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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
+5.79%
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
$3.68B
AUM Growth
+$1.22B
(+49%)
Cap. Flow
+$879M
Cap. Flow
% of AUM
23.9%
Top 10 Holdings %
Top 10 Hldgs %
36.66%
Holding
1,257
New
423
Increased
162
Reduced
167
Closed
461
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$88.1M |
| 2 |
AGU
Agrium
AGU
|
+$41.8M |
| 3 |
Altria Group
MO
|
+$33.9M |
| 4 |
Bank of America
BAC
|
+$32.9M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$27.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$48M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$41.4M |
| 3 |
General Motors
GM
|
+$28.8M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$28M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$26.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 8.69% |
| 2 | Materials | 6.59% |
| 3 | Industrials | 6.4% |
| 4 | Healthcare | 6.21% |
| 5 | Energy | 5.9% |
| 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
| $494M | 13.43% |
1,850,000
+1,335,000
| +259% | +$347M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $481M | 13.08% |
+1,802,400
| New | +$469M |
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $103M | 2.81% |
387,039
+338,761
| +702% | +$88.1M |
|
|
GOLD
4
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $48.9M | 1.33% |
+494,000
| New | +$46.9M |
|
|
AGU
5
DELISTED
Agrium
AGU
| $44.3M | 1.21% |
+385,551
| New | +$41.8M |
|
6
iShares US Real Estate ETF
IYR
$4.59B
| $38.4M | 1.04% |
473,854
+148,150
| +45% | +$12M |
|
|
7
Altria Group
MO
$122B
| $36.1M | 0.98% |
+505,652
| New | +$33.9M |
|
|
8
Bank of America
BAC
$435B
| $35.2M | 0.96% |
+1,192,819
| New | +$32.9M |
|
9
Knight Transportation
KNX
$11.8B
| $35M | 0.95% |
800,267
-219,037
| -21% | -$9M |
|
|
10
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $30.6M | 0.83% |
846,252
-1,395,208
| -62% | -$48M |
|
|
VXX
11
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $29.4M | 0.8% |
1,054,200
+1,009,200
| +2,243% | +$33.3M |
|
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $27.9M | 0.76% |
+320,300
| New | +$28.1M |
|
|
ALXN
13
DELISTED
Alexion Pharmaceuticals
ALXN
| $27.4M | 0.75% |
+229,097
| New | +$27.9M |
|
14
Bio-Rad Laboratories Class A
BIO
$8.42B
| $26.9M | 0.73% |
112,912
+40,347
| +56% | +$9.78M |
|
15
McDonald's
MCD
$188B
| $26.3M | 0.72% |
+152,740
| New | +$25.6M |
|
16
Dell
DELL
$283B
| $25.9M | 0.7% |
1,133,886
+927,036
| +448% | +$21M |
|
17
Alphabet (Google) Class A
GOOGL
$3.91T
| $25.4M | 0.69% |
+481,460
| New | +$24.9M |
|
|
18
Alphabet (Google) Class C
GOOG
$3.9T
| $25.2M | 0.69% |
+481,400
| New | +$24.5M |
|
19
Microsoft
MSFT
$2.84T
| $24.8M | 0.68% |
+290,456
| New | +$23.8M |
|
20
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $24M | 0.65% |
+749,598
| New | +$23.5M |
|
21
CALL
Newmont
NEM
$98.2B
| $23.7M | 0.65% |
632,300
+163,100
| +35% | +$6M |
|
22
Eli Lilly
LLY
$1.07T
| $20.5M | 0.56% |
+243,108
| New | +$20.7M |
|
23
Automatic Data Processing
ADP
$100B
| $20.3M | 0.55% |
+173,295
| New | +$19.8M |
|
24
Johnson & Johnson
JNJ
$635B
| $20.2M | 0.55% |
144,579
+135,779
| +1,543% | +$18.9M |
|
25
Aflac
AFL
$63.9B
| $20.1M | 0.55% |
+457,000
| New | +$19.5M |
|
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BlueCrest Capital Management's Q4 2017 Portfolio in Review
As of Q4 2017, BlueCrest Capital Management held 1,257 positions worth $3.68B, up 49% from $2.46B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
BlueCrest Capital Management deployed $879M of net new capital in Q4 2017, opening 423 new positions and adding to 162 existing holdings. Its largest new stake was Agrium: 385,551 shares worth $44.3M.
By sector, the portfolio is most concentrated in Financials at 8.7% of assets, down from 9.5% a quarter earlier, followed by Materials and Industrials.
On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $48M trimmed.
- BlueCrest Capital Management's largest Q4 2017 buy was Agrium: 385,551 shares worth $44.3M.
- BlueCrest Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $88.1M increase.
- BlueCrest Capital Management's biggest Q4 2017 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $48M.
- BlueCrest Capital Management fully exited State Street Consumer Staples Select Sector SPDR ETF in Q4 2017, selling an estimated $41.4M.
- BlueCrest Capital Management's ten largest holdings make up 37% of its $3.68B portfolio in Q4 2017.
- BlueCrest Capital Management opened 423 new positions and closed 461 in Q4 2017.
- BlueCrest Capital Management's portfolio value rose 49% quarter-over-quarter to $3.68B.
Based on BlueCrest Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.