Bluecrest Capital Management

Bluecrest Capital Management as of June 30, 2011

Portfolio Holdings for Bluecrest Capital Management

Bluecrest Capital Management holds 86 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Financial Select Sector SPDR (XLF) 32.1 $307M 20M 15.35
Qualcomm (QCOM) 7.9 $76M 1.3M 56.79
iShares Silver Trust (SLV) 7.6 $73M 2.1M 33.84
Market Vectors Gold Miners ETF 6.8 $66M 1.2M 54.50
SPDR Gold Trust (GLD) 5.2 $49M 338k 146.00
Cameco Corporation (CCJ) 3.3 $32M 1.2M 26.35
United States Oil Fund 3.1 $30M 800k 37.24
Energy Select Sector SPDR (XLE) 2.8 $26M 350k 75.35
iShares S&P Global 100 Index (IOO) 2.4 $23M 355k 65.01
American International (AIG) 2.2 $21M 721k 29.32
Technology SPDR (XLK) 2.1 $21M 800k 25.70
Global X Silver Miners 2.0 $19M 820k 23.68
Health Care Reit Inc Cvt cv bnd 1.9 $18M 16M 1.15
Cisco Systems (CSCO) 1.8 $17M 1.1M 15.61
Google 1.6 $15M 30k 506.37
Nxp Semiconductors N V (NXPI) 1.3 $13M 474k 26.73
Dell 0.9 $8.3M 500k 16.67
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.7 $6.8M 135k 50.37
Aetna 0.7 $6.4M 145k 44.10
Solazyme 0.7 $6.4M 281k 22.97
Morgan Stanley (MS) 0.6 $6.0M 260k 23.01
Louisiana-Pacific Corporation (LPX) 0.6 $5.6M 683k 8.14
Comcast Corporation (CMCSA) 0.5 $5.1M 200k 25.34
Nucor Corporation (NUE) 0.5 $5.0M 122k 41.22
NVIDIA Corporation (NVDA) 0.5 $4.9M 307k 15.94
Dendreon Corp note 0.5 $4.5M 4.0M 1.12
Baker Hughes Incorporated 0.5 $4.5M 61k 72.56
Yahoo! 0.4 $4.2M 278k 15.04
Consumer Discretionary SPDR (XLY) 0.4 $4.2M 105k 40.21
Bank of New York Mellon Corporation (BK) 0.3 $3.2M 127k 25.62
Altera Corporation 0.3 $3.1M 67k 46.35
Bristol Myers Squibb (BMY) 0.3 $3.1M 106k 28.96
eBay (EBAY) 0.3 $3.0M 92k 32.27
Volcano Corporation note 2.875% 9/0 0.3 $2.9M 2.3M 1.30
Monsanto Company 0.3 $2.9M 40k 72.55
Eastman Kodak Co note 7.000% 4/0 0.3 $2.7M 2.8M 0.96
General Mtrs Co jr pfd cnv srb 0.3 $2.7M 56k 48.74
Nautilus (BFXXQ) 0.3 $2.6M 1.3M 2.00
Old Republic Intl Corp note 0.3 $2.5M 2.5M 1.00
Walt Disney Company (DIS) 0.2 $2.3M 58k 39.04
Cooper Industries 0.2 $2.3M 38k 59.67
Masco Corporation (MAS) 0.2 $2.3M 188k 12.03
Goodyear Tire Rubr Pfd 5.875% p 0.2 $2.2M 40k 55.62
Verisign (VRSN) 0.2 $2.1M 63k 33.46
Best Buy (BBY) 0.2 $2.0M 63k 31.41
Valero Energy Corporation (VLO) 0.2 $1.9M 75k 25.57
iStar Financial 0.2 $1.8M 225k 8.11
Ameriprise Financial (AMP) 0.2 $1.8M 32k 57.69
TJX Companies (TJX) 0.2 $1.8M 34k 52.54
Semiconductor HOLDRs 0.2 $1.8M 53k 34.08
Cme (CME) 0.2 $1.8M 6.0k 291.67
Genworth Financial (GNW) 0.2 $1.7M 169k 10.28
Stryker Corporation (SYK) 0.2 $1.7M 30k 58.68
Kohl's Corporation (KSS) 0.1 $1.4M 29k 50.01
Medtronic 0.1 $1.4M 36k 38.53
Hess (HES) 0.1 $1.5M 20k 74.77
PG&E Corporation (PCG) 0.1 $1.5M 35k 42.04
Foster Wheeler Ltd Com Stk 0.1 $1.3M 44k 30.39
Eastman Kodak Company 0.1 $1.3M 355k 3.57
Equity Residential (EQR) 0.1 $1.0M 17k 60.01
Apple (AAPL) 0.1 $1.0M 3.0k 335.67
D.R. Horton (DHI) 0.1 $1.1M 95k 11.52
WisdomTree India Earnings Fund (EPI) 0.1 $1.1M 44k 23.94
CB Richard Ellis 0.1 $982k 39k 25.12
A123 Sys Inc note 3.750% 4/1 0.1 $920k 1.0M 0.92
McKesson Corporation (MCK) 0.1 $837k 10k 83.70
Barclays Bk Plc ipth s^p vix 0.1 $882k 42k 21.15
CSX Corporation (CSX) 0.1 $703k 27k 26.23
Cummins (CMI) 0.1 $636k 6.1k 103.53
International Paper Company (IP) 0.1 $627k 21k 29.82
Juniper Networks (JNPR) 0.1 $630k 20k 31.50
J.C. Penney Company 0.1 $611k 18k 34.52
Clorox Company (CLX) 0.1 $568k 8.4k 67.40
AES Corporation (AES) 0.1 $501k 39k 12.75
Bed Bath & Beyond 0.1 $513k 8.8k 58.32
Vulcan Materials Company (VMC) 0.1 $520k 14k 38.54
Alcoa 0.1 $436k 28k 15.85
PPL Corporation (PPL) 0.1 $475k 17k 27.86
Sprint Nextel Corporation 0.0 $377k 70k 5.39
BB&T Corporation 0.0 $405k 15k 26.82
EnerNOC 0.0 $416k 26k 15.73
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $393k 5.0k 78.60
Reynolds American 0.0 $330k 8.9k 37.08
AngloGold Ashanti 0.0 $290k 6.9k 42.03
Halliburton Company (HAL) 0.0 $248k 4.9k 51.09
Key (KEY) 0.0 $195k 23k 8.34