BlueCrest Capital Management LLP

Q2 2014 13F Holdings Report, Options Holdings

Signature - Title
Margot Marshall - Head of Compliance
Location
St. Peter Port, Guernsey
Options holdings as of
30 Jun 2014
Notional value
$1,447,691,000
Number of holdings
67
Filing time
14 Aug 2014, 20:30:13 UTC
Description
All US holdings of this investor are reported in this report.
Previous filing
Q1 2014 - 15 May 2014
Next filing
Q3 2014 - 23 Dec 2014
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2014 Q2 compared to 2014 Q1 by default. Changes are calculated vs the previous SEC filing.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Margot Marshall Head of Compliance London, United Kingdom 14 Aug 2014