Stocks/Funds/CIK 1610880

BlueCrest Capital Management Ltd

Quarterly 13F filings · Latest period 2026-03-31 · CIK 1610880
Assets
$920M
+63.6% YoY
Holdings
174
Lifetime alpha vs market
+1.56% annual
Average hold time
1.0 yr
median 0.5 yr

Quarterly history

Cum return +277% vs S&P +226% · α +51% lifetimeAUM $920M · peak $3.8BFlow $-1.5B (-61%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-3.35%
trims when stocks drop
when a holding falls −10%+
Middle response
-11.43%
baseline attrition
Rally response
-18.13%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
WIXWix.com Ltd.$53M5.7%-44.9%2.8 yr
CRTOCriteo S.A.$41M4.4%-49.4%4.5 yr
$32M3.5%0.3 yr
BACBank of America Corporat$31M3.3%+19.4%5.3 yr
PFSIPennyMac Financial Servi$31M3.3%-11.7%2.5 yr
CCitigroup Inc.$31M3.3%+63.9%3.8 yr
WFCWells Fargo & Company$30M3.3%+13.3%4.0 yr
MDLNMedline Inc.$24M2.7%0.3 yr
$21M2.2%0.3 yr
$19M2.1%0.3 yr
HYGiShares iBoxx $ High Yie$18M2.0%5.5 yr
PCGPG&E Corporation$16M1.7%+2.9%3.3 yr
JPMJPMorgan Chase & Co.$15M1.7%+21.8%6.5 yr
LASRnLIGHT, Inc.$15M1.6%+633.8%0.3 yr
BTSGUBrightSpring Health Serv$14M1.6%2.3 yr

Portfolio composition (YoY)

Industry mix
Unknown25.7%+17.6pp$236M
Shell Companies12.8%$118M
Banks - Diversified11.6%$107M
Asset Management9.4%-45.3pp$87M
Software - Infrastructure6.2%+5.9pp$57M
Financial - Conglomerates5.1%$47M
Advertising Agencies4.4%-9.8pp$41M
Financial - Mortgages3.3%$31M
Regulated Electric3.3%+2.7pp$30M
Semiconductors2.9%-7.0pp$27M
Country
US58.1%-9.0pp
Unknown25.7%+17.6pp
IL5.7%
FR4.4%-9.8pp
KY3.0%
TW1.4%-8.4pp
CN0.5%-0.2pp
JP0.5%
Top 5: 20.3% · Top 10: 33.9% · Top 25: 55.3%

Winners

TickerPrev $PnLYoY %
TSM$55M+0.06B105.6%
CRTO$80M-0.04B-49.4%

Losers

TickerPrev $PnLYoY %
CRTO$80M-0.04B-49.4%

Top buys this quarter · 15

WIX Wix.com Ltd.+$52M
PFSI PennyMac Financial Services, I+$30M
MDLN Medline Inc.new+$24M
LASR nLIGHT, Inc.new+$15M
LUNR Intuitive Machines, Inc.new+$12M
PPLC PPL Corporation Corporate Unitnew+$11M
FVAV Fortress Value Acquisition Cornew+$10M
TSM Taiwan Semiconductor Manufactu+$10M
ALUB Alussa Energy Acquisition Corpnew+$8M
NTST NETSTREIT Corp.new+$7M

Top sells this quarter · 15

VST Vistra Corp.exit$96M
AXTI AXT, Inc.exit$37M
PCG PG&E Corporation$37M
C Citigroup Inc.$28M
AMZN Amazon.com, Inc.exit$21M
WFC Wells Fargo & Company$21M
BAC Bank of America Corporation$20M
LLY Eli Lilly and Companyexit$18M
BABA Alibaba Group Holding Limitedexit$17M
OXY Occidental Petroleum Corporati$16M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$920M174+16.80%+17.59%-0.79%-1.48B
2025-12-31$2.43B126+10.61%+17.72%-7.11%+0.85B
2025-09-30$1.47B108+6.64%+17.52%-10.87%+0.54B
2025-06-30$838M68+1.73%+14.94%-13.21%+0.28B
2025-03-31$562M42+7.38%+8.30%-0.93%-0.99B
2024-12-31$1.66B51+33.63%+24.89%+8.75%+1.38B
2024-09-30$271M39+35.63%+36.04%-0.40%-0.16B
2024-06-30$404M57+18.88%+24.49%-5.62%+0.15B
2024-03-31$241M67+14.66%+29.62%-14.96%-0.24B
2023-12-31$417M102+10.65%+26.18%-15.53%-0.13B
2023-09-30$518M104+6.71%+21.57%-14.86%-0.10B
2023-06-30$669M105+20.69%+19.42%+1.27%-0.18B
2023-03-31$843M209+5.93%-7.82%+13.75%+0.04B
2022-12-31$714M88-9.96%-18.17%+8.21%-0.25B
2022-09-30$943M140-1.71%-15.51%+13.79%+0.31B
2022-06-30$607M137-5.59%-10.62%+5.03%-0.19B