BlueCrest Capital Management Ltd
SEC Form 13F institutional filer · CIK 0001610880
13F-HR · 28 reported holdings · 2026-03-31
Reported long-US-equity value
$0.22B
Top-10 concentration
87.7%
BlueCrest Capital Management Ltd — $220M AUM allocation strategy
BlueCrest Capital Management Ltd files SEC Form 13F and reports $220M of long US equity value across 28 reported holdings for 2026-03-31.
Its largest sector bet is Financials 59.6%, followed by Information Technology 18.1% and Utilities 11.4%.
The top 10 holdings account for 88% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
BlueCrest Capital Management Ltd — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$220M
total across 28 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
88% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$MCHP +173K sh · +$9.51M+$NEE +97.5K sh · +$5.54M+$KKR +24.9K sh · +$186K
Biggest trims (shares)
−$IVV −2.22M sh · −$1.52B−$PCG −2.09M sh · −$32.2M−$BAC −419K sh · −$27M
Exited to nil (held last quarter, gone now)
$VST ($103M last qtr)$AMZN ($23.5M last qtr)$LLY ($21.1M last qtr)$NVDA ($6.39M last qtr)$XLF ($5.75M last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Diversified Banks48.7%—
- Asset Management & Custody Banks10.9%—
- Multi-Utilities10.3%—
- Application Software9.3%—
- Semiconductors5.8%—
- Specialty Chemicals5.3%—
- Technology Hardware, Storage & Peripherals2.9%—
- Aerospace & Defense1.8%—
- Other holdings5.1%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BAC | Bank of America Corporation | 630K | $30.7M | -419K | 14.0% |
| $C | Citigroup Inc | 270K | $30.6M | -243K | 13.9% |
| $WFC | Wells Fargo & Company | 382K | $30.4M | -263K | 13.8% |
| $ORCL | Oracle Corporation | 456K | $20.5M | — | 9.3% |
| $BLK | BlackRock Inc | 230K | $18.3M | -103K | 8.3% |
| $PCG | Pacific Gas & Electric Co | 912K | $16M | -2.09M | 7.3% |
| $JPM | JP Morgan Chase & Co | 52.2K | $15.4M | -26.9K | 7.0% |
| $MCHP | Microchip Technology Incorporated | 226K | $12.9M | +173K | 5.9% |
| $ALB | Albemarle Corporation | 162K | $11.7M | +19.2K | 5.3% |
| $NEE | NextEra Energy Inc | 117K | $6.55M | +97.5K | 3.0% |
…and 18 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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