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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
+4.5%
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
-$411M
Cap. Flow %
-20.77%
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
LCC
1
CALL
DELISTED
US AIRWAYS GROUP INC.
LCC
$483M 24.45%
25,500,000
+250,000
+1% +$4.43M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$197M 9.94%
1,170,000
-2,410,000
-67% -$404M
XLI icon
3
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$111M 5.62%
+2,393,800
New +$108M
EEM icon
4
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$48.9M 2.47%
1,200,000
+900,000
+300% +$35.6M
AMZN icon
5
PUT
Amazon
AMZN
$2.5T
$39.1M 1.98%
+2,500,000
New +$37.3M
XLU icon
6
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$37.4M 1.89%
2,000,000
+400,000
+25% +$7.62M
DXJ icon
7
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$24M 1.21%
+500,000
New +$23.5M
HYG icon
8
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$22.9M 1.16%
+250,000
New +$22.9M
GDX icon
9
CALL
VanEck Gold Miners ETF
GDX
$23B
$22.5M 1.14%
+900,000
New +$23.9M
XLI icon
10
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$19.9M 1%
+428,000
New +$19.4M
EWW icon
11
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
$19.2M 0.97%
+300,000
New +$19.8M
PKW icon
12
Invesco BuyBack Achievers ETF
PKW
$1.69B
$15.1M 0.76%
+386,000
New +$14.7M
AAPL icon
13
CALL
Apple
AAPL
$4.89T
$12.2M 0.61%
+714,000
New +$11.8M
EWJ icon
14
CALL
iShares MSCI Japan ETF
EWJ
$21.7B
$11.9M 0.6%
250,000
-500,000
-67% -$23.1M
AGO icon
15
Assured Guaranty
AGO
$3.78B
$11.2M 0.57%
597,575
-1,583,283
-73% -$33.5M
TSLA icon
16
PUT
Tesla
TSLA
$1.24T
$9.67M 0.49%
+750,000
New +$7.42M
FMS icon
17
CALL
Fresenius Medical Care
FMS
$13.2B
$9.62M 0.49%
+200,000
New +$6.51M
EWZ icon
18
PUT
iShares MSCI Brazil ETF
EWZ
$9.05B
$9.58M 0.48%
+200,000
New +$8.89M
JCP
19
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
$8.94M 0.45%
+1,015,000
New +$14.5M
UPS icon
20
PUT
United Parcel Service
UPS
$97.6B
$8.22M 0.42%
90,000
– –
LIFE
21
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
$7.96M 0.4%
+106,447
New +$7.94M
WY icon
22
Weyerhaeuser
WY
$17.3B
$7.87M 0.4%
+275,000
New +$7.79M
TM icon
23
CALL
Toyota
TM
$210B
$7.68M 0.39%
60,000
– –
B
24
CALL
Barrick Mining
B
$62.2B
$7.45M 0.38%
400,000
-200,000
-33% -$3.53M
EOG icon
25
EOG Resources
EOG
$78B
$7.4M 0.37%
+87,400
New +$6.78M
1
2 3 4 5

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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.