0000905148-13-000290.txt : 20130214 0000905148-13-000290.hdr.sgml : 20130214 20130214161229 ACCESSION NUMBER: 0000905148-13-000290 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130214 DATE AS OF CHANGE: 20130214 EFFECTIVENESS DATE: 20130214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlueCrest Capital Management LLP CENTRAL INDEX KEY: 0001363542 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11935 FILM NUMBER: 13613911 BUSINESS ADDRESS: STREET 1: BLUECREST HOUSE, GLATEGNY ESPLANADE CITY: ST. PETER PORT STATE: Y7 ZIP: GY1 1WR BUSINESS PHONE: 0044 207 664 1950 MAIL ADDRESS: STREET 1: BLUECREST HOUSE, GLATEGNY ESPLANADE CITY: ST. PETER PORT STATE: Y7 ZIP: GY1 1WR FORMER COMPANY: FORMER CONFORMED NAME: BlueCrest Capital Management LTD DATE OF NAME CHANGE: 20060519 13F-HR 1 efc13-153_fm13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2012 ----------------- Check here if Amendment [ ]: Amendment Number: ------------------ This Amendment (Check only one): | | is a restatement | | adds new holdings entries Institutional Investment Manager Filing this Report: Name: BLUECREST CAPITAL MANAGEMENT LLP Address: BlueCrest House, Glategny Esplanade St Peter Port Guernsey, GY1 1WR Form 13F File Number: 028-11935 --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Margot Marshall Title: Head of Compliance Phone: + 44 20 3180 3040 Signature, Place and Date of Signing: /s/ Margot Marshall London, UK February 14, 2013 ------------------------------- --------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) | | 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) | | 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ------------------- Form 13F Information Table Entry Total: 46 ------------------- Form 13F Information Table Value Total: $668,441 ------------------- (in thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. None
BLUECREST CAPITAL MANAGEMENT LLP FORM 13F INFORMATION TABLE Quarter Ended December 31, 2012 ----------------------------------------------------------------------------------------------------------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- AETNA INC NEW COM 00817Y108 1,064 22,975 SH OTHER 22,975 ALLERGAN INC COM 018490102 966 10,528 SH OTHER 10,528 AMERISOURCEBERGEN CORP COM 03073E105 1,066 24,685 SH OTHER 24,685 ANADARKO PETE CORP COM 032511107 22,293 300,000 SH CALL OTHER 300,000 APPLE INC COM 037833100 45,501 85,500 SH CALL OTHER 85,500 ASSURED GUARANTY LTD COM G0585R106 39,039 2,743,451 SH OTHER 2,743,451 BARCLAYS BK PLC IPATH S&P500 VIX 06740C188 38,172 1,200,000 SH PUT OTHER 1,200,000 CATERPILLAR INC DEL COM 149123101 17,922 200,000 SH PUT OTHER 200,000 CHEVRON CORP NEW COM 166764100 1,081 10,000 SH OTHER 10,000 CITIGROUP INC COM NEW 172967424 589 14,900 SH CALL OTHER 14,900 CME GROUP INC COM 12572Q105 1,521 30,000 SH OTHER 30,000 CUMMINS INC COM 231021106 1,183 10,919 SH OTHER 10,919 DELL INC COM 24702R101 9,126 900,000 SH CALL OTHER 900,000 DOVER CORP COM 260003108 1,130 17,193 SH OTHER 17,193 ENERNOC INC COM 292764107 311 26,447 SH OTHER 26,447 EXXON MOBIL CORP COM 30231G102 8,655 100,000 SH PUT OTHER 100,000 EXXON MOBIL CORP COM 30231G102 866 10,000 SH OTHER 10,000 FIRST SOLAR INC COM 336433107 3,086 100,000 SH CALL OTHER 100,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 10,260 300,000 SH CALL OTHER 300,000 ILLINOIS TOOL WKS INC COM 452308109 1,011 16,633 SH OTHER 16,633 IMPERIAL OIL LTD COM NEW 453038408 923 21,459 SH OTHER 21,459 ISHARES TR MSCI EMERG MKT 464287234 15,966 360,000 SH OTHER 360,000 ISHARES TR S&P GLB100INDX 464287572 17,027 266,220 SH OTHER 266,220 KOHLS CORP COM 500255104 12,894 300,000 SH CALL OTHER 300,000 LOUISIANA PAC CORP COM 546347105 6,762 350,000 SH PUT OTHER 350,000 LOUISIANA PAC CORP COM 546347105 6,758 349,800 SH OTHER 349,800 MARATHON OIL CORP COM 565849106 986 32,154 SH OTHER 32,154 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 2,988 150,915 SH OTHER 150,915 MASTERCARD INC CL A 57636Q104 1,018 2,072 SH OTHER 2,072 MATTEL INC COM 577081102 975 26,624 SH OTHER 26,624 MCKESSON CORP COM 58155Q103 1,059 10,924 SH OTHER 10,924 MONSANTO CO NEW COM 61166W101 1,032 10,900 SH OTHER 10,900 NEWMONT MINING CORP COM 651639106 18,576 400,000 SH CALL OTHER 400,000 NOBLE ENERGY INC COM 655044105 1,017 10,000 SH OTHER 10,000 PHILLIPS 66 COM 718546104 1,328 25,000 SH OTHER 25,000 PRECISION CASTPARTS CORP COM 740189105 1,130 5,965 SH OTHER 5,965 RANGE RES CORP COM 75281A109 6,283 100,000 SH OTHER 100,000 SAP AG SPON ADR 803054204 1,122 13,956 SH OTHER 13,956 SCHLUMBERGER LTD COM 806857108 970 14,000 SH OTHER 14,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 16,390 1,000,000 SH CALL OTHER 1,000,000 SOLAZYME INC COM 83415T101 2,205 280,481 SH OTHER 280,481 TJX COS INC NEW COM 872540109 965 22,740 SH OTHER 22,740 U S AIRWAYS GROUP INC COM 90341W108 337,500 25,000,000 SH CALL OTHER 25,000,000 U S G CORP COM NEW 903293405 5,614 200,000 SH CALL OTHER 200,000 WESTERN UN CO COM 959802109 747 54,854 SH OTHER 54,854 XEROX CORP COM 984121103 1,364 200,000 SH CALL OTHER 200,000