BLUECREST CAPITAL MANAGEMENT LLP
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 |
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