13F-HR filed by BlueCrest Capital Management LLP
BlueCrest Capital Management LLP filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-15, with 99 holding rows worth $1,932,869,000.
- Accession
- 0001140361-13-033032
- Filer
- CIK 1363542
- Filed
- 2013-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 99 entries on the cover page, a total value of $1,932,869,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,932,869,000 with VALUE read as thousands by filing date, 13F file number 028-11935. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 3,580,000 | $574,304,000 | thousands by filing date | put |
| U S AIRWAYS GROUP INC | 90341W108 | COM | 25,250,000 | $414,605,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 550,000 | $88,006,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06740C188 | IPATH S&P500 VIX | 3,300,000 | $68,343,000 | thousands by filing date | put |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 2,180,858 | $48,110,000 | thousands by filing date | |
| PROSHARES TR | 74347B201 | PSHS ULTSH 20YRS | 600,000 | $43,458,000 | thousands by filing date | call |
| NUCOR CORP COM | 670346105 | Stock | 800,000 | $34,656,000 | thousands by filing date | put |
| ISHARES | 464286848 | EXCHANGE TRADED | 3,000,000 | $33,660,000 | thousands by filing date | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 800,000 | $30,104,000 | thousands by filing date | call |
| OMNICOM GROUP INC | 681919AV8 | NOTE 7/3 | 22,500,000 | $25,854,000 | thousands by filing date | principal |
| U S AIRWAYS GROUP INC | 90341W108 | COM | 1,571,700 | $25,807,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 16,546,000 | $24,026,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 14,046,000 | $19,988,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 500,000 | $19,173,000 | thousands by filing date | call |
| EXXON MOBIL CORP | 30231G102 | COM | 200,000 | $18,070,000 | thousands by filing date | put |
| TAKE-TWO INTERACTIVE SOFTWRE | 874054AA7 | CNV | 11,892,000 | $17,059,000 | thousands by filing date | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 500,000 | $16,260,000 | thousands by filing date | call |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 458,700 | $15,678,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 300,000 | $15,102,000 | thousands by filing date | call |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 10,250,000 | $14,977,000 | thousands by filing date | principal |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 200,000 | $13,780,000 | thousands by filing date | call |
| L-3 COMMUNICATIONS CORP | 502413AW7 | DEBT 3.000% 8/0 | 12,500,000 | $12,895,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 9,000,000 | $12,143,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 300,000 | $11,550,000 | thousands by filing date | call |
| GENWORTH FINL INC | 37247D106 | COM SHS | 1,000,000 | $11,410,000 | thousands by filing date | call |
| ENPRO INDS INC | 29355XAB3 | DBCV 3.938%10/1 | 6,707,000 | $10,727,000 | thousands by filing date | principal |
| iShares Global 100 ETF | 464287572 | SHS | 158,655 | $10,716,000 | thousands by filing date | |
| AMTRUST FINANCIAL SERVICES I | 032359AC5 | NOTE 5.500%12/1 | 7,350,000 | $10,351,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 300,000 | $9,993,000 | thousands by filing date | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 300,000 | $9,756,000 | thousands by filing date | put |
| CACI INTL INC | 127190AD8 | NOTE 2.125% 5/0 | 8,000,000 | $9,654,000 | thousands by filing date | principal |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 133,153 | $9,482,000 | thousands by filing date | |
| BARRICK GOLD CORP | 067901108 | COM | 600,000 | $9,444,000 | thousands by filing date | call |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 6,662,000 | $9,145,000 | thousands by filing date | principal |
| ACCURAY INC | 004397AC9 | BOND | 6,500,000 | $8,272,000 | thousands by filing date | principal |
| Caterpillar Inc. | 149123101 | COM | 100,000 | $8,249,000 | thousands by filing date | put |
| GENERAL CABLE CORP DEL NEW | 369300AD0 | NOTE 0.875%11/1 | 8,000,000 | $7,991,000 | thousands by filing date | principal |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 7,850,000 | $7,935,000 | thousands by filing date | principal |
| United Parcel Service,Inc. Class B | 911312106 | COM | 90,000 | $7,783,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 100,000 | $7,699,000 | thousands by filing date | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 103,400 | $7,512,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 300,000 | $7,301,000 | thousands by filing date | put |
| TOYOTA MOTOR CORP ADS | 892331307 | ADR | 60,000 | $7,240,000 | thousands by filing date | call |
| OCTAVE SPECIALTY GROUP INC | 023139884 | COM NEW | 293,472 | $6,993,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 150,000 | $6,864,000 | thousands by filing date | put |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 5,500,000 | $6,863,000 | thousands by filing date | principal |
| LORILLARD INC | 544147101 | COM | 150,000 | $6,552,000 | thousands by filing date | put |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 5,000,000 | $6,500,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 150,000 | $5,752,000 | thousands by filing date | put |
| INTL GAME TECH 3.250 | 459902AQ5 | NOTE 3.250% 5/0 | 5,000,000 | $5,354,000 | thousands by filing date | principal |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 100,000 | $5,250,000 | thousands by filing date | put |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 5,000,000 | $5,229,000 | thousands by filing date | principal |
| Nippon Telegraph Telephone Corp | 654624105 | Equity | 200,000 | $5,202,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 60,000 | $4,702,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 5,300,000 | $4,628,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 4,869,000 | $4,603,000 | thousands by filing date | principal |
| BARRICK GOLD CORP | 067901108 | COM | 290,000 | $4,565,000 | thousands by filing date | put |
| ARRIS GROUP INC 2.000 | 04269QAC4 | NOTE | 4,000,000 | $4,154,000 | thousands by filing date | principal |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 70,000 | $4,073,000 | thousands by filing date | put |
| MBIA INC | 55262C100 | COMMON STOCK | 297,385 | $3,958,000 | thousands by filing date | |
| MORGAN STANLEY CHINA A SH FD | 617468103 | COM | 198,000 | $3,804,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 2,500,000 | $3,574,000 | thousands by filing date | principal |
| TARGET CORP COM | 87612E106 | Stock | 50,000 | $3,443,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 45,000 | $3,419,000 | thousands by filing date | |
| HONDA MOTOR CO LTD ADR ECH CNV IN 3 | 438128308 | ADR | 90,000 | $3,353,000 | thousands by filing date | call |
| SOLAZYME INC | 83415T101 | COM | 280,481 | $3,287,000 | thousands by filing date | |
| LINEAR TECH INC | 535678AC0 | CORPORATE OBLIG | 3,000,000 | $3,150,000 | thousands by filing date | principal |
| ALBERTSONS CO SHS CL A CLASS CLASS A | 039380100 | COM | 800,000 | $3,024,000 | thousands by filing date | call |
| MBIA INC | 55262C100 | COMMON STOCK | 200,000 | $2,662,000 | thousands by filing date | call |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 2,310,000 | $2,643,000 | thousands by filing date | principal |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 200,000 | $2,534,000 | thousands by filing date | call |
| HALLIBURTON CO COM | 406216101 | Stock | 60,000 | $2,503,000 | thousands by filing date | put |
| HEWLETT PACKARD CO | 428236103 | COM | 100,000 | $2,480,000 | thousands by filing date | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 20,000 | $2,383,000 | thousands by filing date | |
| BAKER HUGHES INC | 057224107 | COM | 50,000 | $2,307,000 | thousands by filing date | put |
| Lowes Companies,Inc. | 548661107 | COM | 50,000 | $2,045,000 | thousands by filing date | put |
| Schlumberger Limited | 806857108 | COM | 25,000 | $1,792,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 45,225 | $1,791,000 | thousands by filing date | |
| ALLIANT TECHSYSTEMS 3.000/15/24 | 018804AK0 | NOTE | 1,500,000 | $1,745,000 | thousands by filing date | principal |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 20,000 | $1,719,000 | thousands by filing date | |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 50,000 | $1,709,000 | thousands by filing date | call |
| VWO | 922042858 | SHS | 43,000 | $1,668,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 15,000 | $1,657,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 42,000 | $1,620,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 47,000 | $1,528,000 | thousands by filing date | |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 1,250,000 | $1,251,000 | thousands by filing date | principal |
| NEWMONT CORP | 651639106 | COM | 41,700 | $1,249,000 | thousands by filing date | |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS | 606822104 | ADR | 200,000 | $1,242,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 10,000 | $1,183,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 1,000,000 | $1,047,000 | thousands by filing date | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 10,000 | $1,025,000 | thousands by filing date | call |
| CADENCE DESIGN SYSTEM INC | 127387AF5 | NOTE 1.500%12/1 | 1,000,000 | $1,004,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554AC6 | NOTE 3.000%11/2 | 750,000 | $922,000 | thousands by filing date | principal |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 10,000 | $650,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 10,000 | $582,000 | thousands by filing date | |
| CLAYMORE GUGGENHEIM | 18383Q853 | GUGG CHN SML CAP | 24,000 | $533,000 | thousands by filing date | |
| ENERNOC INC | 292764107 | COMMON STOCK | 26,447 | $351,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 15,211 | $247,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 4,500 | $233,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-13-033032 | this filing | 2013-08-15 | acceptance time not in the bulk data set |