BlueCrest Capital Management Ltd — Q1 2018 13F Holdings

Name: BlueCrest Capital Management Ltd — 13F Holdings, Q1 2018
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 1435 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	12.46%	+1.40%	-62.36%
2	✓	Powershares Qqq Trust Ser 1	Stock-Other	4.80%	—	—
3	✓	Barclays Bk PLC	Stock-Other	1.47%	—	-5.14%
4	NTR	Nutrien LTD	Stock-Materials	1.32%	—	—
5	CME	Cme Group INC	Stock-Financials	1.28%	—	+458.13%
6	KNX	Knight-swift Transportation	Stock-Industrials	1.23%	—	+6.89%
7	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	Stock-Other	1.01%	—	-1.29%
8	✓		Stock-Other	0.94%	—	+257.57%
9	C	Citigroup INC	Stock-Financials	0.94%	+0.01%	+154.29%
10	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.93%	+0.97%	NEW
11	LMT	Lockheed Martin CORP	Stock-Industrials	0.89%	—	—
12	XLK	Ss Technology Select Sector	ETF-Tech	0.82%	—	+7.67%
13	EFA	Ishares Msci Eafe ETF	ETF-Other	0.81%	—	+43.53%
14	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.72%	—	+254.68%
15	✓		Stock-Other	0.70%	—	+89.19%
16	EXAS 1 01-15-25	Exact Sciences CORP	Stock-Other	0.67%	—	—
17	JOBS 3.25 04-15-19	51job INC	Stock-Other	0.65%	—	-7.54%
18	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.63%	—	-26.41%
19	COP	Conocophillips	Stock-Energy	0.62%	—	+25.02%
20	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.62%	+1.21%	NEW
21	KO	Coca-cola Co/the	Stock-Consumer Staples	0.61%	—	—
22	✓		Stock-Other	0.61%	—	+250.75%
23	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.58%	—	-33.84%
24	CSCO	Cisco Systems INC	Stock-Tech	0.55%	—	+177.16%
25	GLD	Spdr Gold Shares	ETF-Commodities	0.55%	-13.71%	-9.28%
26	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.53%	—	-37.41%
27	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	0.53%	—	+31.84%
28	TWXCHF	Time Warner INC	Stock-Other	0.51%	—	+169.20%
29	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.48%	—	+186.44%
30	VIAV 1 03-01-24	Viavi Solutions INC	Stock-Tech	0.47%	—	—
31	CSV 2.75 03-15-21	Carriage Services INC	Stock-Other	0.44%	—	+14.97%
32	PCAR	Paccar INC	Stock-Industrials	0.44%	—	—
33	USA	Liberty Interactive CORP	Stock-Other	0.43%	—	+974.88%
34	PODD 1.25 09-15-21	Insulet Corporation	Stock-Healthcare	0.41%	—	—
35	✓	Xl Group LTD Com	Stock-Other	0.40%	—	—
36	RF	Regions Financial CORP	Stock-Financials	0.40%	—	+920.68%
37	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	Stock-Real Estate	0.39%	—	—
38	CPRT	Copart INC	Stock-Industrials	0.38%	—	+2618.67%
39	HUM	Humana INC	Stock-Healthcare	0.38%	—	—
40	EOG	Eog Resources INC	Stock-Energy	0.38%	—	-7.10%
41	HON	Honeywell International INC	Stock-Industrials	0.37%	—	—
42	XLI	Ss Industrial Select Sector	ETF-Other	0.35%	—	+143.38%
43	CLF 1.5 01-15-25	Cleveland-cliffs INC	Stock-Materials	0.35%	—	-34.60%
44	✓	Orbital Atk Inc	Stock-Other	0.34%	—	—
45	TIFEUR	Tiffany & Co	Stock-Other	0.34%	—	—
46	ADM	Archer-daniels-midland Co	Stock-Consumer Staples	0.34%	—	—
47	FWONK 1 01-30-23	Liberty Media CORP	Stock-Comm Services	0.33%	—	—
48	CI	The Cigna Group	Stock-Healthcare	0.33%	—	+313.64%
49	PKG	Packaging CORP Of America	Stock-Consumer Disc	0.33%	—	+820.66%
50	XPO	Xpo INC	Stock-Industrials	0.32%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by BlueCrest Capital Management Ltd for the quarter ending Q1 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CME	Cme Group INC	+1.1%	+458.13%	Add
2	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.9%	+2598.88%	Add
3	✓		+0.7%	+257.57%	Add
4	✓	Barclays Bk PLC	+0.7%	-5.14%	Trim
5	C	Citigroup INC	+0.6%	+154.29%	Add
6	CHTR	Charter Communications Inc-a	+0.5%	+254.68%	Add
7	✓		+0.5%	+250.75%	Add
8	USA	Liberty Interactive CORP	+0.4%	+974.88%	Add
9	TSLA 1.25 03-01-21	Tesla INC	-0.3%	-37.41%	Trim
10	ROK	Rockwell Automation INC	-0.3%	-85.72%	Trim
11	AXP	American Express Co	-0.4%	-97.53%	Trim
12	EBAY	Ebay INC	-0.4%	-78.23%	Trim
13	JNJ	Johnson & Johnson	-0.4%	-77.59%	Trim
14	EZU	Ishares Msci Eurozone ETF	-0.4%	-91.40%	Trim
15	MU	Micron Technology INC	-0.5%	-98.30%	Trim
16	DELL	Dell Technologies Inc.	-0.5%	-75.47%	Trim
17	MCD	Mcdonald's CORP	-0.5%	-72.70%	Trim
18	XLE	Ss Energy Select Sector	-0.6%	-71.98%	Trim
19	MSFT	Microsoft CORP	-0.6%	-91.16%	Trim
20	NEM	Newmont CORP	-0.6%	-86.62%	Trim
21	IYR	Ishares US Real Estate ETF	-0.7%	-72.47%	Trim
22	✓	Randgold Resources Ltd-adr	-1.3%	-97.65%	Trim
23	SPY	Ss Spdr S&p 500 ETF Trust-us	-16.9%	-62.36%	Trim
24	✓	Powershares Qqq Trust Ser 1	—	NEW	New buy
25	✓	Agrium INC	—	EXIT	Sold out
26	NTR	Nutrien LTD	—	NEW	New buy
27	MO	Altria Group INC	—	EXIT	Sold out
28	BAC	Bank Of America CORP	—	EXIT	Sold out
29	LMT	Lockheed Martin CORP	—	NEW	New buy
30	ALXN	Alexion Pharmaceuticals INC	—	EXIT	Sold out
31	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
32	GOOG	Alphabet Inc-cl C	—	EXIT	Sold out
33	EXAS 1 01-15-25	Exact Sciences CORP	—	NEW	New buy
34	LLY	Eli Lilly & Co	—	EXIT	Sold out
35	ADP	Automatic Data Processing	—	EXIT	Sold out
36	AFL	Aflac INC	—	EXIT	Sold out
37	EEM	Ishares Msci Emerging Market	—	NEW	New buy
38	KO	Coca-cola Co/the	—	NEW	New buy
39	COF	Capital One Financial CORP	—	EXIT	Sold out
40	SYK	Stryker CORP	—	EXIT	Sold out
41	✓	Laboratory CORP Amer Hldgs	—	EXIT	Sold out
42	BIIB	Biogen INC	—	EXIT	Sold out
43	BKNG 1 03-15-18	Booking Holdings INC	—	EXIT	Sold out
44	VIAV 1 03-01-24	Viavi Solutions INC	—	NEW	New buy
45	PCAR	Paccar INC	—	NEW	New buy
46	✓		—	EXIT	Sold out
47	SU	Suncor Energy INC	—	EXIT	Sold out
48	✓	Xl Group LTD Com	—	NEW	New buy
49	LRCXEUR	Lam Research CORP	—	EXIT	Sold out
50	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	—	NEW	New buy