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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
-3.3%
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
$2.27B
AUM Growth
-$730M
(-24%)
Cap. Flow
-$763M
Cap. Flow
% of AUM
-33.66%
Top 10 Holdings %
Top 10 Hldgs %
45.42%
Holding
289
New
93
Increased
59
Reduced
43
Closed
65
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$110M |
| 2 |
Apollo Global Management Series A
APO.PRA
|
+$32.8M |
| 3 |
Microsoft
MSFT
|
+$32M |
| 4 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$17.7M |
| 5 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$17.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$48.2M |
| 2 |
Invesco Senior Loan ETF
BKLN
|
+$41.6M |
| 3 |
SPDR Gold Trust
GLD
|
+$31.8M |
| 4 |
Alibaba
BABA
|
+$31.5M |
| 5 |
iShares Floating Rate Bond ETF
FLOT
|
+$28.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.11% |
| 2 | Healthcare | 1.92% |
| 3 | Technology | 1.67% |
| 4 | Real Estate | 1.48% |
| 5 | Financials | 1.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
Invesco QQQ Trust
QQQ
$455B
| $188M | 8.29% |
525,000
-697,500
| -57% | -$259M |
|
|
2
CALL
SPDR Gold Trust
GLD
$131B
| $137M | 6.05% |
800,000
+75,000
| +10% | +$13.4M |
|
|
3
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $126M | 5.56% |
4,750,000
+4,550,000
| +2,275% | +$126M |
|
|
4
iShares China Large-Cap ETF
FXI
$4.31B
| $106M | 4.68% |
+4,000,000
| New | +$110M |
|
|
5
PUT
SPDR Gold Trust
GLD
$131B
| $103M | 4.54% |
600,000
-125,000
| -17% | -$22.4M |
|
|
6
PUT
Invesco QQQ Trust
QQQ
$455B
| $82.4M | 3.63% |
230,000
-445,000
| -66% | -$165M |
|
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $78.9M | 3.48% |
1,070,000
-1,387,500
| -56% | -$104M |
|
|
8
CALL
Microsoft
MSFT
$2.84T
| $72M | 3.17% |
227,900
+195,000
| +593% | +$64.4M |
|
|
9
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $69M | 3.04% |
2,600,000
-1,046,600
| -29% | -$28.9M |
|
|
10
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $67.7M | 2.98% |
820,000
-630,000
| -43% | -$53.7M |
|
11
Criteo
CRTO
$1.03B
| $66M | 2.91% |
2,260,000
| – | – |
|
12
CALL
Apple
AAPL
$4.89T
| $50.5M | 2.22% |
294,700
+205,800
| +231% | +$37.7M |
|
13
CALL
VanEck Gold Miners ETF
GDX
$23B
| $40.6M | 1.79% |
1,507,400
-2,562,900
| -63% | -$75.6M |
|
14
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $37.2M | 1.64% |
420,000
-330,000
| -44% | -$31.7M |
|
|
15
Apollo Global Management Series A
APO.PRA
$1.79B
| $33.5M | 1.48% |
+607,930
| New | +$32.8M |
|
|
16
Microsoft
MSFT
$2.84T
| $30.5M | 1.35% |
+96,709
| New | +$32M |
|
17
CALL
NVIDIA
NVDA
$5.01T
| $28.3M | 1.25% |
651,000
+422,000
| +184% | +$18.9M |
|
18
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $26.7M | 1.18% |
62,500
-62,500
| -50% | -$27.8M |
|
19
CALL
KraneShares CSI China Internet ETF
KWEB
$5.2B
| $24.4M | 1.08% |
+892,800
| New | +$25.4M |
|
20
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $23.2M | 1.02% |
131,500
-253,700
| -66% | -$47.6M |
|
21
CALL
Amazon
AMZN
$2.5T
| $21.5M | 0.95% |
168,800
+114,900
| +213% | +$15.4M |
|
|
22
PUT
Microsoft
MSFT
$2.84T
| $20.5M | 0.9% |
+65,000
| New | +$21.5M |
|
23
Rithm Capital
RITM
$5.09B
| $19.6M | 0.87% |
2,113,237
| – | – |
|
24
PUT
Berkshire Hathaway Class B
BRK.B
$1.07T
| $19M | 0.84% |
54,300
+28,300
| +109% | +$10M |
|
|
25
iShares Floating Rate Bond ETF
FLOT
$10.1B
| $18.5M | 0.81% |
362,827
-553,313
| -60% | -$28.1M |
|
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BlueCrest Capital Management's Q3 2023 Portfolio in Review
As of Q3 2023, BlueCrest Capital Management held 289 positions worth $2.27B, down 24% from $3B the previous quarter. Its ten largest holdings account for 45% of the portfolio.
BlueCrest Capital Management withdrew a net $763M in Q3 2023, closing 65 positions and reducing 43 holdings. Its most notable exit was iShares MSCI USA Min Vol Factor ETF, an estimated $48.2M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 3.1% of assets, up from 2.7% a quarter earlier, followed by Healthcare and Technology.
Against the trend, BlueCrest Capital Management opened a new position in iShares China Large-Cap ETF worth $106M.
- BlueCrest Capital Management's largest Q3 2023 buy was iShares China Large-Cap ETF: 4,000,000 shares worth $106M.
- BlueCrest Capital Management added most to RTX Corp in Q3 2023, an estimated $5.15M increase.
- BlueCrest Capital Management's biggest Q3 2023 reduction was Invesco Senior Loan ETF, cutting an estimated $41.6M.
- BlueCrest Capital Management fully exited iShares MSCI USA Min Vol Factor ETF in Q3 2023, selling an estimated $48.2M.
- BlueCrest Capital Management's ten largest holdings make up 45% of its $2.27B portfolio in Q3 2023.
- BlueCrest Capital Management opened 93 new positions and closed 65 in Q3 2023.
- BlueCrest Capital Management's portfolio value fell 24% quarter-over-quarter to $2.27B.
Based on BlueCrest Capital Management's 13F filing for Q3 2023, filed 14 Nov 2023.