Bluecrest Capital Management

Bluecrest Capital Management as of March 31, 2013

Portfolio Holdings for Bluecrest Capital Management

Bluecrest Capital Management holds 100 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
US Airways 38.3 $428M 25M 16.97
Ipath S&p 500 Vix Short Term F 5.4 $61M 3.0M 20.25
National-Oilwell Var 3.8 $43M 600k 70.75
Nucor Corporation (NUE) 3.3 $37M 800k 46.15
Assured Guaranty (AGO) 3.3 $37M 1.8M 20.61
United States Oil Fund 2.8 $31M 900k 34.76
iShares Russell 2000 Index (IWM) 2.6 $29M 307k 94.43
Proshares Ultrashort 20+y Tr etf (TBT) 2.4 $26M 400k 65.71
SPDR Gold Trust (GLD) 1.8 $20M 129k 154.48
Freeport-McMoRan Copper & Gold (FCX) 1.6 $18M 555k 33.10
iShares S&P Global 100 Index (IOO) 1.6 $18M 266k 67.79
Caterpillar (CAT) 1.6 $17M 200k 86.97
Devon Energy Corporation (DVN) 1.5 $17M 300k 56.42
Lowe's Companies (LOW) 1.4 $15M 400k 37.92
Cemex Sab De Cv conv bnd 1.1 $12M 9.0M 1.36
Verisign Inc sdcv 3.250% 8/1 1.1 $12M 8.0M 1.49
Ford Motor Company (F) 1.1 $12M 900k 13.15
Spdr S&p 500 Etf (SPY) 1.0 $11M 73k 156.55
Energy Select Sector SPDR (XLE) 0.9 $10M 128k 79.32
Norfolk Southern (NSC) 0.9 $9.9M 128k 77.08
Consumer Discretionary SPDR (XLY) 0.9 $9.7M 184k 53.00
iShares FTSE/Xinhua China 25 Index (FXI) 0.9 $9.6M 260k 36.90
Enpro Industries Inc note 0.8 $9.2M 5.7M 1.62
Morgan Stanley (MS) 0.8 $8.8M 400k 21.98
GameStop (GME) 0.8 $8.4M 300k 27.97
Micron Technology (MU) 0.7 $8.0M 800k 9.98
United Parcel Service (UPS) 0.7 $7.7M 90k 85.90
Sina Corporation 0.7 $7.3M 150k 48.59
Microchip Technology Inc sdcv 2.125%12/1 0.6 $7.2M 5.0M 1.43
Uthr 1 09/15/16 0.6 $6.9M 5.0M 1.38
Accuray Inc note 3.500% 2/0 0.6 $6.5M 6.0M 1.08
M/i Homes Inc note 3.000% 3/0 0.6 $6.2M 6.0M 1.03
Bank of America Corporation (BAC) 0.5 $6.1M 500k 12.18
J.C. Penney Company 0.5 $6.0M 400k 15.11
Radian Group Inc note 0.5 $6.1M 5.0M 1.21
General Electric Company 0.5 $5.8M 250k 23.12
Apple (AAPL) 0.5 $5.6M 13k 442.68
Juniper Networks (JNPR) 0.5 $5.6M 300k 18.54
Financial Select Sector SPDR (XLF) 0.5 $5.5M 300k 18.21
Hewlett-Packard Company 0.4 $4.7M 196k 23.84
Encore Capital Group note 3.000%11/2 0.4 $4.6M 4.0M 1.15
E M C Corp Mass note 1.750%12/0 0.4 $4.5M 3.0M 1.50
Schlumberger (SLB) 0.4 $4.5M 60k 74.90
H&R Block (HRB) 0.4 $4.4M 150k 29.42
Arch Coal 0.4 $4.3M 800k 5.43
Teleflex Inc note 3.875% 8/0 0.4 $4.4M 3.0M 1.46
Beazer Homes Usa (BZH) 0.4 $4.2M 267k 15.84
Chesapeake Energy Corporation 0.4 $4.1M 200k 20.41
Honeywell International (HON) 0.3 $3.8M 50k 75.36
Tower Group International 0.3 $3.7M 200k 18.45
Forestar Group Inc note 0.3 $3.5M 3.0M 1.17
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.3 $2.9M 2.0M 1.44
Alexion Pharmaceuticals 0.2 $2.8M 30k 92.13
Ak Steel Corp. conv 0.2 $2.9M 3.0M 0.95
iShares Russell 2000 Index (IWM) 0.2 $2.6M 28k 94.27
Market Vectors Junior Gold Miners ETF 0.2 $2.5M 151k 16.74
Halliburton Company (HAL) 0.2 $2.4M 60k 40.42
Baker Hughes Incorporated 0.2 $2.3M 50k 46.42
Micron Technology Inc note 0.2 $2.3M 2.0M 1.17
Solazyme 0.2 $2.2M 281k 7.81
Cobalt Intl Energy Inc note 0.2 $2.3M 2.0M 1.13
Axiall 0.2 $2.0M 32k 62.16
Pioneer Natural Resources 0.2 $1.9M 15k 124.27
Cme (CME) 0.2 $1.8M 30k 61.40
Omnicare Inc 3.75% '42 conv 0.1 $1.7M 1.5M 1.13
Westlake Chemical Corporation (WLK) 0.1 $1.6M 17k 93.53
Noble Energy 0.1 $1.4M 12k 115.68
Verizon Communications (VZ) 0.1 $1.3M 27k 49.13
Anadarko Petroleum Corporation 0.1 $1.3M 15k 87.47
Marathon Petroleum Corp (MPC) 0.1 $1.3M 15k 89.60
AmerisourceBergen (COR) 0.1 $1.3M 25k 51.45
McKesson Corporation (MCK) 0.1 $1.2M 11k 107.93
Allergan 0.1 $1.2M 11k 111.61
EOG Resources (EOG) 0.1 $1.3M 10k 128.10
Dover Corporation (DOV) 0.1 $1.3M 17k 72.88
Genuine Parts Company (GPC) 0.1 $1.1M 14k 77.97
CVS Caremark Corporation (CVS) 0.1 $1.1M 20k 54.99
Magna Intl Inc cl a (MGA) 0.1 $1.1M 20k 58.72
Thrx 2 1/8 01/15/23 0.1 $1.1M 1.0M 1.10
Navistar Intl Corp New note 3.000%10/1 0.1 $1.0M 1.0M 1.03
American Express Company (AXP) 0.1 $992k 15k 67.48
Canadian Natl Ry (CNI) 0.1 $1.0M 10k 102.10
Parker-Hannifin Corporation (PH) 0.1 $999k 11k 91.55
Accenture (ACN) 0.1 $1.0M 14k 75.96
Fastenal Company (FAST) 0.1 $1.0M 20k 51.37
Lorillard 0.1 $1.0M 25k 40.36
Ametek (AME) 0.1 $1.0M 24k 43.38
GROUP Affymetrix Inc cnv 0.1 $1.1M 1.0M 1.06
Cardinal Health (CAH) 0.1 $916k 22k 41.64
Continental Resources 0.1 $869k 10k 86.90
Xerox Corporation 0.1 $860k 100k 8.60
Western Union Company (WU) 0.1 $825k 55k 15.04
USG Corporation 0.1 $793k 30k 26.43
Royal Gold (RGLD) 0.1 $710k 10k 71.00
Industries N shs - a - (LYB) 0.1 $633k 10k 63.30
Phillips 66 (PSX) 0.1 $560k 8.0k 70.00
Molina Healthcare (MOH) 0.0 $469k 15k 30.86
EnerNOC 0.0 $459k 26k 17.36
Pbf Energy Inc cl a (PBF) 0.0 $372k 10k 37.20
Accuray Incorporated (ARAY) 0.0 $186k 40k 4.65