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Institutional Investment Manager
BlueCrest Capital Management Ltd
BlueCrest Capital Management Ltd (CIK: 0001610880), located at Ground Floor, Harbour Reach, St Helier, Y9. Institutional holdings reported to the SEC.
Institutional Holdings (2015Q4)
Original 13F HR (0001140361-16-053188) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 888,500 181,138 7.52% Put
2 ISHARES TR 1,526,804 171,949 7.13%
3 SPDR S&P 500 ETF TR 397,500 81,038 3.36%
4 ISHARES TR 896,000 72,200 3.00% Call
5 ISHARES TR 2,000,000 64,380 2.67% Call
6 ISHARES TR 500,000 57,005 2.37% Call
7 POWERSHARES QQQ TRUST 350,000 39,152 1.62% Put
8 COPART INC 889,517 33,811 1.40%
9 ISHARES 580,000 28,809 1.20% Put
10 SELECT SECTOR SPDR TR 360,648 25,977 1.08%
11 COPART INC 550,000 20,906 0.87% Put
12 ISHARES TR 267,711 20,100 0.83%
13 SYNCHRONY FINL 649,572 19,753 0.82%
14 SPDR S&P 500 ETF TR 75,000 15,290 0.63% Call
15 ALLERGAN PLC 13,402 13,791 0.57%
16 WELLS FARGO CO NEW 244,439 13,288 0.55%
17 JPMORGAN CHASE & CO 184,545 12,186 0.51%
18 NEW JERSEY RES CORP 332,917 10,973 0.46%
19 RENAISSANCERE HOLDINGS LTD 95,814 10,845 0.45%
20 AMERICAN HOMES 4 RENT CL A 644,522 10,738 0.45%
21 DONALDSON INC 371,196 10,638 0.44%
22 MARATHON PETE CORP 205,049 10,630 0.44%
23 HANESBRANDS INC 353,817 10,413 0.43%
24 DELPHI AUTOMOTIVE PLC 114,109 9,783 0.41%
25 ANADARKO PETR 200,000 9,716 0.40% Call
26 GENESEE AND WYOMING INC INC CL A 170,210 9,139 0.38%
27 OWENS CORNING NEW 191,829 9,022 0.37%
28 LOCKHEED MARTIN CORP 41,329 8,975 0.37%
29 VEEVA SYS INC 303,332 8,751 0.36%
30 BRUKER CORP 353,152 8,571 0.36%
31 ESSEX PPTY TR INC 35,000 8,379 0.35%
32 REYNOLDS AMERICAN INC 179,259 8,273 0.34%
33 INTERCONTINENTAL EXCHANGE IN 32,228 8,259 0.34%
34 SPROUTS FMRS MKT INC 310,412 8,254 0.34%
35 AMERICAN CAMPUS CMNTYS INC 193,355 7,993 0.33%
36 BLACK HILLS CORP 169,454 7,868 0.33%
37 VWR CORP 276,368 7,824 0.32%
38 Century Communities 441,433 7,818 0.32%
39 BANK NEW YORK MELLON CORP 189,589 7,815 0.32%
40 AXIALL CORPORATION 491,555 7,570 0.31%
41 NEW YORK REIT INC 653,709 7,518 0.31%
42 WELLTOWER INC 109,730 7,465 0.31%
43 AMAZON COM INC 10,883 7,356 0.31%
44 PIONEER NAT RES CO 58,097 7,284 0.30%
45 FACEBOOK INC 69,436 7,267 0.30%
46 CARLISLE COS INC 81,613 7,238 0.30%
47 ALPHABET INC 9,255 7,200 0.30%
48 VALERO ENERGY CORP NEW 100,653 7,117 0.30%
49 HUDSON PAC PPTYS INC COM 247,787 6,973 0.29%
50 EQUITY COMWLTH COM SH BEN INT 251,434 6,972 0.29%
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