Bluecrest Capital Management

BlueCrest Capital Management as of Dec. 31, 2013

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 318 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 14.3 $167M 905k 184.69
iShares FTSE/Xinhua China 25 Index (FXI) 5.4 $63M 1.7M 38.37
Micron Technology Inc bond 4.1 $48M 22M 2.23
Microchip Technology Inc sdcv 2.125%12/1 3.6 $42M 25M 1.70
Radian (RDN) 2.2 $26M 1.8M 14.12
Enersys note 3.375% 6/0 1.9 $22M 12M 1.82
Caci Intl Inc note 2.125% 5/0 1.5 $17M 13M 1.31
Micron Technology (MU) 1.4 $17M 779k 21.75
J.C. Penney Company 1.3 $16M 1.7M 9.15
Goldcorp Inc New note 2.000% 8/0 1.3 $15M 15M 1.01
Exelixis Inc cnv 1.2 $15M 12M 1.20
Enpro Industries Inc note 1.1 $13M 7.7M 1.74
Archer Daniels Midland Co note 0.875% 2/1 1.1 $13M 10M 1.33
Market Vectors Gold Miners ETF 1.1 $13M 625k 21.13
Yrc Worldwide Inc Com par $.01 1.1 $13M 750k 17.37
Omnicare Inc bond 1.1 $12M 12M 1.08
Teleflex Inc note 3.875% 8/0 1.0 $12M 7.2M 1.66
Powershares Etf Trust dyna buybk ach 1.0 $11M 264k 43.08
Facebook Inc cl a (META) 0.9 $11M 200k 54.65
Medtronic 0.9 $11M 187k 57.39
Caesars Entertainment 0.9 $11M 500k 21.54
International Business Machines (IBM) 0.8 $9.4M 50k 187.58
Novellus Systems, Inc. note 2.625% 5/1 0.8 $9.2M 5.7M 1.62
Ipath S&p 500 Vix S/t Fu Etn 0.8 $9.0M 213k 42.55
L-3 Communications Corp debt 3.000% 8/0 0.8 $8.9M 7.5M 1.18
American Rlty Cap Pptys Inc note 3.000% 8/0 0.7 $8.6M 17M 0.52
Life Technologies 0.7 $8.5M 112k 75.80
Procter & Gamble Company (PG) 0.7 $8.1M 100k 81.41
Family Dollar Stores 0.7 $7.7M 119k 64.97
Ctrip.com International 0.6 $7.4M 150k 49.62
Yrc Worldwide 10% 3/31/15 pfd cv 0.6 $7.3M 12M 0.61
EOG Resources (EOG) 0.6 $7.3M 43k 167.85
Cadence Design Sys Cvt 2.625 6 convert 0.6 $7.2M 4.0M 1.80
Technology SPDR (XLK) 0.6 $7.1M 200k 35.74
Barrick Gold Corp (GOLD) 0.6 $7.1M 400k 17.63
iShares MSCI Emerging Markets Indx (EEM) 0.6 $6.7M 160k 41.79
Cabot Oil & Gas Corporation (CTRA) 0.6 $6.5M 167k 38.76
Cameco Corporation (CCJ) 0.5 $6.2M 300k 20.77
Vanguard Emerging Markets ETF (VWO) 0.5 $6.2M 150k 41.14
Covanta Holding Conv conv bnd 0.5 $6.0M 5.0M 1.19
SPDR Gold Trust (GLD) 0.5 $5.8M 50k 116.12
Cimarex Energy 0.5 $5.5M 52k 104.90
Citigroup (C) 0.5 $5.5M 106k 52.11
Noble Energy 0.4 $5.2M 76k 68.11
United Technologies Corporation 0.4 $5.0M 44k 113.81
Newmont Mining Corp note 1.250% 7/1 0.4 $5.1M 5.0M 1.01
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.4 $5.0M 2.0M 2.50
Carrizo Oil & Gas 0.4 $4.8M 108k 44.77
Halliburton Company (HAL) 0.4 $4.7M 93k 50.75
Whiting Petroleum Corporation 0.4 $4.6M 75k 61.87
Oasis Petroleum 0.4 $4.6M 98k 46.97
Foot Locker (FL) 0.4 $4.4M 107k 41.44
Dril-Quip (DRQ) 0.4 $4.4M 40k 109.92
Ascent Cap Group Inc note 4.000% 7/1 0.4 $4.4M 4.0M 1.10
Wellpoint Inc Note cb 0.4 $4.5M 3.3M 1.36
Patterson-UTI Energy (PTEN) 0.4 $4.3M 170k 25.32
Oneok (OKE) 0.4 $4.3M 79k 54.44
Financial Select Sector SPDR (XLF) 0.4 $4.4M 200k 21.86
Alpha Natural Resources Inc note 4.875%12/1 0.4 $4.3M 4.0M 1.08
Omnicom Group Inc debt 0.4 $4.3M 3.3M 1.31
General Motors Company (GM) 0.3 $4.1M 101k 40.87
WisdomTree Japan Total Dividend (DXJ) 0.3 $4.1M 81k 50.83
Popular (BPOP) 0.3 $4.1M 143k 28.73
Via 0.3 $3.8M 44k 87.33
Occidental Petroleum Corporation (OXY) 0.3 $3.8M 40k 95.11
Swift Transportation Company 0.3 $3.8M 173k 22.21
Exterran Holdings 0.3 $3.7M 110k 34.20
American Airls (AAL) 0.3 $3.8M 150k 25.25
Rait Financial Trust note 4.000%10/0 0.3 $3.8M 3.8M 1.00
Walt Disney Company (DIS) 0.3 $3.6M 47k 76.39
CBS Corporation 0.3 $3.6M 56k 63.74
Hess (HES) 0.3 $3.6M 43k 82.99
Time Warner Cable 0.3 $3.5M 26k 135.51
Cme (CME) 0.3 $3.5M 45k 78.47
M&T Bank Corporation (MTB) 0.3 $3.5M 30k 116.43
Groupon 0.3 $3.5M 300k 11.77
Yahoo! 0.3 $3.4M 84k 40.44
Pan American Silver Corp Can (PAAS) 0.3 $3.4M 294k 11.70
SPDR S&P Oil & Gas Explore & Prod. 0.3 $3.4M 50k 68.54
Linear Technology Corp note 3.000% 5/0 0.3 $3.3M 3.0M 1.09
International Game Technology 0.3 $3.3M 180k 18.16
Chesapeake Energy Corp note 2.750%11/1 0.3 $3.2M 3.0M 1.06
Crocs (CROX) 0.3 $3.2M 200k 15.92
KBR (KBR) 0.3 $3.2M 100k 31.89
Las Vegas Sands (LVS) 0.3 $3.2M 40k 78.88
Weyerhaeuser Company (WY) 0.3 $3.2M 100k 31.57
D.R. Horton (DHI) 0.3 $3.2M 143k 22.32
Rti Intl Metals Inc note 1.625%10/1 0.3 $3.1M 2.9M 1.08
3M Company (MMM) 0.3 $3.1M 22k 140.27
Kodiak Oil & Gas 0.3 $3.1M 272k 11.21
Solazyme 0.3 $3.1M 281k 10.89
Gain Cap Hldgs Inc note 4.125%12/0 0.3 $3.1M 1.5M 2.04
Hasbro (HAS) 0.2 $3.0M 54k 55.02
Vitamin Shoppe 0.2 $2.9M 57k 52.00
Ambac Finl (AMBC) 0.2 $2.9M 120k 24.56
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.2 $3.0M 120k 24.66
Coca-Cola Company (KO) 0.2 $2.8M 69k 41.31
Hubbell Incorporated 0.2 $2.8M 26k 108.89
Hewlett-Packard Company 0.2 $2.8M 100k 27.98
EMC Corporation 0.2 $2.8M 113k 25.15
Amazon (AMZN) 0.2 $2.7M 6.7k 398.81
CONSOL Energy 0.2 $2.7M 72k 38.04
Psec Us conv 0.2 $2.7M 2.5M 1.07
DaVita (DVA) 0.2 $2.5M 40k 63.37
Google 0.2 $2.6M 2.3k 1120.53
Starwood Hotels & Resorts Worldwide 0.2 $2.6M 33k 79.46
Cemex Sab De Cv conv bnd 0.2 $2.6M 1.0M 2.59
Home Depot (HD) 0.2 $2.5M 30k 82.34
Health Management Associates 0.2 $2.5M 191k 13.10
Lowe's Companies (LOW) 0.2 $2.5M 50k 49.56
iShares Dow Jones US Home Const. (ITB) 0.2 $2.5M 100k 24.82
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.2 $2.4M 40k 60.30
Gnc Holdings Inc Cl A 0.2 $2.5M 43k 58.44
Visa (V) 0.2 $2.3M 10k 222.69
MetLife (MET) 0.2 $2.4M 44k 53.91
Directv 0.2 $2.4M 34k 69.06
LSI Corporation 0.2 $2.3M 205k 11.04
Pdc Energy 0.2 $2.2M 41k 53.21
Carter's (CRI) 0.2 $2.1M 30k 71.75
Harley-Davidson (HOG) 0.2 $2.2M 31k 69.24
Alon USA Energy 0.2 $2.1M 126k 16.54
Magicjack Vocaltec 0.2 $2.1M 178k 11.91
Allison Transmission Hldngs I (ALSN) 0.2 $2.1M 75k 27.61
Starbucks Corporation (SBUX) 0.2 $2.0M 26k 78.39
Tesoro Corporation 0.2 $2.0M 34k 58.49
Bonanza Creek Energy 0.2 $2.0M 45k 43.46
Whitewave Foods 0.2 $2.0M 85k 22.94
Blackstone Mtg Tr Inc Note cb 0.2 $2.0M 2.0M 1.02
Resource Cap Corp Note 6.000%12/0 note 0.2 $2.0M 2.0M 1.01
Packaging Corporation of America (PKG) 0.2 $1.9M 30k 63.27
Continental Resources 0.2 $1.9M 17k 112.53
Whirlpool Corporation (WHR) 0.2 $1.9M 12k 156.87
Freeport-McMoRan Copper & Gold (FCX) 0.2 $1.9M 50k 37.73
Penn Virginia Corporation 0.2 $1.9M 200k 9.43
American Capital Agency 0.2 $1.9M 100k 19.29
Mosaic (MOS) 0.2 $1.8M 39k 47.26
Ishares Trust Msci China msci china idx (MCHI) 0.2 $1.9M 40k 48.22
Beam 0.2 $1.9M 28k 68.07
Affiliated Managers (AMG) 0.1 $1.7M 7.9k 216.84
Dominion Resources (D) 0.1 $1.8M 27k 64.69
Methanex Corp (MEOH) 0.1 $1.8M 30k 59.23
Cubist Pharmaceuticals 0.1 $1.7M 25k 68.88
Silver Standard Res 0.1 $1.8M 252k 6.96
Stanley Black & Decker (SWK) 0.1 $1.6M 20k 80.70
Masco Corporation (MAS) 0.1 $1.7M 74k 22.77
Danaher Corporation (DHR) 0.1 $1.6M 21k 77.18
Sempra Energy (SRE) 0.1 $1.7M 19k 89.73
DTE Energy Company (DTE) 0.1 $1.6M 24k 66.39
Liberty Media 0.1 $1.7M 12k 146.29
Accuray Inc note 3.500% 2/0 0.1 $1.6M 1.0M 1.62
NiSource (NI) 0.1 $1.5M 46k 32.87
Louisiana-Pacific Corporation (LPX) 0.1 $1.5M 83k 18.51
Rock-Tenn Company 0.1 $1.5M 14k 105.00
Wabtec Corporation (WAB) 0.1 $1.5M 20k 74.28
Cameron International Corporation 0.1 $1.5M 25k 59.53
GulfMark Offshore 0.1 $1.5M 31k 47.13
Diamondback Energy (FANG) 0.1 $1.5M 29k 52.89
Cullen/Frost Bankers (CFR) 0.1 $1.4M 19k 74.41
Capital One Financial (COF) 0.1 $1.4M 19k 76.61
Essex Property Trust (ESS) 0.1 $1.4M 10k 143.50
Dresser-Rand 0.1 $1.4M 23k 59.61
EQT Corporation (EQT) 0.1 $1.4M 15k 89.80
Dfc Global 0.1 $1.4M 120k 11.45
Libertyinteractivecorp lbtventcoma 0.1 $1.4M 12k 122.63
Intercontinental Exchange (ICE) 0.1 $1.4M 6.4k 224.90
Union Pacific Corporation (UNP) 0.1 $1.3M 7.7k 168.05
Cabela's Incorporated 0.1 $1.3M 20k 66.65
Valero Energy Corporation (VLO) 0.1 $1.3M 26k 50.38
PPL Corporation (PPL) 0.1 $1.3M 43k 30.09
Take-Two Interactive Software (TTWO) 0.1 $1.3M 75k 17.37
Northern Oil & Gas 0.1 $1.3M 85k 15.07
Rockwell Automation (ROK) 0.1 $1.3M 11k 118.11
Albemarle Corporation (ALB) 0.1 $1.3M 21k 63.38
Hyatt Hotels Corporation (H) 0.1 $1.3M 26k 49.46
Targa Res Corp (TRGP) 0.1 $1.3M 15k 88.19
Microsoft Corporation (MSFT) 0.1 $1.1M 30k 37.40
Western Union Company (WU) 0.1 $1.2M 71k 17.24
Fluor Corporation (FLR) 0.1 $1.2M 15k 80.28
Vail Resorts (MTN) 0.1 $1.2M 16k 75.24
Triumph (TGI) 0.1 $1.1M 15k 76.05
BioMarin Pharmaceutical (BMRN) 0.1 $1.1M 16k 70.32
Honeywell International (HON) 0.1 $1.0M 11k 91.36
Nextera Energy (NEE) 0.1 $1.1M 13k 85.63
Canadian Pacific Railway 0.1 $1.1M 7.0k 151.29
Strayer Education 0.1 $1.0M 30k 34.47
Wyndham Worldwide Corporation 0.1 $1.1M 15k 73.67
Banco Santander-Chile (BSAC) 0.1 $1.1M 45k 23.58
Oceaneering International (OII) 0.1 $1.1M 14k 78.86
Energen Corporation 0.1 $1.1M 15k 70.78
Hercules Offshore 0.1 $995k 153k 6.52
F5 Networks (FFIV) 0.1 $1.1M 12k 90.89
Prospect Capital Corporati mtnf 5.375% 0.1 $1.1M 1.0M 1.06
PPG Industries (PPG) 0.1 $948k 5.0k 189.60
Janus Capital 0.1 $928k 75k 12.37
priceline.com Incorporated 0.1 $973k 837.00 1162.49
Broadcom Corporation 0.1 $898k 30k 29.64
Eaton Vance 0.1 $954k 22k 42.78
CF Industries Holdings (CF) 0.1 $881k 3.8k 233.13
DreamWorks Animation SKG 0.1 $971k 27k 35.49
Genesee & Wyoming 0.1 $977k 10k 96.07
United States Steel Corporation (X) 0.1 $891k 30k 29.50
Chemtura Corporation 0.1 $990k 35k 27.93
Lan Airlines Sa- (LTMAY) 0.1 $881k 54k 16.31
Axiall 0.1 $968k 20k 47.45
Fairway Group Holdings 0.1 $893k 49k 18.17
Portland General Electric Company (POR) 0.1 $855k 28k 30.21
Broadridge Financial Solutions (BR) 0.1 $798k 20k 39.50
Expeditors International of Washington (EXPD) 0.1 $859k 19k 44.27
Pulte (PHM) 0.1 $770k 38k 20.37
Brown & Brown (BRO) 0.1 $813k 26k 31.39
Franklin Resources (BEN) 0.1 $866k 15k 57.73
Apple (AAPL) 0.1 $838k 1.5k 560.91
Regal Entertainment 0.1 $833k 43k 19.46
Eagle Materials (EXP) 0.1 $807k 10k 77.41
Aptar (ATR) 0.1 $813k 12k 67.81
Lam Research Corporation (LRCX) 0.1 $784k 14k 54.44
Rex Energy Corporation 0.1 $799k 41k 19.72
Douglas Emmett (DEI) 0.1 $815k 35k 23.29
Riverbed Technology 0.1 $855k 47k 18.08
Teradyne (TER) 0.1 $787k 45k 17.63
Morgan Stanley China A Share Fund (CAF) 0.1 $857k 36k 23.81
Enerplus Corp (ERF) 0.1 $854k 47k 18.17
Zynga 0.1 $766k 202k 3.80
DST Systems 0.1 $726k 8.0k 90.75
Sherwin-Williams Company (SHW) 0.1 $657k 3.6k 183.47
Jack in the Box (JACK) 0.1 $657k 13k 50.06
DISH Network 0.1 $656k 11k 57.90
Knight Transportation 0.1 $736k 40k 18.35
Discovery Communications 0.1 $750k 8.3k 90.36
TRW Automotive Holdings 0.1 $751k 10k 74.36
Estee Lauder Companies (EL) 0.1 $646k 8.6k 75.34
ArcelorMittal 0.1 $714k 40k 17.85
Ez (EZPW) 0.1 $700k 60k 11.68
Jarden Corporation 0.1 $710k 12k 61.38
Duke Realty Corporation 0.1 $714k 48k 15.03
PacWest Ban 0.1 $650k 15k 42.21
Allegheny Technologies Incorporated (ATI) 0.1 $683k 19k 35.63
Hollywood Media Corporation (HOLL) 0.1 $740k 528k 1.40
Monster Beverage 0.1 $745k 11k 67.73
Mondelez Int (MDLZ) 0.1 $730k 21k 35.29
Wright Express (WEX) 0.1 $743k 7.5k 99.07
Newell Rubbermaid (NWL) 0.1 $579k 18k 32.41
Williams Companies (WMB) 0.1 $579k 15k 38.60
Black Hills Corporation (BKH) 0.1 $578k 11k 52.55
Hecla Mining Company (HL) 0.1 $616k 200k 3.08
Raymond James Financial (RJF) 0.1 $560k 11k 52.17
West Pharmaceutical Services (WST) 0.1 $589k 12k 49.08
Lions Gate Entertainment 0.1 $605k 19k 31.68
SolarWinds 0.1 $567k 15k 37.80
Spansion 0.1 $560k 40k 13.90
Moly 0.1 $597k 106k 5.62
Pacira Pharmaceuticals (PCRX) 0.1 $575k 10k 57.50
Marathon Petroleum Corp (MPC) 0.1 $596k 6.5k 91.69
Interface (TILE) 0.1 $584k 27k 21.95
People's United Financial 0.0 $479k 32k 15.11
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.0 $511k 4.2k 121.67
Western Digital (WDC) 0.0 $522k 6.2k 83.83
Xilinx 0.0 $424k 9.2k 45.96
MDU Resources (MDU) 0.0 $446k 15k 30.55
Cadence Design Systems (CDNS) 0.0 $481k 34k 14.02
Energizer Holdings 0.0 $498k 4.6k 108.26
Symantec Corporation 0.0 $472k 20k 23.60
TJX Companies (TJX) 0.0 $524k 8.2k 63.67
Helix Energy Solutions (HLX) 0.0 $492k 21k 23.19
Werner Enterprises (WERN) 0.0 $504k 20k 24.71
H.B. Fuller Company (FUL) 0.0 $416k 8.0k 52.00
TransDigm Group Incorporated (TDG) 0.0 $419k 2.6k 161.15
EnerNOC 0.0 $455k 26k 17.20
Claymore/AlphaShares China Small Cap ETF 0.0 $480k 18k 26.67
Qlik Technologies 0.0 $463k 17k 26.61
Fresh Market 0.0 $441k 11k 40.54
Responsys 0.0 $473k 17k 27.44
Pandora Media 0.0 $444k 17k 26.59
Fortune Brands (FBIN) 0.0 $517k 11k 45.72
Springleaf Holdings 0.0 $437k 17k 25.26
Owens Corning (OC) 0.0 $300k 7.4k 40.70
JPMorgan Chase & Co. (JPM) 0.0 $323k 5.5k 58.56
Kohl's Corporation (KSS) 0.0 $317k 5.6k 56.81
MeadWestva 0.0 $403k 11k 36.97
Microchip Technology (MCHP) 0.0 $398k 8.9k 44.73
Eastman Chemical Company (EMN) 0.0 $387k 4.8k 80.62
Yum! Brands (YUM) 0.0 $393k 5.2k 75.58
Arrow Electronics (ARW) 0.0 $388k 7.1k 54.32
Maxim Integrated Products 0.0 $295k 11k 27.88
Philip Morris International (PM) 0.0 $357k 4.1k 87.07
Westar Energy 0.0 $328k 10k 32.16
Amphenol Corporation (APH) 0.0 $321k 3.6k 89.17
ON Semiconductor (ON) 0.0 $315k 38k 8.23
Pennsylvania R.E.I.T. 0.0 $389k 21k 18.98
Altera Corporation 0.0 $381k 12k 32.54
Cirrus Logic (CRUS) 0.0 $306k 15k 20.40
Cooper Tire & Rubber Company 0.0 $365k 15k 24.01
Walter Investment Management 0.0 $368k 10k 35.38
Brookfield Ppty Corp Cad 0.0 $329k 17k 19.25
Northstar Realty Finance 0.0 $377k 28k 13.46
Dollar General (DG) 0.0 $308k 5.1k 60.40
Pbf Energy Inc cl a (PBF) 0.0 $330k 11k 31.43
Metropcs Communications (TMUS) 0.0 $404k 12k 33.67
Marin Software 0.0 $384k 38k 10.24
NRG Energy (NRG) 0.0 $218k 7.6k 28.68
CMS Energy Corporation (CMS) 0.0 $286k 11k 26.73
Dick's Sporting Goods (DKS) 0.0 $266k 4.6k 58.05
Automatic Data Processing (ADP) 0.0 $266k 3.3k 80.70
Nu Skin Enterprises (NUS) 0.0 $263k 1.9k 138.42
Timken Company (TKR) 0.0 $259k 4.7k 55.11
Verizon Communications (VZ) 0.0 $265k 5.4k 49.07
Mohawk Industries (MHK) 0.0 $239k 1.6k 149.00
UnitedHealth (UNH) 0.0 $248k 3.3k 75.15
Pioneer Natural Resources (PXD) 0.0 $268k 1.5k 184.07
Calpine Corporation 0.0 $263k 14k 19.48
Horsehead Holding 0.0 $254k 16k 16.19
National Instruments 0.0 $240k 7.5k 32.03
First Republic Bank/san F (FRCB) 0.0 $267k 5.1k 52.34
Ralph Lauren Corp (RL) 0.0 $265k 1.5k 176.67
Fireeye 0.0 $266k 6.1k 43.61
Sfx Entmt 0.0 $244k 20k 12.02
Kopin Corporation (KOPN) 0.0 $106k 25k 4.24
Triangle Petroleum Corporation 0.0 $111k 13k 8.35