Bluecrest Capital Management

Bluecrest Capital Management as of March 31, 2011

Portfolio Holdings for Bluecrest Capital Management

Bluecrest Capital Management holds 108 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Financial Select Sector SPDR (XLF) 48.2 $688M 42M 16.39
SPDR Gold Trust (GLD) 21.6 $308M 2.2M 139.86
Qualcomm (QCOM) 7.5 $106M 2.2M 49.49
Semiconductor HOLDRs 2.0 $28M 808k 34.59
iShares S&P Global 100 Index (IOO) 1.7 $24M 374k 65.35
Health Care Reit Inc Cvt cv bnd 1.2 $18M 16M 1.14
Nxp Semiconductors N V (NXPI) 1.2 $17M 570k 29.96
Microsoft Corporation (MSFT) 0.9 $13M 527k 25.38
NVIDIA Corporation (NVDA) 0.9 $13M 695k 18.46
iShares MSCI Emerging Markets Indx (EEM) 0.7 $10M 205k 48.67
Eastman Kodak Co note 7.000% 4/0 0.7 $9.9M 10M 0.97
United States Oil Fund 0.6 $9.1M 214k 42.60
Coach 0.6 $8.6M 165k 52.04
Goldman Sachs (GS) 0.6 $8.5M 53k 158.61
Nucor Corporation (NUE) 0.5 $7.5M 163k 46.03
Genworth Financial (GNW) 0.5 $7.1M 531k 13.46
eBay (EBAY) 0.5 $6.8M 220k 31.04
Paccar (PCAR) 0.5 $6.9M 132k 52.37
iShares Russell 2000 Index (IWM) 0.5 $6.7M 80k 84.18
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.4 $6.3M 115k 55.05
Comcast Corporation (CMCSA) 0.4 $5.4M 219k 24.74
Morgan Stanley (MS) 0.4 $5.4M 197k 27.33
General Mtrs Co jr pfd cnv srb 0.4 $5.1M 106k 48.20
Citi 0.3 $5.0M 1.1M 4.42
D.R. Horton (DHI) 0.3 $5.0M 431k 11.65
Spdr S&p 500 Etf (SPY) 0.3 $4.3M 33k 132.58
Louisiana-Pacific Corporation (LPX) 0.3 $4.3M 405k 10.50
Dendreon Corp note 0.3 $4.2M 4.0M 1.06
Bank of America Corporation (BAC) 0.3 $4.0M 300k 13.33
U.S. Bancorp (USB) 0.2 $3.4M 129k 26.43
Eastman Kodak Company 0.2 $3.4M 1.1M 3.23
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $2.9M 60k 47.93
Volcano Corporation note 2.875% 9/0 0.2 $2.5M 2.3M 1.13
Old Republic Intl Corp note 0.2 $2.5M 2.5M 1.01
Time Warner 0.2 $2.4M 68k 35.70
AngloGold Ashanti 0.2 $2.2M 47k 47.93
Rite Aid Corporation 0.1 $2.1M 2.0M 1.06
Walt Disney Company (DIS) 0.1 $2.0M 48k 43.10
Cme (CME) 0.1 $1.8M 6.0k 301.50
Aetna 0.1 $1.8M 49k 37.43
CB Richard Ellis 0.1 $1.9M 71k 26.69
Prudential Financial (PRU) 0.1 $1.9M 30k 61.59
Ameriprise Financial (AMP) 0.1 $1.7M 27k 61.07
Baxter International (BAX) 0.1 $1.7M 31k 53.78
Halliburton Company (HAL) 0.1 $1.7M 33k 49.85
Xilinx 0.1 $1.6M 48k 32.81
Eli Lilly & Co. (LLY) 0.1 $1.5M 42k 35.17
IntercontinentalEx.. 0.1 $1.5M 12k 123.52
Stryker Corporation (SYK) 0.1 $1.3M 21k 60.78
State Street Corporation (STT) 0.1 $1.1M 24k 44.93
Paychex (PAYX) 0.1 $1.1M 36k 31.39
Walgreen Company 0.1 $1.1M 28k 40.16
FedEx Corporation (FDX) 0.1 $1.0M 11k 93.56
Host Hotels & Resorts (HST) 0.1 $1.0M 59k 17.62
Lockheed Martin Corporation (LMT) 0.1 $977k 12k 80.40
Apple (AAPL) 0.1 $1.0M 3.0k 348.67
Agilent Technologies Inc C ommon (A) 0.1 $1.0M 23k 44.76
Gilead Sciences (GILD) 0.1 $1.0M 24k 42.48
Ciena Corporation (CIEN) 0.1 $1.0M 39k 25.93
Cenovus Energy (CVE) 0.1 $810k 21k 39.36
American Electric Power Company (AEP) 0.1 $918k 26k 35.13
Dell 0.1 $844k 58k 14.50
Monsanto Company 0.1 $768k 11k 72.21
Abbott Laboratories (ABT) 0.1 $781k 16k 49.08
Johnson & Johnson (JNJ) 0.1 $706k 12k 59.28
J.C. Penney Company 0.1 $742k 21k 35.91
Kimberly-Clark Corporation (KMB) 0.1 $707k 11k 65.28
Travelers Companies (TRV) 0.1 $740k 12k 59.44
AFLAC Incorporated (AFL) 0.1 $649k 12k 52.81
Intel Corporation (INTC) 0.1 $666k 33k 20.19
Tidewater 0.1 $773k 13k 59.86
Eastman Chemical Company (EMN) 0.1 $770k 7.8k 99.28
Allstate Corporation (ALL) 0.1 $716k 23k 31.77
Amgen (AMGN) 0.1 $681k 13k 53.42
WellPoint 0.1 $753k 11k 69.83
Ca 0.1 $696k 29k 24.16
General Dynamics Corporation (GD) 0.1 $684k 9.1k 75.56
Dover Corporation (DOV) 0.1 $756k 12k 65.74
Oracle Corporation (ORCL) 0.1 $731k 22k 33.41
National Semiconductor Corporation 0.1 $697k 49k 14.33
Oshkosh Corporation (OSK) 0.1 $685k 19k 35.37
Massey Energy Company 0.1 $684k 10k 68.40
American International (AIG) 0.1 $741k 21k 35.12
Loews Corporation (L) 0.0 $614k 14k 43.07
Bank of New York Mellon Corporation (BK) 0.0 $605k 20k 29.88
Eastman Kodak Company 0.0 $603k 182k 3.32
Cisco Systems (CSCO) 0.0 $642k 37k 17.15
Nextera Energy (NEE) 0.0 $628k 11k 55.09
Texas Instruments Incorporated (TXN) 0.0 $574k 17k 34.56
Omni (OMC) 0.0 $593k 12k 49.08
Public Service Enterprise (PEG) 0.0 $628k 20k 31.53
EnerNOC 0.0 $505k 26k 19.09
Clearwire Corporation 0.0 $613k 110k 5.59
Constellation Energy 0.0 $471k 15k 31.14
Adobe Systems Incorporated (ADBE) 0.0 $497k 15k 33.13
Best Buy (BBY) 0.0 $363k 13k 28.73
E.I. du Pont de Nemours & Company 0.0 $470k 8.5k 54.98
BB&T Corporation 0.0 $378k 14k 27.43
CIGNA Corporation 0.0 $392k 8.9k 44.28
Hess (HES) 0.0 $413k 4.8k 85.30
Linear Technology Corporation 0.0 $363k 11k 33.61
Southern Company (SO) 0.0 $479k 13k 38.10
Altera Corporation 0.0 $409k 9.3k 43.98
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $445k 5.0k 89.00
Kohl's Corporation (KSS) 0.0 $276k 5.2k 53.09
Tiffany & Co. 0.0 $342k 5.6k 61.52
Sprint Nextel Corporation 0.0 $325k 70k 4.64
TJX Companies (TJX) 0.0 $217k 4.4k 49.68