BlueCrest Capital Management (UK) Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
WisdomTree Japan Hedged Equity Fund
DXJ
|
+$23.5M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$22.9M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$19.4M |
| 4 |
Invesco BuyBack Achievers ETF
PKW
|
+$14.7M |
| 5 |
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
|
+$7.94M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$92.2M |
| 2 |
Assured Guaranty
AGO
|
+$33.5M |
| 3 |
iShares Global 100 ETF
IOO
|
+$10.7M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
326
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.53B
| – | – |
-2,500
| Closed | -$582K |
|
|
327
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.53B
| – | – |
-17,500
| Closed | -$4.07M |
|
|
APC
328
DELISTED
Anadarko Petroleum
APC
| – | – |
-20,000
| Closed | -$1.72M |
|
|
DD
329
PUT
DELISTED
Du Pont De Nemours E I
DD
| – | – |
-105,300
| Closed | -$5.25M |
|
|
ACI
330
CALL
DELISTED
ARCH COAL, INC.
ACI
| – | – |
-80,000
| Closed | -$3.02M |
|
|
NTT
331
CALL
DELISTED
Nippon Telegraph & Telephone
NTT
| – | – |
-200,000
| Closed | -$5.2M |
|
|
VXX
332
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| – | – |
-51,563
| Closed | -$68.3M |
|
Similar funds
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 $411M 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.