BlueCrest Capital Management Ltd — Q4 2017 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q4 2017
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 791 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	29.32%	+1.40%	+617.13%
2	✓	Randgold Resources Ltd-adr	Stock-Other	1.33%	—	—
3	✓	Agrium INC	Stock-Other	1.21%	—	—
4	IYR	Ishares US Real Estate ETF	ETF-Other	1.04%	—	+45.49%
5	MO	Altria Group INC	Stock-Consumer Staples	0.98%	—	—
6	BAC	Bank Of America CORP	Stock-Financials	0.96%	+0.08%	—
7	KNX	Knight-swift Transportation	Stock-Industrials	0.95%	—	-21.49%
8	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	Stock-Other	0.88%	—	+1.87%
9	XLE	Ss Energy Select Sector	ETF-Other	0.83%	—	-62.25%
10	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.81%	—	+57.14%
11	✓	Barclays Bk PLC	Stock-Other	0.80%	—	+2242.67%
12	NEM	Newmont CORP	Stock-Materials	0.76%	—	+33.12%
13	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.76%	—	+8328.95%
14	ALXN	Alexion Pharmaceuticals INC	Stock-Other	0.75%	—	—
15	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.73%	—	+55.60%
16	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.72%	—	—
17	DELL	Dell Technologies Inc.	Stock-Tech	0.70%	—	+448.17%
18	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.69%	—	—
19	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.69%	—	—
20	MSFT	Microsoft CORP	Stock-Tech	0.68%	—	—
21	XLK	Ss Technology Select Sector	ETF-Tech	0.65%	—	—
22	LLY	Eli Lilly & Co	Stock-Healthcare	0.56%	-0.63%	EXIT
23	ADP	Automatic Data Processing	Stock-Tech	0.55%	—	—
24	JNJ	Johnson & Johnson	Stock-Healthcare	0.55%	—	+1542.94%
25	AFL	Aflac INC	Stock-Financials	0.55%	—	—
26	GLD	Spdr Gold Shares	ETF-Commodities	0.52%	-13.71%	+208.64%
27	EBAY	Ebay INC	Stock-Consumer Disc	0.51%	—	+4312.37%
28	COF	Capital One Financial CORP	Stock-Financials	0.51%	—	—
29	EFA	Ishares Msci Eafe ETF	ETF-Other	0.50%	—	—
30	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.49%	—	+234.96%
31	SYK	Stryker CORP	Stock-Healthcare	0.48%	—	—
32	✓	Laboratory CORP Amer Hldgs	Stock-Other	0.48%	—	—
33	CLF 1.5 01-15-25	Cleveland-cliffs INC	Stock-Materials	0.47%	—	—
34	MU	Micron Technology INC	Stock-Tech	0.46%	—	+3614.90%
35	JOBS 3.25 04-15-19	51job INC	Stock-Other	0.45%	—	+455.00%
36	BIIB	Biogen INC	Stock-Healthcare	0.44%	—	—
37	✓		Stock-Other	0.43%	—	—
38	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.42%	—	—
39	EMN	Eastman Chemical Co	Stock-Materials	0.41%	—	+50.39%
40	COP	Conocophillips	Stock-Energy	0.40%	—	-35.35%
41	DD	DuPont de Nemours, Inc.	Stock-Other	0.40%	—	+39.39%
42	MPC	Marathon Petroleum CORP	Stock-Energy	0.39%	—	-33.63%
43	ROK	Rockwell Automation INC	Stock-Industrials	0.39%	—	—
44	SLB	Slb LTD	Stock-Energy	0.38%	—	+206.04%
45	CMC	Commercial Metals Co	Stock-Industrials	0.38%	—	+1334.42%
46	EOG	Eog Resources INC	Stock-Energy	0.36%	—	+2028.91%
47	✓		Stock-Other	0.36%	—	—
48	AXP	American Express Co	Stock-Financials	0.36%	—	+50.01%
49	SU	Suncor Energy INC	Stock-Energy	0.36%	—	—
50	C	Citigroup INC	Stock-Financials	0.35%	+0.01%	+175.09%

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q4 2017, 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	+23.6%	+617.13%	Add
2	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+0.8%	+8328.95%	Add
3	✓	Barclays Bk PLC	+0.7%	+2242.67%	Add
4	DELL	Dell Technologies Inc.	+0.5%	+448.17%	Add
5	JNJ	Johnson & Johnson	+0.5%	+1542.94%	Add
6	EBAY	Ebay INC	+0.5%	+4312.37%	Add
7	MU	Micron Technology INC	+0.4%	+3614.90%	Add
8	LUV	Southwest Airlines Co	-0.6%	-98.72%	Trim
9	WLK	Westlake CORP	-0.7%	-83.09%	Trim
10	IBB	Ishares Biotechnology ETF	-0.8%	+26.20%	Add
11	XLV	Ss Health Care Select Sector	-1.1%	-93.14%	Trim
12	XLU	St Sr Utl Sl Se Spdr Etf-usd	-1.1%	-95.88%	Trim
13	GM	General Motors Co	-1.2%	-73.69%	Trim
14	XLE	Ss Energy Select Sector	-2.3%	-62.25%	Trim
15	✓	Randgold Resources Ltd-adr	—	NEW	New buy
16	✓	Agrium INC	—	NEW	New buy
17	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
18	MO	Altria Group INC	—	NEW	New buy
19	BAC	Bank Of America CORP	—	NEW	New buy
20	IWM	Ishares Russell 2000 ETF	—	EXIT	Sold out
21	UVXY	ProShares Ultra VIX Short-Term Futures ETF	—	EXIT	Sold out
22	ALXN	Alexion Pharmaceuticals INC	—	NEW	New buy
23	MCD	Mcdonald's CORP	—	NEW	New buy
24	EA	Electronic Arts INC	—	EXIT	Sold out
25	GOOGL	Alphabet Inc-cl A	—	NEW	New buy
26	GOOG	Alphabet Inc-cl C	—	NEW	New buy
27	MSFT	Microsoft CORP	—	NEW	New buy
28	XLK	Ss Technology Select Sector	—	NEW	New buy
29	EQIX	Equinix INC	—	EXIT	Sold out
30	TSLA 2.375 03-15-22	Tesla INC	—	EXIT	Sold out
31	DISH 3.375 08-15-26	Dish Network CORP	—	EXIT	Sold out
32	✓	Andeavor Logistics LP	—	EXIT	Sold out
33	LLY	Eli Lilly & Co	—	NEW	New buy
34	ADP	Automatic Data Processing	—	NEW	New buy
35	AFL	Aflac INC	—	NEW	New buy
36	XLRE	Ss Real Estate Select Sector	—	EXIT	Sold out
37	COF	Capital One Financial CORP	—	NEW	New buy
38	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
39	SYK	Stryker CORP	—	NEW	New buy
40	✓	Laboratory CORP Amer Hldgs	—	NEW	New buy
41	AAL	American Airlines Group INC	—	EXIT	Sold out
42	CLF 1.5 01-15-25	Cleveland-cliffs INC	—	NEW	New buy
43	NSC	Norfolk Southern CORP	—	EXIT	Sold out
44	ARNCCHF	Arconic INC	—	EXIT	Sold out
45	PPI	Astoria Real Asset ETF	—	EXIT	Sold out
46	BIIB	Biogen INC	—	NEW	New buy
47	✓		—	NEW	New buy
48	HON	Honeywell International INC	—	EXIT	Sold out
49	ROK	Rockwell Automation INC	—	NEW	New buy
50	DAL	Delta Air Lines INC	—	EXIT	Sold out