BlueCrest Capital Management LLP
Follow13F filer, CIK 1363542, ST. PETER PORT, Guernsey
BlueCrest Capital Management LLP reported $1,932,869,000 across 99 holdings for the quarter ended 2013-06-30, in a 13F-HR filed 2013-08-15. Its ten largest share positions make up 61.71% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001140361-13-033032
- Period
- 2013-06-30
- Reported value
- $1.93B
- Holdings
- 99
- Top 10 weight
- 61.71%
- New
- Sold out
Holdings, Q2 2013
Share positions as resolved from 13F-HR 0001140361-13-033032, largest first. % of portfolio is the value over $443,690,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T | 550,000 | $88M | 19.84% | Timeline | |||
| AGOASSURED GUARANTY LTD | 2,180,858 | $48.1M | 10.84% | Timeline | |||
| IOOISHARES TR | 158,655 | $10.7M | 2.42% | Timeline | |||
| PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser | 133,153 | $9.48M | 2.14% | ||||
| OSGOCTAVE SPECIALTY GROUP INC | 293,472 | $6.99M | 1.58% | Timeline | |||
| XLESELECT SECTOR SPDR TR | 60,000 | $4.7M | 1.06% | Timeline | |||
| MBIMBIA INC | 297,385 | $3.96M | 0.89% | Timeline | |||
| XCAFXMORGAN STANLEY CHINA A SH FD | 198,000 | $3.8M | 0.86% | Timeline | |||
| CMECME GROUP INC | 45,000 | $3.42M | 0.77% | Timeline | |||
| SOLAZYME INCSOLAZYME INC | 280,481 | $3.29M | 0.74% | ||||
| GLDSPDR GOLD TR | 20,000 | $2.38M | 0.54% | Timeline | |||
| SLBSLB LIMITED | 25,000 | $1.79M | 0.4% | Timeline | |||
| XILINX INCXILINX INC | 45,225 | $1.79M | 0.4% | ||||
| ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP | 20,000 | $1.72M | 0.39% | ||||
| VWOVANGUARD INTL EQUITY INDEX F | 43,000 | $1.67M | 0.38% | Timeline | |||
| EEMISHARES TR | 42,000 | $1.62M | 0.37% | Timeline | |||
| FXIISHARES TR | 47,000 | $1.53M | 0.34% | Timeline | |||
| NEMNEWMONT CORP | 41,700 | $1.25M | 0.28% | Timeline | |||
| CVXCHEVRON CORPORATION | 10,000 | $1.18M | 0.27% | Timeline | |||
| CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM | 10,000 | $650K | 0.15% | ||||
| SPDR SERIES TRUSTSPDR SERIES TRUST | 10,000 | $582K | 0.13% | ||||
| CLAYMORE GUGGENHEIMCLAYMORE GUGGENHEIM | 24,000 | $533K | 0.12% | ||||
| ENERNOC INCENERNOC INC | 26,447 | $351K | 0.08% | ||||
| CUBICUSTOMERS BANCORP INC | 15,211 | $247K | 0.06% | Timeline | |||
| DVNDEVON ENERGY CORP NEW | 4,500 | $233K | 0.05% | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 3,580,000 | $574M | |
| U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC COM | call | 25,250,000 | $415M | |
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 3,300,000 | $68.3M | |
| TBTPROSHARES TR PSHS ULTSH 20YRS | call | 600,000 | $43.5M | |
| NUENUCOR CORP Stock | put | 800,000 | $34.7M | |
| ISHARESISHARES EXCHANGE TRADED | call | 3,000,000 | $33.7M | |
| XLUSELECT SECTOR SPDR TR SHS | call | 800,000 | $30.1M | |
| U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC COM | put | 1,571,700 | $25.8M | |
| XLBSELECT SECTOR SPDR TR SBI MATERIALS | call | 500,000 | $19.2M | |
| XOMEXXON MOBIL CORP COM | put | 200,000 | $18.1M | |
| FXIISHARES TR CHINA LG-CAP ETF | call | 500,000 | $16.3M | |
| UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP UNITS | put | 458,700 | $15.7M | |
| VZVERIZON COMMUNICATIONS INC COM | call | 300,000 | $15.1M | |
| NATIONAL OILWELL VARCO INCNATIONAL OILWELL VARCO INC COM | call | 200,000 | $13.8M | |
| EEMISHARES TR MSCI EMG MKT ETF | call | 300,000 | $11.6M | |
| GNWGENWORTH FINL INC COM SHS | call | 1,000,000 | $11.4M | |
| GMGENERAL MTRS CO Stock | call | 300,000 | $9.99M | |
| FXIISHARES TR CHINA LG-CAP ETF | put | 300,000 | $9.76M | |
| BARRICK GOLD CORPBARRICK GOLD CORP COM | call | 600,000 | $9.44M | |
| CATCATERPILLAR INC COM | put | 100,000 | $8.25M | |
| UPSUNITED PARCEL SVCS INC COM | put | 90,000 | $7.78M | |
| PGPROCTER & GAMBLE CO COM | put | 100,000 | $7.7M | |
| NSCNORFOLK SOUTHN CORP Stock | put | 103,400 | $7.51M | |
| CSCOCISCO SYS INC COM | put | 300,000 | $7.3M | |
| TMTOYOTA MOTOR CORP ADR | call | 60,000 | $7.24M | |
| METMETLIFE INC Stock | put | 150,000 | $6.86M | |
| LORILLARD INCLORILLARD INC COM | put | 150,000 | $6.55M | |
| XLBSELECT SECTOR SPDR TR SBI MATERIALS | put | 150,000 | $5.75M | |
| DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO COM | put | 100,000 | $5.25M | |
| NTTYYNTT, INC. AMERICAN DEPOSITARY Equity | call | 200,000 | $5.2M | |
| BARRICK GOLD CORPBARRICK GOLD CORP COM | put | 290,000 | $4.57M | |
| SPDR SERIES TRUSTSPDR SERIES TRUST S&P OILGAS EXP | put | 70,000 | $4.07M | |
| TGTTARGET CORP Stock | put | 50,000 | $3.44M | |
| HMCHONDA MOTOR CO LTD ADR | call | 90,000 | $3.35M | |
| ALBERTSONS CO SHS CL A CLAS…ALBERTSONS CO SHS CL A CLASS CLAS… COM | call | 800,000 | $3.02M | |
| MBIMBIA INC COMMON STOCK | call | 200,000 | $2.66M | |
| AMERICAN CAPITAL LTDAMERICAN CAPITAL LTD COM | call | 200,000 | $2.53M | |
| HALHALLIBURTON CO Stock | put | 60,000 | $2.5M | |
| HEWLETT PACKARD COHEWLETT PACKARD CO COM | put | 100,000 | $2.48M | |
| BAKER HUGHES INCBAKER HUGHES INC COM | put | 50,000 | $2.31M | |
| LOWLOWES COS INC COM | put | 50,000 | $2.04M | |
| UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP UNITS | call | 50,000 | $1.71M | |
| TLTISHARES TR 20 YR TR BD ETF | call | 15,000 | $1.66M | |
| MUFGMITSUBISHI UFJ FINANCIAL GRO ADR | call | 200,000 | $1.24M | |
| IEFISHARES TR 7-10 YR TRSY BD | call | 10,000 | $1.02M |
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| OMNICOM GROUP INCOMNICOM GROUP INC NOTE 7/3 | principal | 22,500,000 | $25.9M | |
| MICROCHIP TECHNOLOGY INCMICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 | principal | 16,546,000 | $24M | |
| VERISIGN INCVERISIGN INC CORPORATE OBLIG | principal | 14,046,000 | $20M | |
| TAKE-TWO INTERACTIVE SOFTWRETAKE-TWO INTERACTIVE SOFTWRE CNV | principal | 11,892,000 | $17.1M | |
| UNITED THERAPEUTICS CORP DELUNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 | principal | 10,250,000 | $15M | |
| L-3 COMMUNICATIONS CORPL-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 | principal | 12,500,000 | $12.9M | |
| ENDO HEALTH SOLUTIONS INCENDO HEALTH SOLUTIONS INC BOND | principal | 9,000,000 | $12.1M | |
| ENPRO INDS INCENPRO INDS INC DBCV 3.938%10/1 | principal | 6,707,000 | $10.7M | |
| AMTRUST FINANCIAL SERVICES IAMTRUST FINANCIAL SERVICES I NOTE 5.500%12/1 | principal | 7,350,000 | $10.4M | |
| CACI INTL INCCACI INTL INC NOTE 2.125% 5/0 | principal | 8,000,000 | $9.65M | |
| TELEFLEX INCTELEFLEX INC NOTE 3.875% 8/0 | principal | 6,662,000 | $9.14M | |
| ACCURAY INCACCURAY INC BOND | principal | 6,500,000 | $8.27M | |
| GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 | principal | 8,000,000 | $7.99M | |
| ARCHER DANIELS MIDLAND COARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 | principal | 7,850,000 | $7.93M | |
| CEMEX SAB DE CVCEMEX SAB DE CV NOTE 3.750% 3/1 | principal | 5,500,000 | $6.86M | |
| COVANTA HLDG CORPCOVANTA HLDG CORP NOTE 3.250% 6/0 | principal | 5,000,000 | $6.5M | |
| INTL GAME TECH 3.250INTL GAME TECH 3.250 NOTE 3.250% 5/0 | principal | 5,000,000 | $5.35M | |
| ELECTRONIC ARTS INCELECTRONIC ARTS INC NOTE 0.750% 7/1 | principal | 5,000,000 | $5.23M | |
| AK STL CORPAK STL CORP NOTE 5.000%11/1 | principal | 5,300,000 | $4.63M | |
| RTI INTL METALS INCRTI INTL METALS INC NOTE 1.625%10/1 | principal | 4,869,000 | $4.6M | |
| ARRIS GROUP INC 2.000ARRIS GROUP INC 2.000 NOTE | principal | 4,000,000 | $4.15M | |
| NOVELLUS SYS INCNOVELLUS SYS INC NOTE 2.625% 5/1 | principal | 2,500,000 | $3.57M | |
| LINEAR TECH INCLINEAR TECH INC CORPORATE OBLIG | principal | 3,000,000 | $3.15M | |
| FORESTAR GROUP INCFORESTAR GROUP INC NOTE 3.750% 3/0 | principal | 2,310,000 | $2.64M | |
| ALLIANT TECHSYSTEMS 3.000/1…ALLIANT TECHSYSTEMS 3.000/15/24 NOTE | principal | 1,500,000 | $1.75M | |
| AFFYMETRIX INCAFFYMETRIX INC NOTE 4.000% 7/0 | principal | 1,250,000 | $1.25M | |
| PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 | principal | 1,000,000 | $1.05M | |
| CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 | principal | 1,000,000 | $1M | |
| ENCORE CAP GROUP INCENCORE CAP GROUP INC NOTE 3.000%11/2 | principal | 750,000 | $922K |
How Q2 2013 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001140361-13-033032 | base | 2013-08-15 | acceptance time not in the bulk data set |