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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
+6.01%
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
$2.46B
AUM Growth
-$123M
(-4.7%)
Cap. Flow
-$403M
Cap. Flow
% of AUM
-16.37%
Top 10 Holdings %
Top 10 Hldgs %
19.13%
Holding
1,271
New
389
Increased
182
Reduced
216
Closed
445
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$63.1M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$40.4M |
| 3 |
Knight Transportation
KNX
|
+$38.6M |
| 4 |
General Motors
GM
|
+$33M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$26.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$44.7M |
| 2 |
ExxonMobil
XOM
|
+$27.5M |
| 3 |
Stanley Black & Decker
SWK
|
+$21.5M |
| 4 |
Olin
OLN
|
+$19.2M |
| 5 |
Republic Services
RSG
|
+$18.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 12.3% |
| 2 | Financials | 9.55% |
| 3 | Energy | 9.5% |
| 4 | Consumer Discretionary | 8.37% |
| 5 | Materials | 5.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $129M | 5.26% |
515,000
+281,700
| +121% | +$69.4M |
|
|
2
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $76.7M | 3.12% |
2,241,460
+1,941,106
| +646% | +$63.1M |
|
|
3
Knight Transportation
KNX
$11.8B
| $42.4M | 1.72% |
+1,019,304
| New | +$38.6M |
|
|
4
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $41.4M | 1.68% |
767,658
+735,324
| +2,274% | +$40.4M |
|
|
5
General Motors
GM
$74.7B
| $36.4M | 1.48% |
+902,268
| New | +$33M |
|
6
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $28.5M | 1.16% |
348,382
+97,208
| +39% | +$7.81M |
|
7
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $28.2M | 1.15% |
1,063,510
+388,864
| +58% | +$10.4M |
|
8
iShares Biotechnology ETF
IBB
$9.31B
| $27.7M | 1.13% |
249,075
+182,997
| +277% | +$19.6M |
|
|
9
iShares US Real Estate ETF
IYR
$4.59B
| $26M | 1.06% |
+325,704
| New | +$26.2M |
|
10
Electronic Arts
EA
$52.4B
| $25.4M | 1.03% |
215,121
+166,144
| +339% | +$19.2M |
|
11
Equinix
EQIX
$107B
| $23.9M | 0.97% |
53,559
+48,546
| +968% | +$21.7M |
|
12
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $22.2M | 0.9% |
+150,000
| New | +$21.1M |
|
|
ANDV
13
DELISTED
Andeavor
ANDV
| $20.8M | 0.84% |
201,477
+57,969
| +40% | +$5.71M |
|
14
ConocoPhillips
COP
$147B
| $20.7M | 0.84% |
412,601
+209,621
| +103% | +$9.42M |
|
15
Westlake Corp
WLK
$9.46B
| $19M | 0.77% |
228,729
+90,857
| +66% | +$6.67M |
|
16
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
| $18.8M | 0.77% |
+584,117
| New | +$19M |
|
17
Marathon Petroleum
MPC
$90.3B
| $18.2M | 0.74% |
324,266
+305,317
| +1,611% | +$16.4M |
|
18
CALL
Newmont
NEM
$98.2B
| $17.6M | 0.72% |
+469,200
| New | +$17M |
|
19
American Airlines Group
AAL
$9.58B
| $17.3M | 0.7% |
364,382
+300,750
| +473% | +$14.5M |
|
20
CALL
Norfolk Southern
NSC
$78.8B
| $17.2M | 0.7% |
+130,000
| New | +$15.8M |
|
21
Howmet Aerospace
HWM
$116B
| $16.2M | 0.66% |
+847,338
| New | +$16.2M |
|
22
Bio-Rad Laboratories Class A
BIO
$8.42B
| $16.1M | 0.66% |
72,565
-59,286
| -45% | -$13.3M |
|
|
AF
23
DELISTED
Astoria Financial Corporation
AF
| $16.1M | 0.66% |
+750,000
| New | +$14.9M |
|
24
Southwest Airlines
LUV
$22.1B
| $15.4M | 0.62% |
274,585
+136,586
| +99% | +$7.67M |
|
25
Honeywell
HON
$77.1B
| $15.4M | 0.62% |
119,965
+62,643
| +109% | +$7.77M |
|
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BlueCrest Capital Management's Q3 2017 Portfolio in Review
As of Q3 2017, BlueCrest Capital Management held 1,271 positions worth $2.46B, down 4.7% from $2.58B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
BlueCrest Capital Management withdrew a net $403M in Q3 2017, closing 445 positions and reducing 216 holdings. Its most notable exit was State Street Technology Select Sector SPDR ETF, an estimated $44.7M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 12% of assets, down from 13% a quarter earlier, followed by Financials and Energy.
Against the trend, BlueCrest Capital Management opened a new position in Knight Transportation worth $42.4M.
- BlueCrest Capital Management's largest Q3 2017 buy was Knight Transportation: 1,019,304 shares worth $42.4M.
- BlueCrest Capital Management added most to State Street Energy Select Sector SPDR ETF in Q3 2017, an estimated $63.1M increase.
- BlueCrest Capital Management's biggest Q3 2017 reduction was Stanley Black & Decker, cutting an estimated $21.5M.
- BlueCrest Capital Management fully exited State Street Technology Select Sector SPDR ETF in Q3 2017, selling an estimated $44.7M.
- BlueCrest Capital Management's ten largest holdings make up 19% of its $2.46B portfolio in Q3 2017.
- BlueCrest Capital Management opened 389 new positions and closed 445 in Q3 2017.
- BlueCrest Capital Management's portfolio value fell 4.7% quarter-over-quarter to $2.46B.
Based on BlueCrest Capital Management's 13F filing for Q3 2017, filed 14 Nov 2017.