Bluecrest Capital Management

BlueCrest Capital Management as of Sept. 30, 2013

Portfolio Holdings for BlueCrest Capital Management

BlueCrest Capital Management holds 313 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
US Airways 24.8 $488M 26M 18.96
Spdr S&p 500 Etf (SPY) 10.0 $197M 1.2M 168.01
Industrial SPDR (XLI) 6.6 $131M 2.8M 46.40
iShares MSCI Emerging Markets Indx (EEM) 2.9 $56M 1.4M 40.76
Amazon (AMZN) 2.0 $39M 125k 312.64
Microchip Technology Inc sdcv 2.125%12/1 1.9 $39M 25M 1.57
Utilities SPDR (XLU) 1.9 $37M 1.0M 37.37
Micron Technology Inc bond 1.8 $36M 19M 1.90
Market Vectors Gold Miners ETF 1.3 $26M 1.0M 25.06
WisdomTree Japan Total Dividend (DXJ) 1.2 $24M 500k 47.93
iShares iBoxx $ High Yid Corp Bond (HYG) 1.2 $23M 250k 91.56
Verisign Inc sdcv 3.250% 8/1 1.1 $22M 14M 1.57
Cemex Sab De Cv conv bnd 1.1 $22M 17M 1.30
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 1.0 $19M 300k 63.89
Micron Technology Inc. conv 0.9 $19M 10M 1.87
Enpro Industries Inc note 0.9 $18M 9.7M 1.86
Exelixis Inc cnv 0.9 $17M 15M 1.17
Caci Intl Inc note 2.125% 5/0 0.8 $17M 13M 1.28
Goldcorp Inc New note 2.000% 8/0 0.8 $15M 15M 1.02
Powershares Etf Trust dyna buybk ach 0.8 $15M 386k 39.07
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.7 $14M 9.0M 1.60
Apple (AAPL) 0.7 $14M 29k 476.67
Archer Daniels Midland Co note 0.875% 2/1 0.7 $13M 13M 1.02
iShares MSCI Japan Index 0.6 $12M 1.0M 11.92
Rti Intl Metals Inc note 1.625%10/1 0.6 $12M 11M 1.05
Assured Guaranty (AGO) 0.6 $11M 598k 18.75
Cadence Design Sys Cvt 2.625 6 convert 0.6 $11M 6.0M 1.83
Teleflex Inc note 3.875% 8/0 0.5 $10M 7.2M 1.42
Cadence Design Sys Inc 1.5 12- convert 0.5 $10M 10M 1.01
J.C. Penney Company 0.5 $9.8M 1.1M 8.80
Fresenius Medical Care AG & Co. (FMS) 0.5 $9.6M 200k 48.09
iShares MSCI Brazil Index (EWZ) 0.5 $9.6M 200k 47.91
Tesla Motors (TSLA) 0.5 $9.7M 50k 193.38
Uthr 1 09/15/16 0.5 $8.9M 5.3M 1.70
Cisco Systems (CSCO) 0.4 $8.6M 365k 23.43
L-3 Communications Corp debt 3.000% 8/0 0.4 $8.3M 7.5M 1.10
United Parcel Service (UPS) 0.4 $8.2M 90k 91.37
General Cable Corp Del New note 0.875%11/1 0.4 $8.0M 8.0M 1.00
SPDR S&P Homebuilders (XHB) 0.4 $8.0M 262k 30.60
Weyerhaeuser Company (WY) 0.4 $7.9M 275k 28.63
Life Technologies 0.4 $8.0M 106k 74.83
Toyota Motor Corporation (TM) 0.4 $7.7M 60k 128.03
Barrick Gold Corp (GOLD) 0.4 $7.4M 400k 18.62
EOG Resources (EOG) 0.4 $7.4M 44k 169.29
Icon 2 1/2 06/01/16 0.4 $7.4M 6.0M 1.24
Novellus Systems, Inc. note 2.625% 5/1 0.4 $7.3M 4.6M 1.59
MetLife (MET) 0.4 $7.0M 150k 46.95
3M Company (MMM) 0.3 $6.9M 58k 119.41
Covanta Holding Conv conv bnd 0.3 $7.0M 5.0M 1.39
Lorillard 0.3 $6.7M 150k 44.78
Advance Auto Parts (AAP) 0.3 $6.2M 75k 82.69
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.3 $6.1M 3.8M 1.59
Halliburton Company (HAL) 0.3 $5.7M 118k 48.15
Omnicom Group Inc debt 0.3 $5.4M 4.5M 1.21
Cameco Corporation (CCJ) 0.3 $5.4M 300k 18.07
Schlumberger (SLB) 0.3 $5.3M 60k 88.35
Lowe's Companies (LOW) 0.3 $5.3M 112k 47.61
iShares Dow Jones US Home Const. (ITB) 0.3 $5.3M 236k 22.34
Johnson & Johnson (JNJ) 0.3 $5.1M 59k 86.69
Morgan Stanley China A Share Fund (CAF) 0.3 $5.1M 230k 22.10
Newmont Mining Corp note 1.250% 7/1 0.3 $5.1M 5.0M 1.01
Dell 0.2 $4.8M 349k 13.85
International Game Technology 0.2 $4.6M 245k 18.93
Coca-Cola Company (KO) 0.2 $4.6M 122k 37.88
AutoZone (AZO) 0.2 $4.4M 11k 422.75
Accuray Inc note 3.500% 2/0 0.2 $4.6M 3.0M 1.52
Web Com Group Inc note 1.000% 8/1 0.2 $4.6M 4.0M 1.14
Arris Group Inc note 2.000%11/1 0.2 $4.3M 4.0M 1.08
Laredo Petroleum Holdings 0.2 $4.4M 147k 29.68
Omnicare Inc bond 0.2 $4.3M 4.5M 0.96
NV Energy 0.2 $4.1M 175k 23.61
EQT Corporation (EQT) 0.2 $4.2M 48k 88.73
Psec Us conv 0.2 $4.1M 4.0M 1.03
Ascent Cap Group Inc note 4.000% 7/1 0.2 $4.2M 4.0M 1.06
Family Dollar Stores 0.2 $4.0M 55k 72.03
Masco Corporation (MAS) 0.2 $4.0M 190k 21.28
Molex Incorporated 0.2 $3.9M 101k 38.28
Materials SPDR (XLB) 0.2 $4.0M 95k 42.01
Home Depot (HD) 0.2 $3.7M 49k 75.85
Philip Morris International (PM) 0.2 $3.8M 44k 86.59
Energen Corporation 0.2 $3.7M 49k 76.39
Cme (CME) 0.2 $3.3M 45k 73.89
Sherwin-Williams Company (SHW) 0.2 $3.3M 18k 182.17
AngloGold Ashanti 0.2 $3.3M 250k 13.28
Baker Hughes Incorporated 0.2 $3.4M 69k 49.11
ConocoPhillips (COP) 0.2 $3.3M 48k 69.50
Honda Motor (HMC) 0.2 $3.4M 90k 38.14
Pioneer Natural Resources 0.2 $3.4M 18k 188.80
Groupon 0.2 $3.4M 300k 11.21
Michael Kors Holdings 0.2 $3.4M 45k 74.51
Linear Technology Corp note 3.000% 5/0 0.2 $3.2M 3.0M 1.08
Cabot Oil & Gas Corporation (CTRA) 0.2 $3.2M 86k 37.33
Target Corporation (TGT) 0.2 $3.2M 50k 63.98
Elan Corporation 0.2 $3.1M 200k 15.58
Jarden Corporation 0.2 $3.1M 65k 48.40
SM Energy (SM) 0.2 $3.2M 42k 77.19
Vanguard Emerging Markets ETF (VWO) 0.2 $3.2M 81k 40.11
Mbia (MBI) 0.1 $2.9M 282k 10.23
Radian (RDN) 0.1 $3.0M 218k 13.93
Sourcefire 0.1 $3.0M 40k 75.56
Solazyme 0.1 $3.0M 281k 10.77
Dunkin' Brands Group 0.1 $2.9M 65k 45.26
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $2.7M 74k 37.08
Crocs (CROX) 0.1 $2.7M 200k 13.60
Dominion Resources (D) 0.1 $2.7M 43k 62.47
American Capital 0.1 $2.8M 200k 13.75
Encore Capital Group note 3.000%11/2 0.1 $2.7M 1.8M 1.57
Wal-Mart Stores (WMT) 0.1 $2.6M 35k 73.97
Foot Locker (FL) 0.1 $2.6M 78k 33.94
Oracle Corporation (ORCL) 0.1 $2.5M 75k 33.17
Deckers Outdoor Corporation (DECK) 0.1 $2.5M 40k 62.92
Alliant Techsystems Inc note 3.000% 8/1 0.1 $2.6M 2.0M 1.32
Shfl Entertainment 0.1 $2.6M 115k 22.97
Diamondback Energy (FANG) 0.1 $2.5M 58k 42.64
Microchip Technology (MCHP) 0.1 $2.4M 59k 40.29
Xilinx 0.1 $2.4M 51k 46.85
Whiting Petroleum Corporation 0.1 $2.3M 38k 59.84
Onyx Pharmaceuticals 0.1 $2.4M 19k 124.68
Suncor Energy (SU) 0.1 $2.3M 63k 36.83
Whitewave Foods 0.1 $2.4M 120k 19.97
Continental Resources 0.1 $2.2M 21k 107.27
Analog Devices (ADI) 0.1 $2.1M 45k 47.05
Hess (HES) 0.1 $2.1M 27k 77.35
Hewlett-Packard Company 0.1 $2.1M 100k 20.99
GROUP Affymetrix Inc cnv 0.1 $2.2M 1.8M 1.27
Royal Caribbean Cruises (RCL) 0.1 $1.9M 50k 38.28
Equity Residential (EQR) 0.1 $2.0M 37k 53.57
Goldcorp 0.1 $2.0M 78k 26.01
Concho Resources 0.1 $1.9M 18k 108.81
HCP 0.1 $2.0M 49k 40.95
Federal Realty Inv. Trust 0.1 $2.0M 20k 101.44
CBL & Associates Properties 0.1 $2.1M 108k 19.10
Unisys Corporation (UIS) 0.1 $1.9M 75k 25.19
NYSE Euronext 0.1 $1.7M 40k 41.98
Health Management Associates 0.1 $1.7M 132k 12.80
TJX Companies (TJX) 0.1 $1.7M 30k 56.40
D.R. Horton (DHI) 0.1 $1.8M 95k 19.43
AvalonBay Communities (AVB) 0.1 $1.8M 15k 127.10
Silver Standard Res 0.1 $1.8M 300k 6.15
Corporate Office Properties Trust (CDP) 0.1 $1.8M 80k 23.10
Simon Property (SPG) 0.1 $1.9M 13k 148.25
General Motors Company (GM) 0.1 $1.8M 51k 35.97
Ddr Corp 0.1 $1.8M 117k 15.71
Carter's (CRI) 0.1 $1.5M 20k 75.90
Dow Chemical Company 0.1 $1.5M 40k 38.40
Whirlpool Corporation (WHR) 0.1 $1.5M 10k 146.44
Mettler-Toledo International (MTD) 0.1 $1.5M 6.2k 240.16
Nextera Energy (NEE) 0.1 $1.5M 19k 80.16
Occidental Petroleum Corporation (OXY) 0.1 $1.5M 16k 93.56
Hain Celestial (HAIN) 0.1 $1.5M 20k 77.10
Compania Cervecerias Unidas (CCU) 0.1 $1.5M 57k 26.61
Taubman Centers 0.1 $1.6M 24k 67.29
Claymore/AlphaShares China Small Cap ETF 0.1 $1.6M 67k 24.62
GulfMark Offshore 0.1 $1.6M 31k 50.88
Optimer Pharmaceuticals 0.1 $1.6M 130k 12.58
Xilinx Inc sdcv 3.125% 3/1 0.1 $1.6M 1.0M 1.60
Prologis (PLD) 0.1 $1.6M 43k 37.63
Sunpower (SPWRQ) 0.1 $1.6M 60k 26.17
Hd Supply 0.1 $1.6M 71k 21.97
Microsoft Corporation (MSFT) 0.1 $1.3M 40k 33.28
Men's Wearhouse 0.1 $1.4M 40k 34.05
Adtran 0.1 $1.4M 52k 26.64
Maxim Integrated Products 0.1 $1.3M 45k 29.82
Encana Corp 0.1 $1.4M 83k 17.33
Danaher Corporation (DHR) 0.1 $1.4M 20k 69.30
PPL Corporation (PPL) 0.1 $1.4M 45k 30.38
Brinker International (EAT) 0.1 $1.4M 35k 40.54
Louisiana-Pacific Corporation (LPX) 0.1 $1.3M 76k 17.59
Starwood Hotels & Resorts Worldwide 0.1 $1.3M 20k 66.45
Education Realty Trust 0.1 $1.3M 145k 9.10
Ingersoll-rand Co Ltd-cl A 0.1 $1.3M 20k 64.95
Kilroy Realty Corporation (KRC) 0.1 $1.4M 29k 49.97
Boyd Gaming Corporation (BYD) 0.1 $1.3M 90k 14.16
Newmont Mining Corporation (NEM) 0.1 $1.2M 42k 28.09
Transocean (RIG) 0.1 $1.1M 25k 44.48
Newell Rubbermaid (NWL) 0.1 $1.1M 40k 27.50
Universal Health Services (UHS) 0.1 $1.2M 17k 75.00
Mitsubishi UFJ Financial (MUFG) 0.1 $1.3M 200k 6.41
Western Refining 0.1 $1.1M 38k 30.05
Post Properties 0.1 $1.2M 28k 45.02
Old Dominion Freight Line (ODFL) 0.1 $1.2M 25k 46.00
Equity Lifestyle Properties (ELS) 0.1 $1.1M 32k 34.16
Triumph (TGI) 0.1 $1.2M 17k 70.24
Five Below (FIVE) 0.1 $1.2M 27k 43.70
Ruckus Wireless 0.1 $1.2M 70k 16.83
Lennar Corporation (LEN) 0.1 $1.1M 30k 35.40
Intersil Corporation 0.1 $1.1M 95k 11.23
Cabela's Incorporated 0.1 $945k 15k 63.00
Texas Instruments Incorporated (TXN) 0.1 $1.1M 26k 40.29
Canadian Natural Resources (CNQ) 0.1 $943k 30k 31.43
Kellogg Company (K) 0.1 $903k 15k 58.70
Sempra Energy (SRE) 0.1 $907k 11k 85.57
Strategic Hotels & Resorts 0.1 $911k 105k 8.68
Juniper Networks (JNPR) 0.1 $993k 50k 19.86
Estee Lauder Companies (EL) 0.1 $1.0M 15k 69.93
Dril-Quip (DRQ) 0.1 $918k 8.0k 114.75
Terex Corporation (TEX) 0.1 $1.0M 30k 33.60
Dresser-Rand 0.1 $936k 15k 62.40
Finish Line 0.1 $995k 40k 24.88
Urban Outfitters (URBN) 0.1 $919k 25k 36.76
Brookfield Ppty Corp Cad 0.1 $954k 50k 19.08
Smith & Wesson Holding Corporation 0.1 $1.0M 95k 10.99
Spansion 0.1 $908k 90k 10.09
Kodiak Oil & Gas 0.1 $1.1M 89k 12.07
Market Vectors Oil Service Etf 0.1 $984k 21k 47.08
Phillips 66 (PSX) 0.1 $967k 17k 57.81
Pdc Energy 0.1 $929k 16k 59.55
Mondelez Int (MDLZ) 0.1 $943k 30k 31.43
Prospect Capital Corporati mtnf 5.375% 0.1 $1.1M 1.0M 1.06
Comcast Corporation (CMCSA) 0.0 $773k 17k 45.13
Melco Crown Entertainment (MLCO) 0.0 $796k 25k 31.84
NRG Energy (NRG) 0.0 $738k 27k 27.33
Harsco Corporation (NVRI) 0.0 $747k 30k 24.90
Supervalu 0.0 $823k 100k 8.23
Jack in the Box (JACK) 0.0 $732k 18k 40.00
Tiffany & Co. 0.0 $790k 10k 76.59
BE Aerospace 0.0 $797k 11k 73.80
Leap Wireless International 0.0 $709k 45k 15.80
Freeport-McMoRan Copper & Gold (FCX) 0.0 $860k 26k 33.08
Big Lots (BIGGQ) 0.0 $820k 22k 37.10
Patterson-UTI Energy (PTEN) 0.0 $795k 37k 21.37
Methanex Corp (MEOH) 0.0 $805k 16k 51.27
Marathon Oil Corporation (MRO) 0.0 $767k 22k 34.86
CARBO Ceramics 0.0 $833k 8.4k 99.17
Cimarex Energy 0.0 $868k 9.0k 96.44
VMware 0.0 $849k 11k 80.86
Cameron International Corporation 0.0 $710k 12k 58.39
Fortinet (FTNT) 0.0 $810k 40k 20.25
SPDR S&P Metals and Mining (XME) 0.0 $733k 20k 36.65
Mosaic (MOS) 0.0 $860k 20k 43.00
Ishares Trust Msci China msci china idx (MCHI) 0.0 $875k 19k 46.05
Lan Airlines Sa- (LTMAY) 0.0 $814k 54k 15.07
CMS Energy Corporation (CMS) 0.0 $579k 22k 26.32
KKR Financial Holdings 0.0 $566k 55k 10.33
Con-way 0.0 $646k 15k 43.07
Boeing Company (BA) 0.0 $588k 5.0k 117.60
Pall Corporation 0.0 $616k 8.0k 77.00
Pier 1 Imports 0.0 $586k 30k 19.53
Helmerich & Payne (HP) 0.0 $552k 8.0k 69.00
eBay (EBAY) 0.0 $608k 11k 55.78
Praxair 0.0 $601k 5.0k 120.20
Whole Foods Market 0.0 $638k 11k 58.53
Abercrombie & Fitch (ANF) 0.0 $531k 15k 35.40
WMS Industries 0.0 $598k 23k 25.71
Activision Blizzard 0.0 $592k 36k 16.68
Broadcom Corporation 0.0 $619k 24k 26.01
CF Industries Holdings (CF) 0.0 $542k 2.6k 210.98
Hecla Mining Company (HL) 0.0 $628k 200k 3.14
Huntsman Corporation (HUN) 0.0 $618k 30k 20.60
Bob Evans Farms 0.0 $584k 10k 57.25
H.B. Fuller Company (FUL) 0.0 $686k 15k 45.18
Rochester Medical Corporation 0.0 $499k 25k 19.96
Westlake Chemical Corporation (WLK) 0.0 $523k 5.0k 104.60
Ametek (AME) 0.0 $690k 15k 46.00
Weatherford International Lt reg 0.0 $537k 35k 15.34
Chemtura Corporation 0.0 $690k 30k 23.00
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.0 $525k 9.0k 58.33
Pvh Corporation (PVH) 0.0 $593k 5.0k 118.60
Fortune Brands (FBIN) 0.0 $616k 15k 41.62
Xpo Logistics Inc equity (XPO) 0.0 $650k 30k 21.67
Interface (TILE) 0.0 $528k 27k 19.85
Owens Corning (OC) 0.0 $380k 10k 38.00
Affiliated Managers (AMG) 0.0 $475k 2.6k 182.69
Costco Wholesale Corporation (COST) 0.0 $461k 4.0k 115.25
Monsanto Company 0.0 $365k 3.5k 104.29
CBS Corporation 0.0 $355k 6.4k 55.20
Ameren Corporation (AEE) 0.0 $348k 10k 34.80
MeadWestva 0.0 $376k 9.8k 38.37
Darden Restaurants (DRI) 0.0 $463k 10k 46.30
Visa (V) 0.0 $459k 2.4k 191.25
Hersha Hospitality Trust 0.0 $475k 85k 5.59
Calpine Corporation 0.0 $299k 15k 19.42
Green Mountain Coffee Roasters 0.0 $377k 5.0k 75.40
Comstock Resources 0.0 $300k 19k 15.88
DTE Energy Company (DTE) 0.0 $396k 6.0k 66.00
Polypore International 0.0 $410k 10k 41.00
Jos. A. Bank Clothiers 0.0 $439k 10k 43.90
United States Steel Corporation (X) 0.0 $412k 20k 20.60
EnerNOC 0.0 $396k 26k 14.97
Kaydon Corporation 0.0 $355k 10k 35.50
Superior Energy Services 0.0 $338k 14k 25.04
Mellanox Technologies 0.0 $395k 10k 37.98
American Capital Agency 0.0 $375k 17k 22.59
Dollar General (DG) 0.0 $344k 6.1k 56.39
iShares Dow Jones US Real Estate (IYR) 0.0 $440k 6.9k 63.77
Amarin Corporation (AMRN) 0.0 $387k 61k 6.32
Moly 0.0 $328k 50k 6.56
Fresh Market 0.0 $308k 6.5k 47.38
Pacira Pharmaceuticals (PCRX) 0.0 $481k 10k 48.10
Beam 0.0 $330k 5.1k 64.74
Geospace Technologies (GEOS) 0.0 $339k 4.0k 84.39
Sunedison 0.0 $399k 50k 7.98
PennyMac Mortgage Investment Trust (PMT) 0.0 $202k 8.9k 22.70
Two Harbors Investment 0.0 $291k 30k 9.70
American Eagle Outfitters (AEO) 0.0 $280k 20k 14.00
USG Corporation 0.0 $209k 7.3k 28.63
Micron Technology (MU) 0.0 $201k 12k 17.48
salesforce (CRM) 0.0 $234k 4.5k 52.00
Ferro Corporation 0.0 $273k 30k 9.10
Herbalife Ltd Com Stk (HLF) 0.0 $248k 3.6k 69.86
Kansas City Southern 0.0 $243k 2.2k 109.16
Vitamin Shoppe 0.0 $257k 5.9k 43.75
Triangle Petroleum Corporation 0.0 $125k 13k 9.84
Sunesis Pharmaceuticals 0.0 $141k 29k 4.95
Marathon Petroleum Corp (MPC) 0.0 $260k 4.0k 64.25
Zynga 0.0 $184k 50k 3.68
Nationstar Mortgage 0.0 $225k 4.0k 56.32
Hillshire Brands 0.0 $274k 8.9k 30.79
Fiesta Restaurant 0.0 $233k 6.2k 37.58
Del Friscos Restaurant 0.0 $240k 12k 20.17
Marin Software 0.0 $220k 18k 12.57
American Homes 4 Rent-a reit (AMH) 0.0 $162k 10k 16.20
Rite Aid Corporation 0.0 $95k 20k 4.75