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BCM
BlueCrest Capital Management Portfolio holdings
AUM
$1.69B
1-Year Est. Return
20.01%
This Fund
S&P 500
This Quarter
Est. Return
-3.3%
1 Year Est. Return
+20.01%
3 Year Est. Return
+41.66%
5 Year Est. Return
+41.11%
10 Year Est. Return
+377.48%
AUM
$2.27B
AUM Growth
-$730M
(-24%)
Cap. Flow
-$763M
Cap. Flow
% of AUM
-33.66%
Top 10 Holdings %
Top 10 Hldgs %
45.42%
Holding
289
New
93
Increased
59
Reduced
43
Closed
65
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$110M |
| 2 |
APO.PRA
Apollo Global Management Series A
APO.PRA
|
+$32.8M |
| 3 |
Microsoft
MSFT
|
+$32M |
| 4 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$17.7M |
| 5 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$17.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$48.2M |
| 2 |
Invesco Senior Loan ETF
BKLN
|
+$41.6M |
| 3 |
SPDR Gold Trust
GLD
|
+$31.8M |
| 4 |
Alibaba
BABA
|
+$31.5M |
| 5 |
iShares Floating Rate Bond ETF
FLOT
|
+$28.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.11% |
| 2 | Healthcare | 1.92% |
| 3 | Technology | 1.67% |
| 4 | Real Estate | 1.48% |
| 5 | Financials | 1.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $18.1M | 0.8% |
400,000
-1,900,000
| -83% | -$83.1M |
|
|
27
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
| $17.2M | 0.76% |
+208,000
| New | +$17.7M |
|
|
28
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $16.9M | 0.75% |
+165,890
| New | +$17.5M |
|
|
29
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $15.3M | 0.67% |
150,000
-150,000
| -50% | -$15.8M |
|
30
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $15.2M | 0.67% |
400,000
+320,000
| +400% | +$12.7M |
|
31
CALL
Tesla
TSLA
$1.27T
| $14.6M | 0.64% |
58,200
+30,100
| +107% | +$7.73M |
|
32
CALL
Alphabet (Google) Class A
GOOGL
$4.57T
| $14.2M | 0.63% |
108,700
+76,200
| +234% | +$9.86M |
|
|
33
CALL
Alphabet (Google) Class C
GOOG
$4.56T
| $14.2M | 0.63% |
107,700
+58,400
| +118% | +$7.59M |
|
34
Mettler-Toledo International
MTD
$29B
| $13.3M | 0.59% |
+12,017
| New | +$14.7M |
|
35
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $12.8M | 0.57% |
30,000
-45,000
| -60% | -$20M |
|
|
36
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
| $12.4M | 0.55% |
150,000
-400,000
| -73% | -$34.1M |
|
37
PUT
JPMorgan Chase
JPM
$937B
| $11.7M | 0.52% |
80,600
+49,900
| +163% | +$7.48M |
|
38
AGNC Investment
AGNC
$12.6B
| $11.4M | 0.5% |
+1,202,884
| New | +$11.9M |
|
39
CALL
Meta Platforms (Facebook)
META
$1.5T
| $11.2M | 0.5% |
37,400
+24,500
| +190% | +$7.38M |
|
40
PUT
Johnson & Johnson
JNJ
$613B
| $11.2M | 0.49% |
72,000
+24,800
| +53% | +$4.09M |
|
41
PUT
ExxonMobil
XOM
$643B
| $11M | 0.49% |
93,600
+58,200
| +164% | +$6.38M |
|
42
PUT
Eli Lilly
LLY
$1,000B
| $9.61M | 0.42% |
+17,900
| New | +$9.22M |
|
43
CALL
iShares MSCI Brazil ETF
EWZ
$9.22B
| $9.2M | 0.41% |
300,000
-200,000
| -40% | -$6.36M |
|
44
PUT
UnitedHealth
UNH
$377B
| $9.13M | 0.4% |
+18,100
| New | +$8.91M |
|
45
PUT
Procter & Gamble
PG
$338B
| $8.18M | 0.36% |
56,100
+25,500
| +83% | +$3.9M |
|
46
Walmart Inc
WMT
$881B
| $8.17M | 0.36% |
153,201
-122,820
| -44% | -$6.54M |
|
47
PUT
Merck
MRK
$316B
| $8.06M | 0.36% |
78,300
+45,300
| +137% | +$4.88M |
|
48
PUT
iShares Russell 2000 ETF
IWM
$81.5B
| $7.95M | 0.35% |
45,000
-260,000
| -85% | -$48.8M |
|
49
PUT
iShares US Home Construction ETF
ITB
$2.25B
| $7.85M | 0.35% |
+100,000
| New | +$8.49M |
|
|
COOP
50
DELISTED
Mr. Cooper
COOP
| $7.55M | 0.33% |
141,010
-204,298
| -59% | -$11.2M |
|
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BlueCrest Capital Management's Q3 2023 Portfolio in Review
As of Q3 2023, BlueCrest Capital Management held 289 positions worth $2.27B, down 24% from $3B the previous quarter. Its ten largest holdings account for 45% of the portfolio.
BlueCrest Capital Management withdrew a net $763M in Q3 2023, closing 65 positions and reducing 43 holdings. Its most notable exit was iShares MSCI USA Min Vol Factor ETF, an estimated $48.2M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 3.1% of assets, up from 2.7% a quarter earlier, followed by Healthcare and Technology.
Against the trend, BlueCrest Capital Management opened a new position in iShares China Large-Cap ETF worth $106M.
- BlueCrest Capital Management's largest Q3 2023 buy was iShares China Large-Cap ETF: 4,000,000 shares worth $106M.
- BlueCrest Capital Management added most to RTX Corp in Q3 2023, an estimated $5.15M increase.
- BlueCrest Capital Management's biggest Q3 2023 reduction was Invesco Senior Loan ETF, cutting an estimated $41.6M.
- BlueCrest Capital Management fully exited iShares MSCI USA Min Vol Factor ETF in Q3 2023, selling an estimated $48.2M.
- BlueCrest Capital Management's ten largest holdings make up 45% of its $2.27B portfolio in Q3 2023.
- BlueCrest Capital Management opened 93 new positions and closed 65 in Q3 2023.
- BlueCrest Capital Management's portfolio value fell 24% quarter-over-quarter to $2.27B.
Based on BlueCrest Capital Management's 13F filing for Q3 2023, filed 14 Nov 2023.