Bluecrest Capital Management

BlueCrest Capital Management as of June 30, 2013

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 89 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 34.2 $661M 4.1M 160.01
US Airways 22.8 $440M 27M 16.42
Ipath S&p 500 Vix Short Term F 3.5 $68M 3.3M 20.71
Assured Guaranty (AGO) 2.5 $48M 2.2M 22.06
Proshares Ultrashort 20+y Tr etf (TBT) 2.2 $44M 600k 72.43
Nucor Corporation (NUE) 1.8 $35M 800k 43.32
iShares MSCI Japan Index 1.7 $34M 3.0M 11.22
Utilities SPDR (XLU) 1.6 $30M 800k 37.63
iShares FTSE/Xinhua China 25 Index (FXI) 1.4 $28M 847k 32.51
Omnicom Group Inc debt 1.3 $26M 23M 1.15
Materials SPDR (XLB) 1.3 $25M 650k 38.35
Microchip Technology Inc sdcv 2.125%12/1 1.2 $24M 17M 1.45
Verisign Inc sdcv 3.250% 8/1 1.0 $20M 14M 1.42
Exxon Mobil Corporation (XOM) 0.9 $18M 200k 90.35
United States Oil Fund 0.9 $17M 509k 34.18
TAKE-TWO INTER CONVERTIBLE security 0.9 $17M 12M 1.43
Verizon Communications (VZ) 0.8 $15M 300k 50.34
Uthr 1 09/15/16 0.8 $15M 10M 1.46
Barrick Gold Corp (GOLD) 0.7 $14M 890k 15.74
National-Oilwell Var 0.7 $14M 200k 68.90
iShares MSCI Emerging Markets Indx (EEM) 0.7 $13M 342k 38.57
L-3 Communications Corp debt 3.000% 8/0 0.7 $13M 13M 1.03
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.6 $12M 9.0M 1.35
Genworth Financial (GNW) 0.6 $11M 1.0M 11.41
Enpro Industries Inc note 0.6 $11M 6.7M 1.60
iShares S&P Global 100 Index (IOO) 0.6 $11M 159k 67.54
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.5 $10M 7.4M 1.41
General Motors Company (GM) 0.5 $10M 300k 33.31
Caci Intl Inc note 2.125% 5/0 0.5 $9.7M 8.0M 1.21
PowerShares QQQ Trust, Series 1 0.5 $9.5M 133k 71.21
Teleflex Inc note 3.875% 8/0 0.5 $9.1M 6.7M 1.37
Caterpillar (CAT) 0.4 $8.2M 100k 82.49
Accuray Inc note 3.500% 2/0 0.4 $8.3M 6.5M 1.27
General Cable Corp Del New note 0.875%11/1 0.4 $8.0M 8.0M 1.00
Archer Daniels Midland Co note 0.875% 2/1 0.4 $7.9M 7.9M 1.01
United Parcel Service (UPS) 0.4 $7.8M 90k 86.48
Procter & Gamble Company (PG) 0.4 $7.7M 100k 76.99
Norfolk Southern (NSC) 0.4 $7.5M 103k 72.65
Cisco Systems (CSCO) 0.4 $7.3M 300k 24.34
Toyota Motor Corporation (TM) 0.4 $7.2M 60k 120.67
MetLife (MET) 0.4 $6.9M 150k 45.76
Cemex Sab De Cv conv bnd 0.4 $6.9M 5.5M 1.25
Ambac Finl (AMBC) 0.4 $7.0M 294k 23.83
Mbia (MBI) 0.3 $6.6M 497k 13.31
Lorillard 0.3 $6.6M 150k 43.68
Covanta Holding Conv conv bnd 0.3 $6.5M 5.0M 1.30
GAME Technolog debt 0.3 $5.4M 5.0M 1.07
E.I. du Pont de Nemours & Company 0.3 $5.3M 100k 52.50
Nippon Telegraph & Telephone (NTTYY) 0.3 $5.2M 200k 26.01
Electronic Arts Inc conv 0.3 $5.3M 5.0M 1.05
Energy Select Sector SPDR (XLE) 0.2 $4.7M 60k 78.37
SPDR S&P Oil & Gas Explore & Prod. 0.2 $4.7M 80k 58.20
Ak Steel Corp. conv 0.2 $4.6M 5.3M 0.87
Rti Intl Metals Inc note 1.625%10/1 0.2 $4.6M 4.9M 0.95
Arris Group Inc note 2.000%11/1 0.2 $4.2M 4.0M 1.04
Morgan Stanley China A Share Fund (CAF) 0.2 $3.8M 198k 19.21
Novellus Systems, Inc. note 2.625% 5/1 0.2 $3.6M 2.5M 1.43
Cme (CME) 0.2 $3.4M 45k 75.98
Target Corporation (TGT) 0.2 $3.4M 50k 68.86
Honda Motor (HMC) 0.2 $3.4M 90k 37.26
Solazyme 0.2 $3.3M 281k 11.72
Linear Technology Corp note 3.000% 5/0 0.2 $3.2M 3.0M 1.05
Arch Coal 0.2 $3.0M 800k 3.78
Forestar Group Inc note 0.1 $2.6M 2.3M 1.14
Halliburton Company (HAL) 0.1 $2.5M 60k 41.72
Hewlett-Packard Company 0.1 $2.5M 100k 24.80
American Capital 0.1 $2.5M 200k 12.67
Baker Hughes Incorporated 0.1 $2.3M 50k 46.14
SPDR Gold Trust (GLD) 0.1 $2.4M 20k 119.15
Lowe's Companies (LOW) 0.1 $2.0M 50k 40.90
Xilinx 0.1 $1.8M 45k 39.60
Anadarko Petroleum Corporation 0.1 $1.7M 20k 85.95
Schlumberger (SLB) 0.1 $1.8M 25k 71.68
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $1.7M 15k 110.47
Vanguard Emerging Markets ETF (VWO) 0.1 $1.7M 43k 38.79
Alliant Techsystems Inc note 3.000% 8/1 0.1 $1.7M 1.5M 1.16
Chevron Corporation (CVX) 0.1 $1.2M 10k 118.30
Newmont Mining Corporation (NEM) 0.1 $1.2M 42k 29.95
Mitsubishi UFJ Financial (MUFG) 0.1 $1.2M 200k 6.21
GROUP Affymetrix Inc cnv 0.1 $1.3M 1.3M 1.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.1 $1.0M 10k 102.50
Cadence Design Sys Inc 1.5 12- convert 0.1 $1.0M 1.0M 1.00
Encore Capital Group note 3.000%11/2 0.1 $923k 750k 1.23
Prospect Capital Corporati mtnf 5.375% 0.1 $1.1M 1.0M 1.05
Cimarex Energy 0.0 $650k 10k 65.00
Claymore/AlphaShares China Small Cap ETF 0.0 $533k 24k 22.21
EnerNOC 0.0 $351k 26k 13.27
Devon Energy Corporation (DVN) 0.0 $233k 4.5k 51.78
Customers Ban (CUBI) 0.0 $247k 15k 16.24