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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
+7.09%
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
$1.82B
AUM Growth
-$1.34B
Cap. Flow
-$1.51B
Cap. Flow %
-82.9%
Top 10 Hldgs %
12.8%
Holding
1,020
New
303
Increased
132
Reduced
171
Closed
381

Top Buys

Rank Stock Value
1
PBR.A icon
Petrobras Class A
PBR.A
+$16.9M
2
WCN
Waste Connections
WCN
+$15.3M
3
HUBB icon
Hubbell
HUBB
+$14M
4
MAR icon
Marriott International
MAR
+$13.4M
5
ASH icon
Ashland
ASH
+$11.8M

Top Sells

Rank Stock Value
1
PG icon
Procter & Gamble
PG
+$463M
2
COTY icon
Coty
COTY
+$131M
3
CSX icon
CSX Corp
CSX
+$18.3M
4
SWK icon
Stanley Black & Decker
SWK
+$18M
5
AGN.PRA
Allergan plc
AGN.PRA
+$17.8M

Sector Composition

Rank Sector Weight
1 Industrials 17.45%
2 Energy 10.44%
3 Financials 10.11%
4 Consumer Discretionary 9.61%
5 Materials 7.98%
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
$62.1M 3.41%
278,000
-562,500
-67% -$123M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$25.6M 1.4%
190,000
+150,000
+375% +$19.2M
IYR icon
3
iShares US Real Estate ETF
IYR
$4.59B
$24.6M 1.35%
319,455
+40,486
+15% +$3.08M
MGM icon
4
MGM Resorts International
MGM
$11.7B
$19.6M 1.08%
680,410
+374,762
+123% +$10.4M
MAR icon
5
Marriott International
MAR
$98.7B
$16.9M 0.93%
204,164
+178,115
+684% +$13.4M
HAL icon
6
Halliburton
HAL
$27.9B
$16.4M 0.9%
303,218
-179,954
-37% -$8.97M
YUM icon
7
Yum! Brands
YUM
$41B
$16.2M 0.89%
255,753
+90,684
+55% +$5.7M
CME icon
8
CME Group
CME
$92.2B
$16M 0.88%
138,593
+88,601
+177% +$9.86M
WCN
9
Waste Connections
WCN
$42.8B
$15.9M 0.87%
+302,831
New +$15.3M
PBR.A icon
10
Petrobras Class A
PBR.A
$107B
$15.7M 0.86%
+1,777,177
New +$16.9M
AIG icon
11
American International
AIG
$41.9B
$15.6M 0.86%
239,422
-72,082
-23% -$4.53M
HUBB icon
12
Hubbell
HUBB
$25.7B
$14.9M 0.81%
+127,303
New +$14M
NSC icon
13
Norfolk Southern
NSC
$78.8B
$14M 0.77%
129,731
-28,006
-18% -$2.83M
KHC icon
14
Kraft Heinz
KHC
$30.4B
$13.6M 0.74%
155,206
-30,230
-16% -$2.59M
DOV icon
15
Dover
DOV
$27.2B
$13.4M 0.74%
221,702
-60,100
-21% -$3.47M
RHI icon
16
Robert Half
RHI
$3.61B
$13.3M 0.73%
+273,014
New +$11.7M
HSY icon
17
Hershey
HSY
$35.4B
$13.3M 0.73%
128,617
+115,121
+853% +$11.4M
AMH icon
18
American Homes 4 Rent
AMH
$12B
$13.3M 0.73%
633,698
-2,713
-0.4% -$56.3K
DRH icon
19
Diamondrock Hospitality Co
DRH
$2.63B
$12.3M 0.68%
+1,068,585
New +$10.8M
BIO icon
20
Bio-Rad Laboratories Class A
BIO
$8.42B
$12.1M 0.66%
66,270
+64,427
+3,496% +$11M
STI
21
DELISTED
SunTrust Banks, Inc.
STI
$12M 0.66%
+219,023
New +$10.9M
CPB icon
22
Campbell Soup
CPB
$6.51B
$11.9M 0.65%
196,414
+176,103
+867% +$9.87M
NXST icon
23
Nexstar Media Group
NXST
$5.6B
$11.7M 0.64%
184,282
+120,397
+188% +$6.9M
CF icon
24
CF Industries
CF
$19.2B
$11.5M 0.63%
+366,595
New +$9.86M
ASH icon
25
Ashland
ASH
$3.04B
$11.5M 0.63%
+214,882
New +$11.8M
1
2 3 4 5

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WAS
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SGI
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AAM
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PP
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BlueCrest Capital Management's Q4 2016 Portfolio in Review

As of Q4 2016, BlueCrest Capital Management held 1,020 positions worth $1.82B, down 42% from $3.16B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

BlueCrest Capital Management withdrew a net $1.51B in Q4 2016, closing 381 positions and reducing 171 holdings. Its most notable exit was Procter & Gamble, an estimated $463M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 17% of assets, up from 9.9% a quarter earlier, followed by Energy and Financials.

Against the trend, BlueCrest Capital Management opened a new position in Petrobras Class A worth $15.7M.

  • BlueCrest Capital Management's largest Q4 2016 buy was Petrobras Class A: 1,777,177 shares worth $15.7M.
  • BlueCrest Capital Management added most to Marriott International in Q4 2016, an estimated $13.4M increase.
  • BlueCrest Capital Management's biggest Q4 2016 reduction was Coty, cutting an estimated $131M.
  • BlueCrest Capital Management fully exited Procter & Gamble in Q4 2016, selling an estimated $463M.
  • BlueCrest Capital Management's ten largest holdings make up 13% of its $1.82B portfolio in Q4 2016.
  • BlueCrest Capital Management opened 303 new positions and closed 381 in Q4 2016.
  • BlueCrest Capital Management's portfolio value fell 42% quarter-over-quarter to $1.82B.

Based on BlueCrest Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.