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BCM

BlueCrest Capital Management Portfolio holdings

AUM $3.04B
1-Year Est. Return 26.78%
This Fund
S&P 500
This Quarter Est. Return
+5.79%
1 Year Est. Return
+26.78%
3 Year Est. Return
+59.08%
5 Year Est. Return
+59.85%
10 Year Est. Return
+422.44%
AUM
$3.68B
AUM Growth
+$1.22B
Cap. Flow
+$53.8M
Cap. Flow %
1.46%
Top 10 Hldgs %
36.66%
Holding
1,257
New
423
Increased
162
Reduced
167
Closed
461

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$88.1M
2
AGU
Agrium
AGU
+$41.8M
3
MO icon
Altria Group
MO
+$33.9M
4
BAC icon
Bank of America
BAC
+$32.9M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$27.9M

Top Sells

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$48M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$41.4M
3
GM icon
General Motors
GM
+$28.8M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$28M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$26.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 47.12%
2 Financials 9.19%
3 Materials 6.79%
4 Industrials 6.45%
5 Healthcare 6.28%
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
$806B
$494M 13.43%
1,850,000
+1,335,000
+259% +$347M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$481M 13.08%
+1,802,400
New +$469M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$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
IYR icon
6
iShares US Real Estate ETF
IYR
$4.27B
$38.4M 1.04%
473,854
+148,150
+45% +$12M
MO icon
7
Altria Group
MO
$113B
$36.1M 0.98%
+505,652
New +$33.9M
BAC icon
8
Bank of America
BAC
$438B
$35.2M 0.96%
+1,192,819
New +$32.9M
KNX icon
9
Knight Transportation
KNX
$11.2B
$35M 0.95%
800,267
-219,037
-21% -$9M
XLE icon
10
State Street Energy Select Sector SPDR ETF
XLE
$43B
$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
HYG icon
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$27.9M 0.76%
+320,300
New +$28.1M
ALXN
13
DELISTED
Alexion Pharmaceuticals
ALXN
$27.4M 0.75%
+229,097
New +$27.9M
BIO icon
14
Bio-Rad Laboratories Class A
BIO
$10.1B
$26.9M 0.73%
112,912
+40,347
+56% +$9.78M
MCD icon
15
McDonald's
MCD
$179B
$26.3M 0.72%
+152,740
New +$25.6M
DELL icon
16
Dell
DELL
$346B
$25.9M 0.7%
1,133,886
+927,036
+448% +$21M
GOOGL icon
17
Alphabet (Google) Class A
GOOGL
$4.04T
$25.4M 0.69%
+481,460
New +$24.9M
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.02T
$25.2M 0.69%
+481,400
New +$24.5M
MSFT icon
19
Microsoft
MSFT
$3.65T
$24.8M 0.68%
+290,456
New +$23.8M
XLK icon
20
State Street Technology Select Sector SPDR ETF
XLK
$122B
$24M 0.65%
+749,598
New +$23.5M
NEM icon
21
CALL
Newmont
NEM
$136B
$23.7M 0.65%
632,300
+163,100
+35% +$6M
LLY icon
22
Eli Lilly
LLY
$1T
$20.5M 0.56%
+243,108
New +$20.7M
ADP icon
23
Automatic Data Processing
ADP
$105B
$20.3M 0.55%
+173,295
New +$19.8M
JNJ icon
24
Johnson & Johnson
JNJ
$644B
$20.2M 0.55%
144,579
+135,779
+1,543% +$18.9M
AFL icon
25
Aflac
AFL
$57.5B
$20.1M 0.55%
+457,000
New +$19.5M
1
2 3 4 5

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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's Q4 2017 filing shows 423 new, 162 increased, 167 reduced and 461 closed positions. Its largest new stake was Agrium: 385,551 shares worth $44.3M. The largest sale was State Street Energy Select Sector SPDR ETF, an estimated $48M.

By sector, the portfolio is most concentrated in Miscellaneous at 47% of assets, up from 37% a quarter earlier, followed by Financials and Materials.

  • 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.