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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
+4.86%
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
$2.41B
AUM Growth
-$623M
Cap. Flow
-$738M
Cap. Flow %
-30.61%
Top 10 Hldgs %
31.35%
Holding
1,399
New
546
Increased
178
Reduced
180
Closed
447

Top Buys

Rank Stock Value
1
CPRT icon
Copart
CPRT
+$32.9M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$25.5M
3
SYF icon
Synchrony
SYF
+$20.3M
4
AGN.PRA
Allergan plc
AGN.PRA
+$13.5M
5
WFC icon
Wells Fargo
WFC
+$12.5M

Top Sells

Rank Stock Value
1
CEO
CNOOC Limited
CEO
+$351M
2
PTR
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
+$90.6M
3
AMH icon
American Homes 4 Rent
AMH
+$25.5M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$22.9M
5
LFC
China Life Insurance Company Ltd.
LFC
+$22M

Sector Composition

Rank Sector Weight
1 Financials 11.01%
2 Industrials 8.69%
3 Consumer Discretionary 7.09%
4 Real Estate 5.55%
5 Energy 4.98%
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
$181M 7.52%
888,500
+63,500
+8% +$13M
IWM icon
2
iShares Russell 2000 ETF
IWM
$80.9B
$172M 7.13%
1,526,804
-10,238
-0.7% -$1.18M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$81M 3.36%
397,500
– –
HYG icon
4
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$72.2M 3%
+896,000
New +$74.5M
EEM icon
5
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$64.4M 2.67%
2,000,000
-100,000
-5% -$3.43M
LQD icon
6
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$57M 2.37%
+500,000
New +$57.8M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$455B
$39.2M 1.62%
350,000
+325,000
+1,300% +$36.3M
CPRT icon
8
Copart
CPRT
$25.9B
$33.8M 1.4%
+7,116,136
New +$32.9M
EWY icon
9
PUT
iShares MSCI South Korea ETF
EWY
$21.7B
$28.8M 1.2%
580,000
– –
XLV icon
10
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$26M 1.08%
+360,648
New +$25.5M
CPRT icon
11
PUT
Copart
CPRT
$25.9B
$20.9M 0.87%
+4,400,000
New +$20.3M
IYR icon
12
iShares US Real Estate ETF
IYR
$4.59B
$20.1M 0.83%
267,711
+135,972
+103% +$10.2M
SYF icon
13
Synchrony
SYF
$23.7B
$19.8M 0.82%
+649,572
New +$20.3M
SPY icon
14
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$15.3M 0.63%
75,000
+20,000
+36% +$4.11M
AGN.PRA
15
DELISTED
Allergan plc
AGN.PRA
$13.8M 0.57%
+13,402
New +$13.5M
WFC icon
16
Wells Fargo
WFC
$261B
$13.3M 0.55%
244,439
+230,441
+1,646% +$12.5M
JPM icon
17
JPMorgan Chase
JPM
$939B
$12.2M 0.51%
184,545
+94,167
+104% +$6.13M
NJR icon
18
New Jersey Resources
NJR
$6.06B
$11M 0.46%
+332,917
New +$10.2M
RNR icon
19
RenaissanceRe
RNR
$13.7B
$10.8M 0.45%
+95,814
New +$10.6M
AMH icon
20
American Homes 4 Rent
AMH
$12B
$10.7M 0.45%
644,522
-1,543,202
-71% -$25.5M
DCI icon
21
Donaldson
DCI
$10.8B
$10.6M 0.44%
+371,196
New +$10.9M
MPC icon
22
Marathon Petroleum
MPC
$90.3B
$10.6M 0.44%
205,049
+98,159
+92% +$5.14M
HBI
23
DELISTED
Hanesbrands
HBI
$10.4M 0.43%
353,817
+321,018
+979% +$9.63M
APTV icon
24
Aptiv
APTV
$12B
$9.78M 0.41%
114,109
+23,008
+25% +$1.92M
APC
25
CALL
DELISTED
Anadarko Petroleum
APC
$9.72M 0.4%
200,000
– –
1
2 3 4 5

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SGI
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AAM
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BlueCrest Capital Management's Q4 2015 Portfolio in Review

As of Q4 2015, BlueCrest Capital Management held 1,399 positions worth $2.41B, down 21% from $3.03B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

BlueCrest Capital Management withdrew a net $738M in Q4 2015, closing 447 positions and reducing 180 holdings. Its most notable exit was PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES), an estimated $90.6M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 4.2% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, BlueCrest Capital Management opened a new position in Copart worth $33.8M.

  • BlueCrest Capital Management's largest Q4 2015 buy was Copart: 7,116,136 shares worth $33.8M.
  • BlueCrest Capital Management added most to Wells Fargo in Q4 2015, an estimated $12.5M increase.
  • BlueCrest Capital Management's biggest Q4 2015 reduction was CNOOC Limited, cutting an estimated $351M.
  • BlueCrest Capital Management fully exited PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES) in Q4 2015, selling an estimated $90.6M.
  • BlueCrest Capital Management's ten largest holdings make up 31% of its $2.41B portfolio in Q4 2015.
  • BlueCrest Capital Management opened 546 new positions and closed 447 in Q4 2015.
  • BlueCrest Capital Management's portfolio value fell 21% quarter-over-quarter to $2.41B.

Based on BlueCrest Capital Management's 13F filing for Q4 2015, filed 16 Feb 2016.