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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
+5.72%
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
$3.16B
AUM Growth
+$751M
Cap. Flow
-$8.59B
Cap. Flow %
-271.48%
Top 10 Hldgs %
34.34%
Holding
1,149
New
314
Increased
218
Reduced
153
Closed
435

Top Buys

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$438M
2
COTY icon
Coty
COTY
+$168M
3
PF
Pinnacle Foods, Inc.
PF
+$22.4M
4
CSX icon
CSX Corp
CSX
+$16.2M
5
HAS icon
Hasbro
HAS
+$15.9M

Top Sells

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$4.33B
2
DYNC
Vistra Energy Corp.
DYNC
+$2.59B
3
FTRPR
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
+$1.7B
4
BKHU
Black Hills Corporation
BKHU
+$512M
5
CEO
CNOOC Limited
CEO
+$178M

Sector Composition

Rank Sector Weight
1 Consumer Staples 24.73%
2 Energy 10.5%
3 Industrials 9.86%
4 Financials 7.33%
5 Consumer Discretionary 6.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PG icon
1
Procter & Gamble
PG
$343B
$463M 14.63%
5,159,376
+5,048,699
+4,562% +$438M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$182M 5.75%
840,500
+385,500
+85% +$83.3M
COTY icon
3
Coty
COTY
$2.33B
$150M 4.73%
+6,374,351
New +$168M
TLT icon
4
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$92.8M 2.93%
675,000
+25,000
+4% +$3.47M
SPY icon
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$86.5M 2.73%
400,000
-500,000
-56% -$108M
PF
6
DELISTED
Pinnacle Foods, Inc.
PF
$22.7M 0.72%
+452,171
New +$22.4M
DYNC
7
DELISTED
Vistra Energy Corp.
DYNC
$22.5M 0.71%
271,649
-27,845,951
-99% -$2.59B
IYR icon
8
iShares US Real Estate ETF
IYR
$4.59B
$22.5M 0.71%
278,969
-72,759
-21% -$6.02M
CMCSA icon
9
Comcast
CMCSA
$79.1B
$22M 0.69%
661,912
+430,656
+186% +$14.3M
HAL icon
10
Halliburton
HAL
$27.9B
$21.7M 0.69%
483,172
+103,532
+27% +$4.52M
OIH icon
11
CALL
VanEck Oil Services ETF
OIH
$2.06B
$20.5M 0.65%
+35,000
New +$19.8M
CSX icon
12
CSX Corp
CSX
$98.6B
$19.2M 0.61%
1,893,255
+1,709,433
+930% +$16.2M
AIG icon
13
American International
AIG
$41.9B
$18.5M 0.58%
311,504
+69,599
+29% +$3.98M
SWK icon
14
Stanley Black & Decker
SWK
$14.2B
$18M 0.57%
146,251
+47,062
+47% +$5.68M
AGN.PRA
15
DELISTED
Allergan plc
AGN.PRA
$17.8M 0.56%
21,614
-5,004,386
-100% -$4.33B
APC
16
DELISTED
Anadarko Petroleum
APC
$17.7M 0.56%
279,183
+162,434
+139% +$9.05M
SLCA
17
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$16.9M 0.53%
361,968
+51,617
+17% +$2.01M
DOV icon
18
Dover
DOV
$27.2B
$16.8M 0.53%
281,802
+202,996
+258% +$11.7M
NBR icon
19
Nabors Industries
NBR
$1.23B
$16.7M 0.53%
27,421
+11,371
+71% +$5.6M
KHC icon
20
Kraft Heinz
KHC
$30.4B
$16.6M 0.52%
185,436
+141,636
+323% +$12.5M
NWL icon
21
Newell Brands
NWL
$2.16B
$16.5M 0.52%
312,990
+158,699
+103% +$8.21M
ESV
22
DELISTED
Ensco Rowan plc
ESV
$15.8M 0.5%
464,721
+271,026
+140% +$9.22M
TWX
23
DELISTED
Time Warner Inc
TWX
$15.6M 0.49%
195,927
+130,303
+199% +$10.2M
HAS icon
24
Hasbro
HAS
$12.6B
$15.5M 0.49%
+195,763
New +$15.9M
APA icon
25
APA Corp
APA
$12.8B
$15.4M 0.49%
241,710
+129,860
+116% +$7.1M
1
2 3 4 5

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BlueCrest Capital Management's Q3 2016 Portfolio in Review

As of Q3 2016, BlueCrest Capital Management held 1,149 positions worth $3.16B, up 31% from $2.41B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

BlueCrest Capital Management withdrew a net $8.59B in Q3 2016, closing 435 positions and reducing 153 holdings. Its most notable exit was CNOOC Limited, an estimated $178M position sold in full.

By sector, the portfolio is most concentrated in Consumer Staples at 25% of assets, up from 5.3% a quarter earlier, followed by Energy and Industrials.

Against the trend, BlueCrest Capital Management opened a new position in Coty worth $150M.

  • BlueCrest Capital Management's largest Q3 2016 buy was Coty: 6,374,351 shares worth $150M.
  • BlueCrest Capital Management added most to Procter & Gamble in Q3 2016, an estimated $438M increase.
  • BlueCrest Capital Management's biggest Q3 2016 reduction was Allergan plc, cutting an estimated $4.33B.
  • BlueCrest Capital Management fully exited CNOOC Limited in Q3 2016, selling an estimated $178M.
  • BlueCrest Capital Management's ten largest holdings make up 34% of its $3.16B portfolio in Q3 2016.
  • BlueCrest Capital Management opened 314 new positions and closed 435 in Q3 2016.
  • BlueCrest Capital Management's portfolio value rose 31% quarter-over-quarter to $3.16B.

Based on BlueCrest Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.