Bluecrest Capital Management

Bluecrest Capital Management as of Dec. 31, 2011

Portfolio Holdings for Bluecrest Capital Management

Bluecrest Capital Management holds 70 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 25.0 $102M 672k 152.00
iShares S&P Global 100 Index (IOO) 5.9 $24M 415k 57.94
Mosaic (MOS) 5.8 $24M 470k 50.43
iShares MSCI Emerging Markets Indx (EEM) 5.1 $21M 553k 37.94
Bank of America Corporation (BAC) 4.9 $20M 3.6M 5.56
SPDR S&P Retail (XRT) 4.8 $20M 377k 52.55
Health Care Reit Inc Cvt cv bnd 4.4 $18M 16M 1.16
Materials SPDR (XLB) 4.1 $17M 500k 33.50
PowerShares DB Agriculture Fund 3.9 $16M 550k 28.88
Cameco Corporation (CCJ) 2.6 $11M 600k 18.05
Corning Incorporated (GLW) 2.1 $8.4M 650k 12.98
Consumer Discretionary SPDR (XLY) 1.9 $7.8M 200k 39.02
Eastman Kodak Co note 7.000% 4/0 1.9 $7.7M 27M 0.29
Peabody Energy Corporation 1.6 $6.6M 200k 33.11
Barclays Bk Plc ipth s^p vix 1.5 $6.0M 170k 35.55
Lkd Barclays Bk Plc Ipath S&p Etn etf 1.3 $5.1M 85k 60.66
Louisiana-Pacific Corporation (LPX) 1.2 $4.9M 608k 8.07
Market Vectors Gold Miners ETF 1.2 $4.9M 95k 51.43
NVIDIA Corporation (NVDA) 1.1 $4.4M 320k 13.86
Cummins (CMI) 1.1 $4.3M 49k 88.02
FedEx Corporation (FDX) 1.0 $4.2M 50k 83.51
Baker Hughes Incorporated 1.0 $3.9M 81k 48.64
Market Vectors Junior Gold Miners ETF 0.9 $3.7M 151k 24.70
EMC Corporation 0.9 $3.5M 165k 21.54
Hess (HES) 0.9 $3.5M 62k 56.80
Cliffs Natural Resources 0.8 $3.4M 54k 62.36
Solazyme 0.8 $3.3M 281k 11.90
MetLife (MET) 0.8 $3.3M 106k 31.18
Dendreon Corp note 0.7 $2.8M 4.0M 0.71
Dell 0.7 $2.7M 185k 14.63
Capital One Financial (COF) 0.7 $2.7M 63k 42.29
Volcano Corporation note 2.875% 9/0 0.6 $2.5M 2.3M 1.09
Valero Energy Corporation (VLO) 0.6 $2.3M 110k 21.05
Old Republic Intl Corp note 0.5 $2.2M 2.5M 0.89
Ralph Lauren Corp (RL) 0.5 $2.2M 16k 138.10
National-Oilwell Var 0.5 $2.0M 29k 67.98
Goodyear Tire Rubr Pfd 5.875% p 0.5 $1.9M 40k 48.65
General Mtrs Co jr pfd cnv srb 0.5 $1.9M 56k 34.24
Autodesk (ADSK) 0.5 $1.9M 61k 30.33
St. Jude Medical 0.5 $1.9M 55k 34.30
Kohl's Corporation (KSS) 0.4 $1.7M 35k 49.36
Cme (CME) 0.4 $1.5M 6.0k 243.67
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $1.3M 15k 89.41
Texas Instruments Incorporated (TXN) 0.3 $1.2M 43k 29.11
Rockwell Automation (ROK) 0.3 $1.2M 16k 73.40
Rambus (RMBS) 0.3 $1.1M 150k 7.55
Wynn Resorts (WYNN) 0.3 $1.1M 10k 110.50
Yahoo! 0.3 $1.1M 69k 16.13
WellPoint 0.3 $1.1M 16k 66.27
Apple (AAPL) 0.2 $810k 2.0k 405.00
Market Vectors Agribusiness 0.2 $707k 15k 47.13
Norfolk Southern (NSC) 0.1 $605k 8.3k 72.89
Monsanto Company 0.1 $568k 8.1k 70.12
Tiffany & Co. 0.1 $557k 8.4k 66.31
Biogen Idec (BIIB) 0.1 $484k 4.4k 110.00
IntercontinentalEx.. 0.1 $470k 3.9k 120.51
American International (AIG) 0.1 $490k 21k 23.22
Cbre Group Inc Cl A (CBRE) 0.1 $499k 33k 15.21
eBay (EBAY) 0.1 $437k 14k 30.35
Constellation Energy 0.1 $381k 9.6k 39.69
McKesson Corporation (MCK) 0.1 $366k 4.7k 77.87
Applied Materials (AMAT) 0.1 $366k 34k 10.70
A123 Sys Inc note 3.750% 4/1 0.1 $360k 1.0M 0.36
Bed Bath & Beyond 0.1 $313k 5.4k 57.96
AngloGold Ashanti 0.1 $293k 6.9k 42.46
EnerNOC 0.1 $287k 26k 10.85
Unisys Corp 6.25% Cv Pfd A cvp 0.1 $303k 5.0k 60.60
Whirlpool Corporation (WHR) 0.1 $242k 5.1k 47.45
SYSCO Corporation (SYY) 0.1 $205k 7.0k 29.29
Sprint Nextel Corporation 0.0 $164k 70k 2.34