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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
+1.51%
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
$3.21B
AUM Growth
-$465M
Cap. Flow
-$626M
Cap. Flow %
-19.49%
Top 10 Hldgs %
24.33%
Holding
1,739
New
948
Increased
218
Reduced
248
Closed
288

Top Buys

Rank Stock Value
1
NTR icon
Nutrien
NTR
+$45M
2
CME icon
CME Group
CME
+$33.1M
3
LMT icon
Lockheed Martin
LMT
+$28.7M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$28.4M
5
KO icon
Coca-Cola
KO
+$20.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$70.7M
2
AGU
Agrium
AGU
+$44.3M
3
MO icon
Altria Group
MO
+$36.1M
4
BAC icon
Bank of America
BAC
+$35.2M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$27.4M

Sector Composition

Rank Sector Weight
1 Financials 11.54%
2 Industrials 9.25%
3 Technology 6.28%
4 Materials 5.84%
5 Consumer Discretionary 5.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$338M 10.52%
1,284,300
-518,100
-29% -$141M
QQQ icon
2
CALL
Invesco QQQ Trust
QQQ
$455B
$147M 4.59%
+920,000
New +$152M
VXX
3
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$47.3M 1.47%
1,000,000
-54,200
-5% -$2.05M
NTR icon
4
Nutrien
NTR
$32.7B
$42.5M 1.32%
+899,145
New +$45M
CME icon
5
CME Group
CME
$92.2B
$41M 1.28%
253,242
+207,869
+458% +$33.1M
KNX icon
6
Knight Transportation
KNX
$11.8B
$39.4M 1.23%
855,385
+55,118
+7% +$2.61M
SPY icon
7
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$33.7M 1.05%
128,124
-258,915
-67% -$70.7M
C icon
8
Citigroup
C
$222B
$30.1M 0.94%
445,375
+270,231
+154% +$20.3M
XLU icon
9
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$29.9M 0.93%
1,181,894
+1,138,102
+2,599% +$28.4M
LMT icon
10
Lockheed Martin
LMT
$134B
$28.5M 0.89%
+84,313
New +$28.7M
SPY icon
11
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$28.4M 0.88%
108,000
-1,742,000
-94% -$475M
XLK icon
12
State Street Technology Select Sector SPDR ETF
XLK
$115B
$26.4M 0.82%
807,096
+57,498
+8% +$1.93M
EFA icon
13
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
$26.1M 0.81%
+375,000
New +$26.7M
CHTR icon
14
Charter Communications
CHTR
$14.7B
$23.1M 0.72%
74,238
+53,307
+255% +$18.7M
GG
15
CALL
DELISTED
Goldcorp Inc
GG
$22.2M 0.69%
1,603,900
+853,900
+114% +$11.5M
HYG icon
16
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$20.2M 0.63%
235,700
-84,600
-26% -$7.31M
COP icon
17
ConocoPhillips
COP
$147B
$19.8M 0.62%
333,474
+66,727
+25% +$3.77M
EEM icon
18
iShares MSCI Emerging Markets ETF
EEM
$28B
$19.8M 0.62%
+409,408
New +$20.1M
KO icon
19
Coca-Cola
KO
$354B
$19.7M 0.61%
+454,427
New +$20.4M
AET
20
DELISTED
Aetna Inc
AET
$19.7M 0.61%
116,497
+83,283
+251% +$15M
BIO icon
21
Bio-Rad Laboratories Class A
BIO
$8.42B
$18.7M 0.58%
74,707
-38,205
-34% -$9.73M
MON
22
DELISTED
Monsanto Co
MON
$18.7M 0.58%
159,887
+87,206
+120% +$10.5M
CSCO icon
23
Cisco
CSCO
$450B
$17.8M 0.55%
414,822
+265,151
+177% +$11.2M
TWX
24
DELISTED
Time Warner Inc
TWX
$16.5M 0.51%
174,592
+109,737
+169% +$10.3M
IEF icon
25
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$15.5M 0.48%
+150,000
New +$15.4M
1
2 3 4 5

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ISS
Intesa Sanpaolo SpA. Turin, Italy $1.69B AUM
WAS
Wesleyan Assurance Society Birmingham, United Kingdom $1.69B AUM 28.38% 1-Year Est. Return
SGI
Summit Global Investments Bountiful, Utah $1.69B AUM 12.13% 1-Year Est. Return
AAM
Alpine Associates Management Palm Beach, Florida $1.7B AUM 97.55% 1-Year Est. Return
PP
PDT Partners New York $1.69B AUM 74.01% 1-Year Est. Return
RSCM
Rock Springs Capital Management Baltimore, Maryland $1.7B AUM 93.03% 1-Year Est. Return
ACM
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GAM
Goldentree Asset Management New York $1.69B AUM 10.69% 1-Year Est. Return

BlueCrest Capital Management's Q1 2018 Portfolio in Review

As of Q1 2018, BlueCrest Capital Management held 1,739 positions worth $3.21B, down 13% from $3.68B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

BlueCrest Capital Management withdrew a net $626M in Q1 2018, closing 288 positions and reducing 248 holdings. Its most notable exit was Agrium, an estimated $44.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 12% of assets, up from 8.7% a quarter earlier, followed by Industrials and Technology.

Against the trend, BlueCrest Capital Management opened a new position in Nutrien worth $42.5M.

  • BlueCrest Capital Management's largest Q1 2018 buy was Nutrien: 899,145 shares worth $42.5M.
  • BlueCrest Capital Management added most to CME Group in Q1 2018, an estimated $33.1M increase.
  • BlueCrest Capital Management's biggest Q1 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $70.7M.
  • BlueCrest Capital Management fully exited Agrium in Q1 2018, selling an estimated $44.3M.
  • BlueCrest Capital Management's ten largest holdings make up 24% of its $3.21B portfolio in Q1 2018.
  • BlueCrest Capital Management opened 948 new positions and closed 288 in Q1 2018.
  • BlueCrest Capital Management's portfolio value fell 13% quarter-over-quarter to $3.21B.

Based on BlueCrest Capital Management's 13F filing for Q1 2018, filed 15 May 2018.