41%	+1.40%	-77.59%
2	MGM	Mgm Resorts International	Stock-Consumer Disc	1.55%	—	+154.22%
3	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	1.40%	+1.31%	+67.82%
4	IYR	Ishares US Real Estate ETF	ETF-Other	1.35%	—	+14.51%
5	AMD 2.125 09-01-26	Advanced Micro Devices	Stock-Tech	1.11%	—	-8.61%
6	HUBB	Hubbell INC	Stock-Industrials	1.01%	—	—
7	MAR	Marriott International -cl A	Stock-Consumer Disc	0.93%	—	+683.77%
8	HDSUSD	Hd Supply Holdings INC	Stock-Other	0.91%	—	+3024.85%
9	HAL	Halliburton Co	Stock-Energy	0.90%	—	-37.24%
10	YUM	Yum! Brands INC	Stock-Consumer Disc	0.89%	—	+115.52%
11	CME	Cme Group INC	Stock-Financials	0.88%	—	+177.23%
12	WCN	Waste Connections INC	Stock-Industrials	0.87%	—	—
13	PBR-A	Petroleo Brasil-sp Pref Adr	Stock-Other	0.86%	—	—
14	AIG	American International Group	Stock-Financials	0.86%	—	-23.14%
15	CATM 1 12-01-20	Cardtronics INC	Stock-Other	0.85%	—	+30.10%
16	NSC	Norfolk Southern CORP	Stock-Industrials	0.77%	—	-17.75%
17	KHC	Kraft Heinz Co/the	Stock-Consumer Staples	0.74%	—	-16.30%
18	DOV	Dover CORP	Stock-Industrials	0.74%	—	-21.33%
19	RHI	Robert Half INC	Stock-Industrials	0.73%	—	—
20	HSY	Hershey Co/the	Stock-Consumer Staples	0.73%	—	+853.00%
21	AMH	American Homes 4 Rent- A	Stock-Real Estate	0.73%	—	-0.43%
22	DRH	Diamondrock Hospitality Co	Stock-Other	0.68%	—	—
23	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.66%	—	+3495.77%
24	✓		Stock-Other	0.66%	—	—
25	CPB	THE Campbell's Company	Stock-Consumer Staples	0.65%	—	+867.03%
26	NXST	Nexstar Media Group INC	Stock-Comm Services	0.64%	—	+188.46%
27	CF	Cf Industries Holdings INC	Stock-Materials	0.63%	—	+388.79%
28	ASH	Ashland INC	Stock-Materials	0.63%	—	—
29	✓	Rsp Permian INC	Stock-Other	0.62%	—	+38.29%
30	CSV 2.75 03-15-21	Carriage Services INC	Stock-Other	0.60%	—	—
31	LAD	Lithia Motors INC	Stock-Consumer Disc	0.60%	—	+68.56%
32	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	0.58%	—	—
33	CHD	Church & Dwight Co INC	Stock-Consumer Staples	0.57%	—	—
34	SLCAUSD	US Silica Holdings INC	Stock-Other	0.57%	—	-49.30%
35	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	0.57%	—	—
36	GWRUSD	Genesee & Wyoming Inc-cl A	Stock-Other	0.55%	—	+84.32%
37	SJM	Jm Smucker Co/the	Stock-Consumer Staples	0.54%	—	+1192.31%
38	MDPUSD	Meredith CORP	Stock-Other	0.52%	—	—
39	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.50%	—	—
40	FTI	TechnipFMC plc	Stock-Energy	0.50%	—	+508.32%
41	BKR	Baker Hughes Company	Stock-Energy	0.48%	—	+20.98%
42	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.48%	—	+41.91%
43	TSRO 3 10-01-21	Tesaro INC	Stock-Other	0.48%	—	—
44	DAL	Delta Air Lines INC	Stock-Industrials	0.48%	—	-28.45%
45	HLT	Hilton Worldwide Holdings In	Stock-Consumer Disc	0.48%	—	—
46	PNW	Pinnacle West Capital Corporation	Stock-Utilities	0.48%	—	-63.93%
47	CITUSD	Cit Group INC	Stock-Other	0.48%	—	—
48	XXI	Twenty One Capital, Inc.	Stock-Other	0.47%	—	+957.77%
49	EGO	Eldorado Gold Corporation	Stock-Other	0.47%	—	—
50	SHW	Sherwin-williams Co/the	Stock-Materials	0.47%	—	+513.98%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MGM	Mgm Resorts International	+1.2%	+154.22%	Add
2	IWM	Ishares Russell 2000 ETF	+1%	+67.82%	Add
3	HDSUSD	Hd Supply Holdings INC	+0.9%	+3024.85%	Add
4	MAR	Marriott International -cl A	+0.9%	+683.77%	Add
5	CME	Cme Group INC	+0.7%	+177.23%	Add
6	HSY	Hershey Co/the	+0.7%	+853.00%	Add
7	BIO	Bio-rad Laboratories-a	+0.7%	+3495.77%	Add
8	CPB	THE Campbell's Company	+0.6%	+867.03%	Add
9	DOW	Dow Chem Co	-0.2%	-62.75%	Trim
10	PNW	Pinnacle West Capital Corporation	-0.2%	-63.93%	Trim
11	DYN 7 07-01-19	Vistra Energy CORP	-0.3%	-50.30%	Trim
12	APC3EUR	Anadarko Petroleum CORP	-0.3%	-76.96%	Trim
13	DKS	Dick's Sporting Goods INC	-0.3%	-88.59%	Trim
14	EG	Everest Group, Ltd.	-0.3%	-95.25%	Trim
15	MPC	Marathon Petroleum CORP	-0.3%	-97.84%	Trim
16	IVZ	Invesco Ltd.	-0.3%	-93.41%	Trim
17	CMCSA	Comcast Corp-class A	-0.3%	-71.85%	Trim
18	ASRT 2.5 09-01-21	Assertio Therapeutics In	-0.4%	-79.59%	Trim
19	TWXCHF	Time Warner INC	-0.4%	-90.01%	Trim
20	HRL	Hormel Foods CORP	-0.4%	-97.01%	Trim
21	HAS	Hasbro INC	-0.4%	-91.43%	Trim
22	CSX	Csx CORP	-0.4%	-86.03%	Trim
23	APD	Air Products & Chemicals INC	-0.5%	-98.54%	Trim
24	CHRD 2.625 09-15-23	Oasis Petroleum INC	-0.7%	-94.93%	Trim
25	TLT	Ishares 20+ Year Treasury Bd	-2.9%	-98.89%	Trim
26	SPY	Ss Spdr S&p 500 ETF Trust-us	-5.1%	-77.59%	Trim
27	COTY	Coty Inc-cl A	-5.2%	-99.40%	Trim
28	PG	Procter & Gamble Co/the	—	EXIT	Sold out
29	OSVEUR	Vaneck Vectors Oil Services	—	EXIT	Sold out
30	HUBB	Hubbell INC	—	NEW	New buy
31	SWK	Stanley Black & Decker INC	—	EXIT	Sold out
32	✓	Allergan PLC	—	EXIT	Sold out
33	NWL	Newell Brands INC	—	EXIT	Sold out
34	WCN	Waste Connections INC	—	NEW	New buy
35	PBR-A	Petroleo Brasil-sp Pref Adr	—	NEW	New buy
36	9990302D	Apache CORP	—	EXIT	Sold out
37	RHI	Robert Half INC	—	NEW	New buy
38	DNKN	Dunkin' Brands Group INC	—	EXIT	Sold out
39	DRH	Diamondrock Hospitality Co	—	NEW	New buy
40	✓		—	NEW	New buy
41	XECEUR	Cimarex Energy Co	—	EXIT	Sold out
42	WFRD	Weatherford International plc	—	EXIT	Sold out
43	ASH	Ashland INC	—	NEW	New buy
44	ISBCUSD	Investors Bancorp INC	—	EXIT	Sold out
45	BF-B	Brown-forman Corp-class B	—	EXIT	Sold out
46	TBPH 3.25 11-01-23	Theravance Biopharma INC	—	NEW	New buy
47	CHD	Church & Dwight Co INC	—	NEW	New buy
48	✓	Tesoro CORP	—	EXIT	Sold out
49	PNC	Pnc Financial Services Group	—	EXIT	Sold out
50	TECK	Teck Resources Ltd-cls B	—	EXIT	Sold out