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BCM
BlueCrest Capital Management Portfolio holdings
AUM
$3.04B
1-Year Est. Return
26.78%
This Fund
S&P 500
This Quarter
Est. Return
+4.86%
1 Year Est. Return
+26.78%
3 Year Est. Return
+59.08%
5 Year Est. Return
+59.85%
10 Year Est. Return
+422.44%
AUM
$2.41B
AUM Growth
-$623M
(-21%)
Cap. Flow
-$657M
Cap. Flow
% of AUM
-27.26%
Top 10 Holdings %
Top 10 Hldgs %
31.35%
Holding
1,399
New
546
Increased
178
Reduced
180
Closed
447
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Copart
CPRT
|
+$32.9M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$25.5M |
| 3 |
Synchrony
SYF
|
+$20.3M |
| 4 |
AGN.PRA
Allergan plc
AGN.PRA
|
+$13.5M |
| 5 |
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 |
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 | Miscellaneous | 41.7% |
| 2 | Financials | 11.28% |
| 3 | Industrials | 8.76% |
| 4 | Consumer Discretionary | 7.19% |
| 5 | Real Estate | 5.95% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $181M | 7.52% |
888,500
+63,500
| +8% | +$13M |
|
2
iShares Russell 2000 ETF
IWM
$79B
| $172M | 7.13% |
1,526,804
-10,238
| -0.7% | -$1.18M |
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $81M | 3.36% |
397,500
| – | – |
|
4
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
| $72.2M | 3% |
+896,000
| New | +$74.5M |
|
5
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
| $64.4M | 2.67% |
2,000,000
-100,000
| -5% | -$3.43M |
|
6
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
| $57M | 2.37% |
+500,000
| New | +$57.8M |
|
7
PUT
Invesco QQQ Trust
QQQ
$489B
| $39.2M | 1.62% |
350,000
+325,000
| +1,300% | +$36.3M |
|
|
8
Copart
CPRT
$29.7B
| $33.8M | 1.4% |
+7,116,136
| New | +$32.9M |
|
9
PUT
iShares MSCI South Korea ETF
EWY
$29.1B
| $28.8M | 1.2% |
580,000
| – | – |
|
|
10
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $26M | 1.08% |
+360,648
| New | +$25.5M |
|
|
11
PUT
Copart
CPRT
$29.7B
| $20.9M | 0.87% |
+4,400,000
| New | +$20.3M |
|
12
iShares US Real Estate ETF
IYR
$4.27B
| $20.1M | 0.83% |
267,711
+135,972
| +103% | +$10.2M |
|
|
13
Synchrony
SYF
$25.2B
| $19.8M | 0.82% |
+649,572
| New | +$20.3M |
|
|
14
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $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 |
|
|
16
Wells Fargo
WFC
$271B
| $13.3M | 0.55% |
244,439
+230,441
| +1,646% | +$12.5M |
|
17
JPMorgan Chase
JPM
$943B
| $12.2M | 0.51% |
184,545
+94,167
| +104% | +$6.13M |
|
18
New Jersey Resources
NJR
$5.43B
| $11M | 0.46% |
+332,917
| New | +$10.2M |
|
19
RenaissanceRe
RNR
$13.4B
| $10.8M | 0.45% |
+95,814
| New | +$10.6M |
|
|
20
American Homes 4 Rent
AMH
$11.6B
| $10.7M | 0.45% |
644,522
-1,543,202
| -71% | -$25.5M |
|
21
Donaldson
DCI
$10.4B
| $10.6M | 0.44% |
+371,196
| New | +$10.9M |
|
22
Marathon Petroleum
MPC
$112B
| $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 |
|
24
Aptiv
APTV
$9.24B
| $9.78M | 0.41% |
114,109
+23,008
| +25% | +$1.92M |
|
|
APC
25
CALL
DELISTED
Anadarko Petroleum
APC
| $9.72M | 0.4% |
200,000
| – | – |
|
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JFGIW
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HCC
SI
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 $657M 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 Miscellaneous at 42% of assets, down from 44% a quarter earlier, followed by Financials and Industrials.
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.