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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
+401.65%
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 | |
|---|---|---|---|---|---|---|
101
PUT
NextEra Energy
NEE
$179B
| $2.64M | 0.12% |
46,100
+27,000
| +141% | +$1.87M |
|
102
Home Depot
HD
$352B
| $2.63M | 0.12% |
8,702
+7,951
| +1,059% | +$2.56M |
|
103
CALL
Texas Instruments
TXN
$254B
| $2.62M | 0.12% |
+16,500
| New | +$2.82M |
|
104
Pfizer
PFE
$147B
| $2.62M | 0.12% |
78,858
+61,909
| +365% | +$2.19M |
|
|
PARA
105
PUT
DELISTED
Paramount Global Class B
PARA
| $2.58M | 0.11% |
200,000
+150,000
| +300% | +$2.22M |
|
106
PUT
Walt Disney
DIS
$177B
| $2.56M | 0.11% |
31,600
+15,800
| +100% | +$1.35M |
|
|
107
Alibaba
BABA
$308B
| $2.56M | 0.11% |
29,495
-344,220
| -92% | -$31.5M |
|
108
CALL
Intel
INTC
$510B
| $2.52M | 0.11% |
+70,800
| New | +$2.47M |
|
109
PUT
Philip Morris
PM
$294B
| $2.49M | 0.11% |
+26,900
| New | +$2.59M |
|
110
Wells Fargo
WFC
$270B
| $2.48M | 0.11% |
+60,771
| New | +$2.62M |
|
111
PUT
Ormat Technologies
ORA
$6.02B
| $2.45M | 0.11% |
+35,000
| New | +$2.71M |
|
112
PUT
ConocoPhillips
COP
$140B
| $2.4M | 0.11% |
+20,000
| New | +$2.32M |
|
113
PUT
NiSource
NI
$20.6B
| $2.25M | 0.1% |
+91,000
| New | +$2.46M |
|
114
CALL
Qualcomm
QCOM
$165B
| $2.24M | 0.1% |
+20,200
| New | +$2.34M |
|
115
Invesco S&P 500 Equal Weight ETF
RSP
$99.3B
| $2.24M | 0.1% |
+15,804
| New | +$2.36M |
|
116
PUT
United Parcel Service
UPS
$91.5B
| $2.23M | 0.1% |
+14,300
| New | +$2.47M |
|
117
PUT
GE Aerospace
GE
$396B
| $2.16M | 0.1% |
+24,434
| New | +$2.2M |
|
118
McDonald's
MCD
$195B
| $2.15M | 0.09% |
+8,163
| New | +$2.33M |
|
119
PUT
Bristol-Myers Squibb
BMY
$130B
| $2.14M | 0.09% |
+36,800
| New | +$2.25M |
|
120
Honeywell
HON
$78.6B
| $2.13M | 0.09% |
12,246
+10,414
| +568% | +$1.91M |
|
121
Mastercard
MA
$500B
| $2.11M | 0.09% |
5,321
+4,004
| +304% | +$1.61M |
|
122
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $2.09M | 0.09% |
50,000
-100,000
| -67% | -$4.46M |
|
123
PUT
Boeing
BA
$190B
| $2.07M | 0.09% |
+10,800
| New | +$2.36M |
|
124
Eli Lilly
LLY
$1.04T
| $2.01M | 0.09% |
3,749
+1,482
| +65% | +$764K |
|
|
RBCP
125
DELISTED
RBC Bearings Incorporated 5.00% Series A Mandatory Convertible Preferred Stock
RBCP
| $1.97M | 0.09% |
17,907
-32,314
| -64% | -$3.52M |
|
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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.