BlueCrest Capital Management LLP

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CIK 1363542

13F portfolio (2014-Q2)

$1.1B

Positions

450

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2014-Q1. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

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As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2014-Q2)

Holdings

450

Top 5

12.2%

Top 10

18.4%

Effective N

122.4

HHI

0.008

This quarter

297 new · 0 exit →

By sector

Unclassified51.2%

Financials12.7%

Industrials5.3%

Consumer Discretionary5.2%

Information Technology4.8%

Materials4.6%

Communication Services3.8%

Real Estate3.7%

Other8.7%

By market cap

Unknown54.3%

Large ($10–200B)27.6%

Mid ($2–10B)10.5%

Mega (>$200B)5.1%

Small ($300M–2B)2.2%

Micro (<$300M)0.2%

By region

Other51.2%

North America47.8%

Asia-Pacific0.7%

Europe0.3%

By industry group GICS — finer than sector

Industry group	Weight	Names
Unclassified	51.26%	250
Banks	9.34%	12
Equity Real Estate Investment Trusts (REITs)	3.74%	9
Diversified Telecommunication Services	2.60%	2
Utilities	2.54%	16
Specialty Retail	2.42%	10
Oil, Gas & Consumable Fuels	2.12%	13
Semiconductors & Semiconductor Equipment	2.10%	10
Insurance	1.99%	7
Chemicals	1.97%	4
Commercial Services & Supplies	1.86%	8
Aerospace & Defense	1.75%	4
Metals & Mining	1.62%	10
Health Care Providers & Services	1.40%	6
Technology Hardware & Equipment	1.38%	9
Pharmaceuticals & Biotechnology	1.22%	5
Distributors	1.07%	4
Media & Entertainment	1.06%	2
Machinery	1.05%	9
Construction Materials	0.84%	5
Diversified Consumer Services	0.76%	2
Food Products	0.68%	5
Software & IT Services	0.62%	5
Capital Markets	0.56%	4
Automobiles & Components	0.55%	4
Beverages	0.55%	3
Road & Rail	0.48%	4
Electrical Equipment & Components	0.38%	1
Construction & Engineering	0.36%	5
Transportation Infrastructure	0.33%	2
Software	0.31%	3
Hotels, Restaurants & Leisure	0.29%	5
Airlines	0.21%	2
Paper & Forest Products	0.14%	1
Life Sciences Tools & Services	0.12%	2
Communications Equipment	0.11%	2
Textiles, Apparel & Luxury Goods	0.10%	3
Marine	0.07%	1
Tobacco	0.07%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	ALLY	Ally Financial Inc.	Financials	5.68%
2	TMUS	T-Mobile US, Inc.	Communication Services	2.02%
3	HON	HONEYWELL INTERNATIONAL INC	Industrials	1.60%
4	GAP	GAP INC	Consumer Discretionary	1.49%
5		PRICELINE COM INC	Unclassified	1.43%
6	MU	MICRON TECHNOLOGY INC	Information Technology	1.34%
7	FITB	FIFTH THIRD BANCORP	Financials	1.27%
8	XLE	SELECT SECTOR SPDR TR	Unclassified	1.26%
9		RACKSPACE HOSTING INC	Unclassified	1.26%
10		YAHOO INC	Unclassified	1.06%

201/450 names classified · sector 48.8% of weight · industry 48.7% · mkt cap 45.7%; unclassified names shown, never dropped.

Sector allocation over time · how the GICS mix & top names shifted quarter by quarter

top 5/sector, rest → “Other” · 5 quarters

FinancialsAGO, ALLY, OSG, RDN, MBI · other

EnergyHAL, EOG, SLB, FANG, DVN · other

IndustrialsMMM, HON, MAS, CMI, KBR · other

Consumer DiscretionaryALSN, GAP, HD, GM, AAP · other

MaterialsPG, EL, NEM, CMP, DECK · other

Information TechnologyMU, MCHP, IBM, ORCL, IMAX · other

UtilitiesNEE, D, SRE, PPL, OKE · other

Real EstateWY, EQR, SPG, AMH, BXP · other

Health CareMDT, MRK, HCA, BSX, TEVA · other

Communication ServicesTMUS, VZ, DIS, TV, CCOI · other

Consumer StaplesKO, PM, ADM, HAIN, CAG · other

UnclassifiedSPY, DXJ, IOO, HYG, POWERSHARES QQQ TRUST · other

Sector is classified on each name's CURRENT fundamentals, not point-in-time — apparent sector drift can reflect the market re-rating a holding, not a manager trade. 13F is a lagged quarterly snapshot of long positions in US-listed securities only — foreign companies held via a US listing or ADR ARE included, but shares listed only on non-US exchanges (plus shorts, options and cash) are not. Latest quarter: 48.8% of the book is sector-classified (unclassified names shown, never dropped).

Style box · size × value-growth placement of the reported book (2014-Q2), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

Only 44% of book weight classified — the grid is NOT representative of the whole book.

holdings, colored by sector (173 classified)BlueCrest Capital Management LLP centroid (Mid Core)

FinancialsIndustrialsConsumer DiscretionaryInformation TechnologyReal EstateMaterialsCommunication ServicesUtilitiesHealth CareEnergyConsumer Staples

Style box summary for BlueCrest Capital Management LLP: centroid Mid Core. Heaviest cells: Small Value 8.9%, Large Core 7.1%, Small Core 6.1%.

Classified: 44.1% of book weight (173/234 names) · unclassified 55.9%: , XLE, IYR, TV, VALE, MAIN, PSEC, ARCC, BKD, XCAFX +51 more. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 450 positions (2014-Q2) · largest first · Δ vs 2014-Q1

#	Security	Shares	Value	Weight	Δ QoQ
1	ALLYALLY FINL INC	2,509,000	$60M	5.7%	NEW
2	TMUST-MOBILE US INC	636,037	$21M	2.0%	ADD 1323%
3	HONHONEYWELL INTL INC	182,131	$17M	1.6%	ADD 2116%
4	GAPGAP INC	379,736	$16M	1.5%	ADD 6308%
5	PRICELINE COM INC	12,576	$15M	1.4%	ADD 359%
6	MUMICRON TECHNOLOGY INC	430,174	$14M	1.3%	NEW
7	FITBFIFTH THIRD BANCORP	629,628	$13M	1.3%	NEW
8	XLESELECT SECTOR SPDR TR	133,100	$13M	1.3%	NEW
9	RACKSPACE HOSTING INC	394,893	$13M	1.3%	NEW
10	YAHOO INC	317,794	$11M	1.1%	ADD 515%
11	LIBERTY MEDIA CORP -A	80,000	$11M	1.0%	NEW
12	Fidelity Natl Finl Inc	322,387	$11M	1.0%	NEW
13	JPMJPMORGAN CHASE & CO	181,238	$10M	1.0%	ADD 35%
14	DISH NETWORK CORP	160,000	$10M	1.0%	ADD 610%
15	DELPHI AUTOMOTIVE PLC	150,209	$10M	1.0%	NEW
16	PANDORA MEDIA INC	339,800	$10M	0.9%	NEW
17	PGPROCTER AND GAMBLE CO	126,928	$10M	0.9%	ADD 36%
18	LIONS GATE ENTERTAINMENT CORP	318,600	$9M	0.9%	ADD 403%
19	DREAMWORKS ANIMATION SKG INC	360,200	$8M	0.8%	NEW
20	COVIDIEN PLC	83,874	$8M	0.7%	NEW
21	NMIHNMI HLDGS INC	705,863	$7M	0.7%	TRIM −26%
22	IYRISHARES TR	102,784	$7M	0.7%	TRIM −33%
23	YELPYELP INC	94,310	$7M	0.7%	NEW
24	EQREQUITY RESIDENTIAL	109,825	$7M	0.7%	NEW
25	SPGSIMON PPTY GROUP INC NEW	40,424	$7M	0.6%	NEW
26	BXPBXP INC	56,136	$7M	0.6%	NEW
27	MCKMCKESSON CORP	35,483	$7M	0.6%	NEW
28	FOREST LABS INC	66,233	$7M	0.6%	TRIM −36%
29	TVGRUPO TELEVISA SA	181,300	$6M	0.6%	NEW
30	SPIRIT RLTY CAP INC NEW	545,000	$6M	0.6%	NEW
31	CCOICOGENT COMMUNICATIONS HLDGS	175,000	$6M	0.6%	NEW
32	EDUCATION RLTY TR INC	546,500	$6M	0.6%	ADD 111%
33	DOMINION RES INC VA NEW	100,000	$6M	0.5%	NEW
34	IMAXIMAX CORP	200,000	$6M	0.5%	NEW
35	EQUITY ONE COM	240,000	$6M	0.5%	NEW
36	CROWN CASTLE INTL CORP	75,000	$6M	0.5%	NEW
37	FOX CORP CLASS B	161,084	$6M	0.5%	ADD 258%
38	MAMASTERCARD INCORPORATED	74,942	$6M	0.5%	ADD 1893%
39	SIGSIGNET JEWELERS LIMITED	49,055	$5M	0.5%	NEW
40	AMERICAN RLTY CAP PPTYS INC	422,983	$5M	0.5%	NEW
41	DOW CHEM CO	99,853	$5M	0.5%	ADD 189%
42	HALHALLIBURTON CO	72,069	$5M	0.5%	TRIM −77%
43	HUDSON PAC PPTYS INC	200,000	$5M	0.5%	NEW
44	ENCANA CORP	210,600	$5M	0.5%	NEW
45	ENDO INTL PLC	70,436	$5M	0.5%	ADD 111%
46	CMCSACOMCAST CORP NEW	91,830	$5M	0.5%	ADD 177%
47	TEVATEVA PHARMACEUTICAL INDS LTD	93,646	$5M	0.5%	NEW
48	Market Vectors Etf TRUST	260,000	$5M	0.5%	NEW
49	ALLERGAN INC	28,361	$5M	0.5%	ADD 64%
50	MDPEDIATRIX MEDICAL GROUP INC	81,875	$5M	0.5%	NEW
51	VALEVALE S A	359,300	$5M	0.4%	NEW
52	CYRUSONE INC	187,500	$5M	0.4%	NEW
53	COFCAPITAL ONE FINL CORP	55,888	$5M	0.4%	TRIM −47%
54	BMYBRISTOL-MYERS SQUIBB CO	93,407	$5M	0.4%	NEW
55	LIBERTYMED VENTURES	60,000	$4M	0.4%	NEW
56	SBRASABRA HEALTH CARE REIT INC	148,575	$4M	0.4%	NEW
57	Weight Watchers Intl	211,492	$4M	0.4%	TRIM −45%
58	AMERICAN CAMPUS CMNTYS INC	111,500	$4M	0.4%	ADD 164%
59	WMWASTE MGMT INC DEL	93,702	$4M	0.4%	NEW
60	CHARTER COMMUNICATIONS INC D	26,104	$4M	0.4%	ADD 83%
61	MAINMAIN STR CAP CORP	125,333	$4M	0.4%	NEW
62	ALLALLSTATE CORP	69,700	$4M	0.4%	NEW
63	SUISUN CMNTYS INC	82,000	$4M	0.4%	NEW
64	APOLLO INVT CORP	474,215	$4M	0.4%	NEW
65	PSECPROSPECT CAP CORP	384,246	$4M	0.4%	NEW
66	FIFTH STREET FINANCE CORP	414,938	$4M	0.4%	NEW
67	ARCCARES CAPITAL CORP	227,015	$4M	0.4%	NEW
68	AMERICAN CAPITAL LTD.	264,638	$4M	0.4%	NEW
69	CAGCONAGRA BRANDS INC	135,146	$4M	0.4%	ADD 650%
70	POST PPTYS INC	75,000	$4M	0.4%	NEW
71	NRGNRG ENERGY INC	107,357	$4M	0.4%	ADD 191%
72	EMREMERSON ELEC CO	60,179	$4M	0.4%	ADD 23%
73	EMNEASTMAN CHEM CO	45,340	$4M	0.4%	ADD 223%
74	REYNOLDS AMERICAN INC	65,119	$4M	0.4%	NEW
75	COUSINS PPTYS INC	315,000	$4M	0.4%	NEW
76	LABORATORY CORP AMER HLDGS	38,031	$4M	0.4%	NEW
77	NEENEXTERA ENERGY INC	37,811	$4M	0.4%	TRIM −47%
78	WINTHROP REAL	250,900	$4M	0.4%	NEW
79	CIGNA CORPORATION	41,784	$4M	0.4%	NEW
80	FULFULLER H B CO	79,846	$4M	0.4%	ADD 9%
81	HORSEHEAD HLDG CORP	205,577	$4M	0.4%	HOLD
82	LEVEL 3 COMMUNICATIONS INC	84,774	$4M	0.4%	NEW
83	XL GROUP PLC	113,130	$4M	0.4%	NEW
84	DENTSPLY INTL INC NEW	76,791	$4M	0.3%	NEW
85	Washington Prime Group	192,071	$4M	0.3%	NEW
86	TRULIA INC	75,000	$4M	0.3%	NEW
87	VMCVULCAN MATLS CO	55,375	$4M	0.3%	TRIM −13%
88	SEBSEABOARD CORP DEL	1,151	$3M	0.3%	NEW
89	BKDBROOKDALE SR LIVING INC	102,900	$3M	0.3%	NEW
90	CARBO CERAMICS INC	22,201	$3M	0.3%	ADD 363%
91	PANWPALO ALTO NETWORKS INC	40,398	$3M	0.3%	NEW
92	ST JUDE MED INC	48,761	$3M	0.3%	NEW
93	MYLAN INC	64,972	$3M	0.3%	ADD 474%
94	KELLANOVA	50,869	$3M	0.3%	ADD 981%
95	DIRECTV	39,293	$3M	0.3%	NEW
96	SOLAZYME INC	280,481	$3M	0.3%	HOLD
97	XCAFXMORGAN STANLEY CHINA A SH FD	150,000	$3M	0.3%	ADD 81%
98	WRBBERKLEY W R CORP	71,022	$3M	0.3%	NEW
99	PLDPROLOGIS INC.	80,000	$3M	0.3%	NEW
100	ENERGEN CORP	36,783	$3M	0.3%	ADD 3%
101	BRXBRIXMOR PPTY GROUP INC	139,900	$3M	0.3%	NEW
102	PPLPPL CORP	90,341	$3M	0.3%	TRIM −38%
103	TSMTAIWAN SEMICONDUCTOR MFG LTD	149,706	$3M	0.3%	NEW
104	CMECME GROUP INC	45,000	$3M	0.3%	HOLD
105	VVISA INC	14,970	$3M	0.3%	TRIM −51%
106	CZR	171,852	$3M	0.3%	TRIM −47%
107	PENNSYLVANIA REAL ESTATE INV	165,000	$3M	0.3%	ADD 110%
108	DCT Industrial Trust Inc	375,000	$3M	0.3%	ADD 76%
109	WALTER INVT MGMT CORP COM	102,566	$3M	0.3%	NEW
110	BCOBRINKS CO	107,300	$3M	0.3%	NEW
111	MOSMOSAIC CO NEW	61,151	$3M	0.3%	ADD 24%
112	CONCHO RES INC	20,900	$3M	0.3%	TRIM −76%
113	MASIMASIMO CORP	127,800	$3M	0.3%	NEW
114	HOME PROPERTIES INC	46,500	$3M	0.3%	NEW
115	SPYSTATE STR SPDR S&P 500 ETF T	15,000	$3M	0.3%	NEW
116	ABEVAMBEV SA	415,000	$3M	0.3%	NEW
117	CUBECUBESMART	157,500	$3M	0.3%	NEW
118	TRI POINTE HOMES INC	182,338	$3M	0.3%	NEW
119	AEPAMERICAN ELEC PWR CO INC	51,189	$3M	0.3%	NEW
120	TIM PARTICIPACOES S A	97,100	$3M	0.3%	NEW
121	RFREGIONS FINANCIAL CORP NEW	259,704	$3M	0.3%	TRIM −71%
122	CREDIT SUISSE GROUP	96,500	$3M	0.3%	NEW
123	LIBERTY GLOBAL PLC	64,024	$3M	0.3%	NEW
124	SUSUNCOR ENERGY INC NEW	63,000	$3M	0.3%	NEW
125	PRUPRUDENTIAL FINL INC	29,822	$3M	0.3%	NEW
126	FLSFLOWSERVE CORP	35,590	$3M	0.3%	TRIM −35%
127	VCA INC	74,796	$3M	0.2%	NEW
128	SVB FINANCIAL GROUP	22,500	$3M	0.2%	NEW
129	PTENPATTERSON-UTI ENERGY INC	74,862	$3M	0.2%	TRIM −73%
130	LNWOLIGHT & WONDER INC	230,120	$3M	0.2%	ADD 360%
131	TRIQUINT SEMICONDUCTOR INC	158,065	$2M	0.2%	NEW
132	BONANZA CREEK ENERGY INC	43,584	$2M	0.2%	NEW
133	GLOBAL EAGLE ENTMT INC	200,001	$2M	0.2%	NEW
134	Northstar Realty Eur	141,993	$2M	0.2%	NEW
135	RADIOSHACK CORP	2,486,891	$2M	0.2%	NEW
136	DEODIAGEO PLC	19,340	$2M	0.2%	NEW
137	QUNAR CAYMAN IS LTD SPNS ADR CL B	85,000	$2M	0.2%	NEW
138	TW TELECOM INC COM	60,000	$2M	0.2%	NEW
139	SOUTHWESTERN ENERGY CO	53,161	$2M	0.2%	TRIM −3%
140	COLONY CAP INC	104,000	$2M	0.2%	NEW
141	HERTZ GLOBAL HLDG 51 WTS	86,000	$2M	0.2%	NEW
142	C&J ENERGY SVCS INC	70,648	$2M	0.2%	NEW
143	ATIALLEGHENY TECHNOLOGIES INC	52,754	$2M	0.2%	NEW
144	CNQCANADIAN NAT RES LTD	51,700	$2M	0.2%	TRIM −53%
145	HCAHCA HEALTHCARE INC	41,941	$2M	0.2%	TRIM −50%
146	PKXPOSCO HOLDINGS INC	31,366	$2M	0.2%	NEW
147	BMRNBIOMARIN PHARMACEUTICAL INC	37,400	$2M	0.2%	HOLD
148	NBRNABORS INDUSTRIES LTD	77,383	$2M	0.2%	ADD 261%
149	TABLEAU SOFTWARE INC	31,700	$2M	0.2%	NEW
150	BIDUBAIDU INC	11,900	$2M	0.2%	NEW
151	JBHTHUNT J B TRANS SVCS INC	30,000	$2M	0.2%	NEW
152	SIX FLAGS ENTMT CORP NEW	51,606	$2M	0.2%	NEW
153	PROTECTIVE LIFE CORP COM	31,636	$2M	0.2%	NEW
154	ACTIVISION BLIZZARD INC	95,500	$2M	0.2%	ADD 462%
155	SOVRAN SELF STORAGE INC	27,500	$2M	0.2%	NEW
156	SHIRE PLC	9,000	$2M	0.2%	NEW
157	SRESEMPRA	20,207	$2M	0.2%	TRIM −74%
158	GMGENERAL MTRS CO	57,700	$2M	0.2%	NEW
159	WEATHERFORD INTL LTD	90,000	$2M	0.2%	ADD 63%
160	YAMANA GOLD INC	250,000	$2M	0.2%	TRIM −8%
161	INTERXION HOLDING N.V	75,000	$2M	0.2%	NEW
162	XLFSELECT SECTOR SPDR TR	90,000	$2M	0.2%	NEW
163	ITWILLINOIS TOOL WKS INC	23,151	$2M	0.2%	NEW
164	HEALTHSOUTH CORP	56,000	$2M	0.2%	TRIM −37%
165	Vale Sa	168,700	$2M	0.2%	TRIM −52%
166	HBMHUDBAY MINERALS INC	213,192	$2M	0.2%	NEW
167	DGXQUEST DIAGNOSTICS INC	33,668	$2M	0.2%	TRIM −37%
168	U S SILICA HLDGS INC	35,557	$2M	0.2%	ADD 10%
169	WEBMD HEALTH CORP	40,157	$2M	0.2%	NEW
170	TIME INC NEW	80,000	$2M	0.2%	NEW
171	BASIC ENERGY SERVICES INC	66,070	$2M	0.2%	NEW
172	ABAXIS INC	43,500	$2M	0.2%	NEW
173	MCGRAW HILL FINL INC	23,200	$2M	0.2%	NEW
174	ROCKWOOD HLDGS INC	25,125	$2M	0.2%	ADD 471%
175	DCHAMERICAN AXLE & MFG HLDGS IN	100,000	$2M	0.2%	NEW
176	EXPEAGLE MATLS INC	20,000	$2M	0.2%	TRIM −7%
177	WADDELL & REED FINL INC	30,000	$2M	0.2%	NEW
178	NAVISTAR INTERNATIONAL	50,000	$2M	0.2%	NEW
179	WPX ENERGY INC	77,576	$2M	0.2%	NEW
180	Hubbell Inc Class B	15,000	$2M	0.2%	NEW
181	EXCEXELON CORP	50,597	$2M	0.2%	NEW
182	PNCPNC FINL SVCS GROUP INC	20,367	$2M	0.2%	TRIM −61%
183	MARKET VECTORS ETF TR JR GOLD MINERS E	42,743	$2M	0.2%	NEW
184	Vaneck Vectors Gold Miners ETF	66,020	$2M	0.2%	ADD 120%
185	MICROS SYS INC	25,641	$2M	0.2%	NEW
186	FANGDIAMONDBACK ENERGY INC	19,408	$2M	0.2%	TRIM −86%
187	MTDRMATADOR RES CO	58,247	$2M	0.2%	NEW
188	CXCEMEX SAB DE CV	126,000	$2M	0.2%	NEW
189	Opendoor Technologies, Inc.	16,000	$2M	0.2%	NEW
190	DOVDOVER CORP	18,123	$2M	0.2%	TRIM −72%
191	UALUNITED AIRLS HLDGS INC	40,000	$2M	0.2%	TRIM −2%
192	EWBCEAST WEST BANCORP INC	46,757	$2M	0.2%	NEW
193	CDNSCADENCE DESIGN SYSTEM INC	93,242	$2M	0.2%	ADD 174%
194	HAINHAIN CELESTIAL GROUP INC	18,203	$2M	0.2%	NEW
195	STTSTATE STR CORP	24,000	$2M	0.2%	TRIM −60%
196	LSTRLANDSTAR SYS INC	25,000	$2M	0.2%	TRIM −48%
197	NINISOURCE INC	40,425	$2M	0.2%	ADD 213%
198	WALGREEN CO	21,445	$2M	0.2%	NEW
199	CSGPCOSTAR GROUP INC	9,939	$2M	0.1%	NEW
200	OMNICARE	23,224	$2M	0.1%	TRIM −72%

showing the top 200 by weight

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