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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
+2.91%
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
$3B
AUM Growth
-$65.5M
(-2.1%)
Cap. Flow
-$242M
Cap. Flow
% of AUM
-8.07%
Top 10 Holdings %
Top 10 Hldgs %
55.43%
Holding
371
New
112
Increased
31
Reduced
24
Closed
179
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$41.8M |
| 2 |
iShares Floating Rate Bond ETF
FLOT
|
+$41.6M |
| 3 |
Invesco Senior Loan ETF
BKLN
|
+$34.2M |
| 4 |
SPDR Gold Trust
GLD
|
+$30.9M |
| 5 |
Global X Uranium ETF
URA
|
+$24.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
|
+$66.1M |
| 2 |
Vanguard Tax-Exempt Bond Index Fund
VTEB
|
+$29M |
| 3 |
iShares National Muni Bond ETF
MUB
|
+$27.9M |
| 4 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$27.9M |
| 5 |
iShares 0-5 Year TIPS Bond ETF
STIP
|
+$22.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 2.67% |
| 2 | Consumer Discretionary | 1.08% |
| 3 | Financials | 0.81% |
| 4 | Real Estate | 0.74% |
| 5 | Consumer Staples | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
Invesco QQQ Trust
QQQ
$455B
| $452M | 15.06% |
1,222,500
+562,600
| +85% | +$189M |
|
|
2
PUT
Invesco QQQ Trust
QQQ
$455B
| $249M | 8.32% |
675,000
+199,900
| +42% | +$67.3M |
|
3
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $184M | 6.15% |
2,457,500
+2,032,500
| +478% | +$152M |
|
|
4
CALL
SPDR Gold Trust
GLD
$131B
| $129M | 4.31% |
725,000
-1,037,000
| -59% | -$191M |
|
|
5
PUT
SPDR Gold Trust
GLD
$131B
| $129M | 4.31% |
725,000
-380,000
| -34% | -$69.8M |
|
6
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $125M | 4.19% |
1,450,000
+600,000
| +71% | +$51.2M |
|
7
CALL
VanEck Gold Miners ETF
GDX
$23B
| $123M | 4.09% |
4,070,300
-1,718,800
| -30% | -$56M |
|
8
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $99.2M | 3.31% |
3,646,600
-103,400
| -3% | -$2.9M |
|
9
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $93.3M | 3.11% |
2,300,000
+1,300,000
| +130% | +$52.9M |
|
10
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $77.2M | 2.58% |
+750,000
| New | +$77.8M |
|
11
Criteo
CRTO
$1.03B
| $76.3M | 2.54% |
2,260,000
| – | – |
|
12
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $72.1M | 2.41% |
+385,200
| New | +$68.7M |
|
|
13
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $57.1M | 1.91% |
305,000
-130,000
| -30% | -$23.2M |
|
14
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $55.4M | 1.85% |
125,000
-190,000
| -60% | -$79.7M |
|
|
15
iShares MSCI USA Min Vol Factor ETF
USMV
$23.2B
| $48.2M | 1.61% |
648,845
+572,314
| +748% | +$41.8M |
|
|
16
Invesco Senior Loan ETF
BKLN
$7.1B
| $47.8M | 1.6% |
2,272,727
+1,641,516
| +260% | +$34.2M |
|
|
17
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $47.6M | 1.59% |
550,000
+490,000
| +817% | +$41.8M |
|
|
18
iShares Floating Rate Bond ETF
FLOT
$10.1B
| $46.6M | 1.55% |
916,140
+822,391
| +877% | +$41.6M |
|
|
19
SPDR Gold Trust
GLD
$131B
| $35.7M | 1.19% |
200,118
+168,250
| +528% | +$30.9M |
|
|
20
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $33.2M | 1.11% |
75,000
-25,000
| -25% | -$10.5M |
|
21
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $32.4M | 1.08% |
+300,000
| New | +$32.4M |
|
22
Alibaba
BABA
$269B
| $31.1M | 1.04% |
373,715
+100,215
| +37% | +$8.77M |
|
|
23
Global X Uranium ETF
URA
$5.52B
| $26.3M | 0.88% |
+1,213,799
| New | +$24.8M |
|
24
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.32B
| $23.3M | 0.78% |
489,637
+282,489
| +136% | +$13.5M |
|
25
VanEck High Yield Muni ETF
HYD
$4.44B
| $21.4M | 0.71% |
415,888
+331,354
| +392% | +$17M |
|
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BlueCrest Capital Management's Q2 2023 Portfolio in Review
As of Q2 2023, BlueCrest Capital Management held 371 positions worth $3B, down 2.1% from $3.06B the previous quarter. Its ten largest holdings account for 55% of the portfolio.
BlueCrest Capital Management withdrew a net $242M in Q2 2023, closing 179 positions and reducing 24 holdings. Its most notable exit was Vanguard Tax-Exempt Bond Index Fund, an estimated $29M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 2.7% of assets, down from 3.1% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, BlueCrest Capital Management opened a new position in Global X Uranium ETF worth $26.3M.
- BlueCrest Capital Management's largest Q2 2023 buy was Global X Uranium ETF: 1,213,799 shares worth $26.3M.
- BlueCrest Capital Management added most to iShares MSCI USA Min Vol Factor ETF in Q2 2023, an estimated $41.8M increase.
- BlueCrest Capital Management's biggest Q2 2023 reduction was Vanguard Intermediate-Term Corporate Bond ETF, cutting an estimated $66.1M.
- BlueCrest Capital Management fully exited Vanguard Tax-Exempt Bond Index Fund in Q2 2023, selling an estimated $29M.
- BlueCrest Capital Management's ten largest holdings make up 55% of its $3B portfolio in Q2 2023.
- BlueCrest Capital Management opened 112 new positions and closed 179 in Q2 2023.
- BlueCrest Capital Management's portfolio value fell 2.1% quarter-over-quarter to $3B.
Based on BlueCrest Capital Management's 13F filing for Q2 2023, filed 14 Aug 2023.