BLUECREST CAPITAL MANAGEMENT LLP Information

BLUECREST HOUSE, GLATEGNY ESPLANADE, ST. PETER PORT, , GY1 1WR, (44207) 664-1950

Report Date: 03/31/2013

Position Statistics:

Total Positions 58
New Positions 28
Increased Positions 29
Decreased Positions 19
Positions with Activity 48
Sold Out Positions 16
Total Mkt Value
(in $ millions)
163

Sector Weighting

Basic Materials 8.94%
Capital Goods 15.52%
Conglomerates
Consumer Cyclical 1.49%
Consumer/Non-Cyclical 0.68%
Energy 8%
Financial 58.94%
Healthcare 2.91%
Services 1.96%
Technology 0.64%
Transportation 0.63%
Utilities 0.29%

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

19 DECREASED Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
ASSURED GUARANTY LTD COM 42,755 -22,951 (34.93) 1,785,180
SCHLUMBERGER LTD COM 757 -303 (28.57) 10,000
PHILLIPS 66 COM 524 -1,113 (68) 8,000
AETNA INC NEW COM -1,379 Sold Out 0
CHEVRON CORP NEW COM -1,234 Sold Out 0
CUMMINS INC COM -1,271 Sold Out 0
EXXON MOBIL CORP COM -918 Sold Out 0
ILLINOIS TOOL WKS INC COM -1,177 Sold Out 0
IMPERIAL OIL LTD COM NEW -835 Sold Out 0
ISHARES TR MSCI EMERG MKT -15,631 Sold Out 0
LOUISIANA PAC CORP COM -7,052 Sold Out 0
MARATHON OIL CORP COM -1,162 Sold Out 0
MASTERCARD INC CL A -1,212 Sold Out 0
MATTEL INC COM -1,246 Sold Out 0
MONSANTO CO NEW COM -1,181 Sold Out 0
PRECISION CASTPARTS CORP COM -1,271 Sold Out 0
RANGE RES CORP COM -7,650 Sold Out 0
SAP AG SPON ADR -1,129 Sold Out 0
TJX COS INC NEW COM -1,167 Sold Out 0