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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
+2.21%
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
$1.62B
AUM Growth
-$792M
(-33%)
Cap. Flow
-$956M
Cap. Flow
% of AUM
-59.1%
Top 10 Holdings %
Top 10 Hldgs %
15.17%
Holding
1,345
New
399
Increased
156
Reduced
152
Closed
600
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$17.8M |
| 2 |
Federal Realty Investment Trust
FRT
|
+$9.1M |
| 3 |
Comcast
CMCSA
|
+$7.75M |
| 4 |
Norfolk Southern
NSC
|
+$7.58M |
| 5 |
Alibaba
BABA
|
+$7.37M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$158M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$76.4M |
| 3 |
Copart
CPRT
|
+$33.8M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$20.1M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$18.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 9.24% |
| 2 | Consumer Discretionary | 9.16% |
| 3 | Industrials | 9.16% |
| 4 | Real Estate | 6.06% |
| 5 | Communication Services | 5.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $61.8M | 3.82% |
1,805,500
-194,500
| -10% | -$6.03M |
|
2
CALL
Smith & Nephew
SNN
$12.9B
| $33.3M | 2.06% |
+1,000,000
| New | +$32.7M |
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $30.8M | 1.91% |
150,000
-738,500
| -83% | -$144M |
|
4
CALL
Liberty Global Class A
LBTYA
$3.31B
| $19.3M | 1.19% |
+573,000
| New | +$18M |
|
|
5
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $19.1M | 1.18% |
+770,408
| New | +$17.8M |
|
|
6
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $16.4M | 1.02% |
80,000
+5,000
| +7% | +$976K |
|
7
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $14.9M | 0.92% |
182,800
-713,200
| -80% | -$56.6M |
|
|
AGN.PRA
8
DELISTED
Allergan plc
AGN.PRA
| $14.3M | 0.89% |
15,591
+2,189
| +16% | +$2.09M |
|
|
VIIX
9
PUT
DELISTED
VelocityShares VIX Short Term ETN
VIIX
| $11.9M | 0.74% |
+20,000
| New | +$15.9M |
|
|
GRFS
10
Grifois
GRFS
$5.16B
| $10.4M | 0.64% |
671,338
+336,190
| +100% | +$5.09M |
|
11
American International
AIG
$41.9B
| $10.3M | 0.64% |
190,666
+110,937
| +139% | +$5.99M |
|
12
American Homes 4 Rent
AMH
$12B
| $10.1M | 0.62% |
633,388
-11,134
| -2% | -$167K |
|
|
FTRPR
13
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
| $9.65M | 0.6% |
92,477
+62,270
| +206% | +$5.82M |
|
|
14
Federal Realty Investment Trust
FRT
$10.9B
| $9.49M | 0.59% |
+60,831
| New | +$9.1M |
|
|
15
Comcast
CMCSA
$79.1B
| $9.46M | 0.58% |
309,800
+270,128
| +681% | +$7.75M |
|
|
CLR
16
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $9.15M | 0.57% |
301,416
+22,413
| +8% | +$506K |
|
|
17
Norfolk Southern
NSC
$78.8B
| $8.89M | 0.55% |
106,800
+100,297
| +1,542% | +$7.58M |
|
|
EQC
18
DELISTED
Equity Commonwealth
EQC
| $8.75M | 0.54% |
310,013
+58,579
| +23% | +$1.58M |
|
|
APC
19
DELISTED
Anadarko Petroleum
APC
| $8.69M | 0.54% |
186,547
+128,304
| +220% | +$5.21M |
|
20
Mastercard
MA
$477B
| $8.63M | 0.53% |
91,279
+40,566
| +80% | +$3.59M |
|
|
21
Alibaba
BABA
$269B
| $8.28M | 0.51% |
+104,742
| New | +$7.37M |
|
22
Affiliated Managers Group
AMG
$9.46B
| $8.11M | 0.5% |
49,944
+47,206
| +1,724% | +$6.59M |
|
23
Allstate
ALL
$66.9B
| $8.09M | 0.5% |
120,125
+71,099
| +145% | +$4.47M |
|
|
BBL
24
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $7.95M | 0.49% |
349,587
+166,143
| +91% | +$3.48M |
|
|
ANDV
25
DELISTED
Andeavor
ANDV
| $7.64M | 0.47% |
88,805
+81,468
| +1,110% | +$6.99M |
|
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BlueCrest Capital Management's Q1 2016 Portfolio in Review
As of Q1 2016, BlueCrest Capital Management held 1,345 positions worth $1.62B, down 33% from $2.41B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
BlueCrest Capital Management withdrew a net $956M in Q1 2016, closing 600 positions and reducing 152 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $158M position sold in full.
By sector, the portfolio is most concentrated in Financials at 9.2% of assets, down from 11% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, BlueCrest Capital Management opened a new position in State Street Utilities Select Sector SPDR ETF worth $19.1M.
- BlueCrest Capital Management's largest Q1 2016 buy was State Street Utilities Select Sector SPDR ETF: 770,408 shares worth $19.1M.
- BlueCrest Capital Management added most to Comcast in Q1 2016, an estimated $7.75M increase.
- BlueCrest Capital Management's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $76.4M.
- BlueCrest Capital Management fully exited iShares Russell 2000 ETF in Q1 2016, selling an estimated $158M.
- BlueCrest Capital Management's ten largest holdings make up 15% of its $1.62B portfolio in Q1 2016.
- BlueCrest Capital Management opened 399 new positions and closed 600 in Q1 2016.
- BlueCrest Capital Management's portfolio value fell 33% quarter-over-quarter to $1.62B.
Based on BlueCrest Capital Management's 13F filing for Q1 2016, filed 3 May 2016.