Bluecrest Capital Management

Bluecrest Capital Management as of March 31, 2012

Portfolio Holdings for Bluecrest Capital Management

Bluecrest Capital Management holds 82 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 14.7 $137M 229k 599.50
Microsoft Corporation (MSFT) 10.1 $95M 2.9M 32.25
Market Vectors Gold Miners ETF 8.6 $81M 1.6M 49.54
Financial Select Sector SPDR (XLF) 8.5 $79M 5.0M 15.80
SPDR Gold Trust (GLD) 7.9 $74M 455k 162.12
iShares Dow Jones US Real Estate (IYR) 7.0 $65M 1.1M 62.30
iShares S&P Global 100 Index (IOO) 3.5 $33M 512k 63.59
Cisco Systems (CSCO) 3.4 $32M 1.5M 21.15
Consumer Discretionary SPDR (XLY) 2.4 $23M 500k 45.09
Zimmer Holdings (ZBH) 2.4 $22M 345k 64.29
Mosaic (MOS) 2.4 $22M 400k 55.29
Financial Select Sector SPDR (XLF) 2.4 $22M 1.4M 15.79
Energy Select Sector SPDR (XLE) 2.3 $22M 300k 71.75
Health Care Reit Inc Cvt cv bnd 1.9 $18M 16M 1.12
Financial Select Sector SPDR (XLF) 1.7 $16M 1.0M 15.80
SPDR S&P Homebuilders (XHB) 1.6 $15M 719k 21.35
iShares Dow Jones US Real Estate (IYR) 1.6 $15M 241k 62.30
Alcoa 1.6 $15M 1.5M 10.02
eBay (EBAY) 1.5 $14M 375k 36.90
PowerShares DB Agriculture Fund 1.0 $9.0M 320k 28.10
Barclays Bk Plc ipth s^p vix 0.9 $8.4M 500k 16.78
Energy Select Sector SPDR (XLE) 0.9 $8.3M 116k 71.75
Assured Guaranty (AGO) 0.7 $6.4M 389k 16.52
Corning Incorporated (GLW) 0.6 $5.6M 400k 14.08
J.C. Penney Company 0.5 $5.1M 143k 35.43
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.5 $4.7M 103k 46.23
Baker Hughes Incorporated 0.5 $4.6M 110k 41.94
Louisiana-Pacific Corporation (LPX) 0.5 $4.6M 495k 9.35
Norfolk Southern (NSC) 0.5 $4.5M 68k 65.82
Hess (HES) 0.5 $4.4M 75k 58.95
iShares iBoxx $ High Yid Corp Bond (HYG) 0.5 $4.3M 47k 90.71
Wynn Resorts (WYNN) 0.4 $4.1M 33k 124.88
Solazyme 0.4 $4.1M 281k 14.63
Market Vectors Junior Gold Miners ETF 0.4 $3.7M 151k 24.55
Valero Energy Corporation (VLO) 0.4 $3.4M 131k 25.77
iShares MSCI Brazil Index (EWZ) 0.3 $3.2M 50k 64.65
Genworth Financial (GNW) 0.3 $2.8M 338k 8.32
Tiffany & Co. 0.3 $2.8M 41k 69.14
Volcano Corporation note 2.875% 9/0 0.3 $2.7M 2.3M 1.19
iShares MSCI Emerging Markets Indx (EEM) 0.3 $2.6M 60k 42.95
Old Republic Intl Corp note 0.3 $2.5M 2.5M 0.99
NVIDIA Corporation (NVDA) 0.2 $2.3M 150k 15.39
Halliburton Company (HAL) 0.2 $2.3M 69k 33.18
Research In Motion 0.2 $2.1M 141k 14.70
Cme (CME) 0.2 $1.7M 6.0k 289.33
D.R. Horton (DHI) 0.2 $1.8M 118k 15.17
Marathon Oil Corporation (MRO) 0.2 $1.8M 55k 31.70
General Mtrs Co jr pfd cnv srb 0.2 $1.8M 42k 41.84
National-Oilwell Var 0.2 $1.6M 20k 79.45
Beazer Homes USA 0.2 $1.5M 470k 3.25
Rockwell Automation (ROK) 0.2 $1.5M 19k 79.68
Goodyear Tire Rubr Pfd 5.875% p 0.2 $1.5M 35k 41.44
Via 0.1 $1.3M 28k 47.47
Time Warner 0.1 $1.1M 29k 37.76
Best Buy (BBY) 0.1 $969k 41k 23.69
Altera Corporation 0.1 $940k 24k 39.83
Stryker Corporation (SYK) 0.1 $813k 15k 55.51
Texas Instruments Incorporated (TXN) 0.1 $820k 24k 33.61
AES Corporation (AES) 0.1 $660k 51k 13.08
Bristol Myers Squibb (BMY) 0.1 $645k 19k 33.77
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $698k 40k 17.45
Cummins (CMI) 0.1 $432k 3.6k 120.00
Host Hotels & Resorts (HST) 0.1 $485k 30k 16.43
Honeywell International (HON) 0.1 $433k 7.1k 60.99
MetLife (MET) 0.1 $437k 12k 37.35
Tidewater 0.0 $363k 6.7k 54.05
General Cable Corporation 0.0 $375k 13k 29.07
A123 Sys Inc note 3.750% 4/1 0.0 $340k 1.0M 0.34
U.S. Bancorp (USB) 0.0 $295k 9.3k 31.72
Eli Lilly & Co. (LLY) 0.0 $310k 7.7k 40.26
Suno 0.0 $256k 6.7k 38.21
AngloGold Ashanti 0.0 $255k 6.9k 36.96
Linear Technology Corporation 0.0 $290k 8.6k 33.72
Hovnanian Enterprises 0.0 $245k 100k 2.45
Public Service Enterprise (PEG) 0.0 $248k 8.1k 30.62
Foster Wheeler Ltd Com Stk 0.0 $271k 12k 22.77
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $308k 5.0k 61.60
Ralph Lauren Corp (RL) 0.0 $244k 1.4k 174.29
Sony Corporation (SONY) 0.0 $206k 9.9k 20.80
International Paper Company (IP) 0.0 $200k 5.7k 35.09
Whirlpool Corporation (WHR) 0.0 $223k 2.9k 76.90
EnerNOC 0.0 $190k 26k 7.18