We are live on ! Find out more
BCMU

BlueCrest Capital Management (UK) Portfolio holdings

AUM $2.66B
1-Year Est. Return 11.87%
This Fund
S&P 500
This Quarter Est. Return
+4.47%
1 Year Est. Return
+11.87%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.98B
AUM Growth
+$44.2M
Cap. Flow
-$410M
Cap. Flow %
-20.76%
Top 10 Hldgs %
52.5%
Holding
369
New
263
Increased
11
Reduced
7
Closed
37

Top Buys

Rank Stock Value
1
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$23.5M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$22.9M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$19.4M
4
PKW icon
Invesco BuyBack Achievers ETF
PKW
+$14.7M
5
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$7.94M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$92.2M
2
AGO icon
Assured Guaranty
AGO
+$33.5M
3
IOO icon
iShares Global 100 ETF
IOO
+$10.7M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$9.48M
5
OSG
Octave Specialty Group
OSG
+$6.99M

Sector Composition

Rank Sector Weight
1 Energy 3.69%
2 Consumer Discretionary 2.5%
3 Real Estate 1.75%
4 Consumer Staples 1.28%
5 Industrials 1.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXI icon
301
CALL
iShares China Large-Cap ETF
FXI
$4.3B
– –
-500,000
Closed -$16.3M
FXI icon
302
PUT
iShares China Large-Cap ETF
FXI
$4.3B
– –
-300,000
Closed -$9.76M
GLD icon
303
SPDR Gold Trust
GLD
$138B
– –
-20,000
Closed -$2.38M
GM icon
304
CALL
General Motors
GM
$78.2B
– –
-300,000
Closed -$9.99M
GNW icon
305
CALL
Genworth Financial
GNW
$3.71B
– –
-1,000,000
Closed -$11.4M
B
306
PUT
Barrick Mining
B
$68.8B
– –
-290,000
Closed -$4.57M
HAL icon
307
PUT
Halliburton
HAL
$26.5B
– –
-60,000
Closed -$2.5M
IEF icon
308
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
– –
-10,000
Closed -$1.02M
IOO icon
309
iShares Global 100 ETF
IOO
$9.18B
– –
-317,310
Closed -$10.7M
MBI icon
310
CALL
MBIA
MBI
$268M
– –
-200,000
Closed -$2.66M
NOV icon
311
CALL
NOV
NOV
$6.95B
– –
-221,800
Closed -$13.8M
NSC icon
312
PUT
Norfolk Southern
NSC
$76.8B
– –
-103,400
Closed -$7.51M
NUE icon
313
PUT
Nucor
NUE
$62.6B
– –
-800,000
Closed -$34.7M
PG icon
314
PUT
Procter & Gamble
PG
$341B
– –
-100,000
Closed -$7.7M
QQQ icon
315
Invesco QQQ Trust
QQQ
$480B
– –
-133,153
Closed -$9.48M
SPY icon
316
State Street SPDR S&P 500 ETF Trust
SPY
$819B
– –
-550,000
Closed -$92.2M
TBT icon
317
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
– –
-600,000
Closed -$43.5M
TLT icon
318
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
– –
-15,000
Closed -$1.66M
USO icon
319
CALL
United States Oil Fund
USO
$1.79B
– –
-6,250
Closed -$1.71M
USO icon
320
PUT
United States Oil Fund
USO
$1.79B
– –
-57,338
Closed -$15.7M
VZ icon
321
CALL
Verizon
VZ
$193B
– –
-300,000
Closed -$15.1M
XLB icon
322
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.63B
– –
-1,000,000
Closed -$19.2M
XLB icon
323
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.63B
– –
-300,000
Closed -$5.75M
XLE icon
324
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
– –
-120,000
Closed -$4.7M
XOM icon
325
PUT
ExxonMobil
XOM
$628B
– –
-200,000
Closed -$18.1M
10 11 12
13
14

Similar funds

MWR
McAdams Wright Ragen Seattle, Washington $1.79B AUM 13.95% 1-Year Est. Return
QBFM
QS Batterymarch Financial Management New York $3.78B AUM 22.02% 1-Year Est. Return
MGC
Merchants' Gate Capital New York $1.27B AUM 15.57% 1-Year Est. Return
BP
Banyan Partners Palm Beach Gardens, Florida $1.18B AUM 16.88% 1-Year Est. Return
QLMGAA
QS Legg Mason Global Asset Allocation New York $1.04B AUM 9.55% 1-Year Est. Return
AWMDMG
Austin W. Marxe & David M. Greenhouse New York $733M AUM 21.72% 1-Year Est. Return
NAM
Nexus Asset Management New York $725M AUM 12.9% 1-Year Est. Return
KFS
KMS Financial Services Seattle, Washington $713M AUM 14.19% 1-Year Est. Return

BlueCrest Capital Management (UK)'s Q3 2013 Portfolio in Review

As of Q3 2013, BlueCrest Capital Management (UK) held 369 positions worth $1.98B, up 2.3% from $1.93B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

BlueCrest Capital Management (UK) withdrew a net $410M in Q3 2013, closing 37 positions and reducing 7 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $92.2M position sold in full.

By sector, the portfolio is most concentrated in Energy at 3.7% of assets, up from 0.2% a quarter earlier, followed by Consumer Discretionary and Real Estate.

Against the trend, BlueCrest Capital Management (UK) opened a new position in WisdomTree Japan Hedged Equity Fund worth $24M.

  • BlueCrest Capital Management (UK)'s largest Q3 2013 buy was WisdomTree Japan Hedged Equity Fund: 500,000 shares worth $24M.
  • BlueCrest Capital Management (UK) added most to SLB Ltd in Q3 2013, an estimated $2.83M increase.
  • BlueCrest Capital Management (UK)'s biggest Q3 2013 reduction was Assured Guaranty, cutting an estimated $33.5M.
  • BlueCrest Capital Management (UK) fully exited State Street SPDR S&P 500 ETF Trust in Q3 2013, selling an estimated $92.2M.
  • BlueCrest Capital Management (UK)'s ten largest holdings make up 53% of its $1.98B portfolio in Q3 2013.
  • BlueCrest Capital Management (UK) opened 263 new positions and closed 37 in Q3 2013.
  • BlueCrest Capital Management (UK)'s portfolio value rose 2.3% quarter-over-quarter to $1.98B.

Based on BlueCrest Capital Management (UK)'s 13F filing for Q3 2013, filed 15 Nov 2013.