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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
+4.41%
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
$3.14B
AUM Growth
+$481M
Cap. Flow
+$261M
Cap. Flow %
8.28%
Top 10 Hldgs %
42.05%
Holding
785
New
304
Increased
103
Reduced
77
Closed
251

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$163M
2
FDO
FAMILY DOLLAR STORES
FDO
+$19.1M
3
VNO icon
Vornado Realty Trust
VNO
+$18.1M
4
CFN
CAREFUSION CORPORATION
CFN
+$17.9M
5
CVD
COVANCE INC.
CVD
+$17.7M

Top Sells

Rank Stock Value
1
ALLY icon
Ally Financial
ALLY
+$47.5M
2
TSNU
Tyson Foods, Inc.
TSNU
+$18.6M
3
HON icon
Honeywell
HON
+$16.8M
4
AA icon
Alcoa
AA
+$11.3M
5
EQR icon
Equity Residential
EQR
+$10.7M

Sector Composition

Rank Sector Weight
1 Energy 6.24%
2 Real Estate 5.94%
3 Technology 5.56%
4 Industrials 5.27%
5 Financials 3.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$518M 16.49%
2,522,500
-436,900
-15% -$87.8M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$249M 7.91%
+1,210,000
New +$243M
IWM icon
3
iShares Russell 2000 ETF
IWM
$80.9B
$186M 5.9%
1,551,900
+56,900
+4% +$6.51M
SPY icon
4
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$172M 5.46%
834,904
+809,104
+3,136% +$163M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$55M 1.75%
460,000
+335,000
+268% +$38.3M
ROC
6
DELISTED
ROCKWOOD HLDGS INC
ROC
$19.8M 0.63%
251,148
+188,257
+299% +$14.5M
EEM icon
7
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$19.6M 0.62%
500,000
+200,000
+67% +$8.13M
CVD
8
DELISTED
COVANCE INC.
CVD
$19.6M 0.62%
+188,847
New +$17.7M
VNO icon
9
Vornado Realty Trust
VNO
$7.47B
$19.4M 0.62%
+225,530
New +$18.1M
FDO
10
DELISTED
FAMILY DOLLAR STORES
FDO
$19.3M 0.61%
+243,296
New +$19.1M
CFN
11
DELISTED
CAREFUSION CORPORATION
CFN
$18.5M 0.59%
+311,488
New +$17.9M
XLY icon
12
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
$18M 0.57%
+498,452
New +$17.1M
TMUSP
13
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$17.6M 0.56%
+331,591
New +$17.2M
IYR icon
14
iShares US Real Estate ETF
IYR
$4.59B
$17.6M 0.56%
228,460
+157,516
+222% +$11.8M
TRW
15
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$16.9M 0.54%
164,018
+123,616
+306% +$12.6M
CHRW icon
16
C.H. Robinson
CHRW
$22B
$16M 0.51%
+214,285
New +$15.3M
KRE icon
17
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
$16M 0.51%
392,777
+257,171
+190% +$10.1M
EDR
18
DELISTED
Education Realty Trust Inc
EDR
$15.9M 0.5%
433,512
+248,512
+134% +$8.51M
SIAL
19
DELISTED
SIGMA - ALDRICH CORP
SIAL
$15.8M 0.5%
115,177
+107,590
+1,418% +$14.6M
EWZ icon
20
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$15.7M 0.5%
430,500
-2,926,000
-87% -$119M
GDXJ icon
21
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
$14M 0.45%
585,398
+542,655
+1,270% +$14.9M
CBST
22
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$12.7M 0.4%
+125,778
New +$9.78M
HPQ icon
23
HP
HPQ
$23.5B
$12.2M 0.39%
667,045
+394,682
+145% +$6.61M
CMP icon
24
Compass Minerals
CMP
$1.24B
$11.9M 0.38%
137,489
+107,589
+360% +$9.23M
CIEN icon
25
CALL
Ciena
CIEN
$55.3B
$11.6M 0.37%
+600,000
New +$10M
1
2 3 4 5

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BlueCrest Capital Management's Q4 2014 Portfolio in Review

As of Q4 2014, BlueCrest Capital Management held 785 positions worth $3.14B, up 18% from $2.66B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

BlueCrest Capital Management deployed $261M of net new capital in Q4 2014, opening 304 new positions and adding to 103 existing holdings. Its largest new stake was FAMILY DOLLAR STORES: 243,296 shares worth $19.3M.

By sector, the portfolio is most concentrated in Energy at 6.2% of assets, up from 3.5% a quarter earlier, followed by Real Estate and Technology.

On the sell side, the largest reduction was Ally Financial, an estimated $47.5M trimmed.

  • BlueCrest Capital Management's largest Q4 2014 buy was FAMILY DOLLAR STORES: 243,296 shares worth $19.3M.
  • BlueCrest Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2014, an estimated $163M increase.
  • BlueCrest Capital Management's biggest Q4 2014 reduction was Ally Financial, cutting an estimated $47.5M.
  • BlueCrest Capital Management fully exited Tyson Foods, Inc. in Q4 2014, selling an estimated $18.6M.
  • BlueCrest Capital Management's ten largest holdings make up 42% of its $3.14B portfolio in Q4 2014.
  • BlueCrest Capital Management opened 304 new positions and closed 251 in Q4 2014.
  • BlueCrest Capital Management's portfolio value rose 18% quarter-over-quarter to $3.14B.

Based on BlueCrest Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.