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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
+4.43%
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
$3.06B
AUM Growth
-$677M
(-18%)
Cap. Flow
-$1.27B
Cap. Flow
% of AUM
-41.57%
Top 10 Holdings %
Top 10 Hldgs %
53.35%
Holding
327
New
171
Increased
29
Reduced
36
Closed
70
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
|
+$74.4M |
| 2 |
Alibaba
BABA
|
+$27.4M |
| 3 |
Vanguard Tax-Exempt Bond Index Fund
VTEB
|
+$25.3M |
| 4 |
iShares 0-5 Year TIPS Bond ETF
STIP
|
+$21.8M |
| 5 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$21.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BROGW
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
|
+$153M |
| 2 |
VWEWW
Vintage Wine Estates, Inc. Warrants
VWEWW
|
+$139M |
| 3 |
iShares Floating Rate Bond ETF
FLOT
|
+$41.5M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$36.2M |
| 5 |
KraneShares CSI China Internet ETF
KWEB
|
+$35.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.07% |
| 2 | Industrials | 2.17% |
| 3 | Financials | 2.15% |
| 4 | Consumer Discretionary | 1.53% |
| 5 | Real Estate | 0.97% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $323M | 10.54% |
1,762,000
-190,000
| -10% | -$33.4M |
|
|
2
CALL
Invesco QQQ Trust
QQQ
$455B
| $212M | 6.91% |
659,900
-490,200
| -43% | -$145M |
|
|
3
PUT
SPDR Gold Trust
GLD
$131B
| $202M | 6.61% |
1,105,000
+190,000
| +21% | +$33.4M |
|
4
CALL
VanEck Gold Miners ETF
GDX
$23B
| $187M | 6.11% |
5,789,100
+4,729,100
| +446% | +$143M |
|
5
PUT
Apple
AAPL
$4.89T
| $165M | 5.38% |
1,000,000
-1,000,000
| -50% | -$148M |
|
|
6
PUT
Invesco QQQ Trust
QQQ
$455B
| $152M | 4.98% |
475,100
-669,900
| -59% | -$198M |
|
7
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $129M | 4.21% |
315,000
+149,000
| +90% | +$59.4M |
|
8
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $111M | 3.61% |
3,750,000
+1,790,000
| +91% | +$53.8M |
|
9
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $77.6M | 2.53% |
435,000
+335,000
| +335% | +$61.7M |
|
|
10
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.1B
| $75.3M | 2.46% |
+938,999
| New | +$74.4M |
|
11
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $73.3M | 2.39% |
850,000
+425,000
| +100% | +$36.6M |
|
12
Criteo
CRTO
$1.03B
| $71.2M | 2.32% |
2,260,000
| – | – |
|
13
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $52.6M | 1.72% |
+1,200,000
| New | +$68.1M |
|
|
14
CALL
Alibaba
BABA
$269B
| $52.5M | 1.72% |
+514,200
| New | +$51.5M |
|
15
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $41.4M | 1.35% |
1,000,000
-5,120,000
| -84% | -$219M |
|
|
16
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $40.9M | 1.34% |
100,000
-613,200
| -86% | -$245M |
|
17
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
| $40.7M | 1.33% |
+600,000
| New | +$40.1M |
|
18
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $35.4M | 1.15% |
+1,100,000
| New | +$38.2M |
|
|
COOP
19
DELISTED
Mr. Cooper
COOP
| $33.5M | 1.09% |
817,222
+294,812
| +56% | +$12.9M |
|
20
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $32.1M | 1.05% |
425,000
-530,000
| -55% | -$39.7M |
|
21
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $32M | 1.04% |
810,000
-490,000
| -38% | -$19.5M |
|
|
22
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
| $29M | 0.95% |
573,244
+504,835
| +738% | +$25.3M |
|
23
PUT
Bank of America
BAC
$435B
| $28.6M | 0.93% |
+1,000,000
| New | +$33M |
|
|
24
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $28M | 0.91% |
+710,000
| New | +$28.2M |
|
|
25
Alibaba
BABA
$269B
| $27.9M | 0.91% |
+273,500
| New | +$27.4M |
|
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BlueCrest Capital Management's Q1 2023 Portfolio in Review
As of Q1 2023, BlueCrest Capital Management held 327 positions worth $3.06B, down 18% from $3.74B the previous quarter. Its ten largest holdings account for 53% of the portfolio.
BlueCrest Capital Management withdrew a net $1.27B in Q1 2023, closing 70 positions and reducing 36 holdings. Its most notable exit was KraneShares CSI China Internet ETF, an estimated $35.2M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 3.1% of assets, up from 2.1% a quarter earlier, followed by Industrials and Financials.
Against the trend, BlueCrest Capital Management opened a new position in Vanguard Intermediate-Term Corporate Bond ETF worth $75.3M.
- BlueCrest Capital Management's largest Q1 2023 buy was Vanguard Intermediate-Term Corporate Bond ETF: 938,999 shares worth $75.3M.
- BlueCrest Capital Management added most to Vanguard Tax-Exempt Bond Index Fund in Q1 2023, an estimated $25.3M increase.
- BlueCrest Capital Management's biggest Q1 2023 reduction was Brooge Holdings Limited Warrant expiring 12/20/2024, cutting an estimated $153M.
- BlueCrest Capital Management fully exited KraneShares CSI China Internet ETF in Q1 2023, selling an estimated $35.2M.
- BlueCrest Capital Management's ten largest holdings make up 53% of its $3.06B portfolio in Q1 2023.
- BlueCrest Capital Management opened 171 new positions and closed 70 in Q1 2023.
- BlueCrest Capital Management's portfolio value fell 18% quarter-over-quarter to $3.06B.
Based on BlueCrest Capital Management's 13F filing for Q1 2023, filed 15 May 2023.