BlueCrest Capital Management LLP

13F filer, CIK 1363542, ST. PETER PORT, Guernsey

BlueCrest Capital Management LLP reported $1,977,070,000 across 332 holdings for the quarter ended 2013-09-30, in a 13F-HR filed 2013-11-15. Its ten largest share positions make up 28.6% of the portfolio.

Filed 2013-11-15 (acceptance time not in the bulk data set), ingested 2026-10-07 20:02:22 UTC13F-HR 0001140361-13-043208

Period: 2013-09-30
Reported value: $1.98B
Holdings: 332
Top 10 weight: 28.6%
New: 275
Sold out: 42

Largest buys vs the previous quarter

Security	Shares change	Approx. value
DXJnew	+500,000	$24M
HYGnew	+250,000	$22.9M
XLInew	+428,000	$19.9M
POWERSHARESnew	+386,000	$15.1M
LIFE TECHNOLOGIES CORPnew	+106,447	$7.96M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
SPYexited	-550,000	-$88M
AGOreduced	-1,583,283	-$29.7M
IOOexited	-158,655	-$10.7M
PowerShares QQQ Trust Unit …exited	-133,153	-$9.48M
OSGexited	-293,472	-$6.99M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2013

Share positions as resolved from 13F-HR 0001140361-13-043208, largest first. % of portfolio is the value over $837,525,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
DXJWISDOMTREE TR	500,000	$24M	2.86%	new	Timeline
HYGISHARES TR	250,000	$22.9M	2.73%	new	Timeline
XLISELECT SECTOR SPDR TR	428,000	$19.9M	2.37%	new	Timeline
POWERSHARESPOWERSHARES	386,000	$15.1M	1.8%	new
AGOASSURED GUARANTY LTD	597,575	$11.2M	1.34%	-1,583,283	Timeline
LIFE TECHNOLOGIES CORPLIFE TECHNOLOGIES CORP	106,447	$7.96M	0.95%	new
WYWEYERHAEUSER CO	275,000	$7.87M	0.94%	new	Timeline
EOGEOG RES INC	43,700	$7.4M	0.88%	new	Timeline
HALHALLIBURTON CO	118,000	$5.68M	0.68%	new	Timeline
SLBSLB LIMITED	59,500	$5.26M	0.63%	+34,500	Timeline
XCAFXMORGAN STANLEY CHINA A SH FD	230,300	$5.09M	0.61%	+32,300	Timeline
DELL INCDELL INC	349,328	$4.84M	0.58%	new
KOCOCA COLA CO	122,003	$4.62M	0.55%	new	Timeline
VITAL ENERGY INCVITAL ENERGY INC	147,200	$4.37M	0.52%	new
EQTEQT CORP	47,696	$4.23M	0.51%	new	Timeline
NV ENERGY INCNV ENERGY INC	174,710	$4.12M	0.49%	new
MASMASCO CORP	190,000	$4.04M	0.48%	new	Timeline
XLBSELECT SECTOR SPDR TR	95,000	$3.99M	0.48%	new	Timeline
MOLEX INCMOLEX INC	101,300	$3.88M	0.46%	new
PMPHILIP MORRIS INTL INC	44,300	$3.84M	0.46%	new	Timeline
HDHOME DEPOT INC	49,400	$3.75M	0.45%	new	Timeline
ENERGEN CORPENERGEN CORP	49,000	$3.74M	0.45%	new
AAPADVANCE AUTO PARTS INC	45,000	$3.72M	0.44%	new	Timeline
XHBSPDR SERIES TRUST	117,000	$3.58M	0.43%	new	Timeline
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	18,014	$3.4M	0.41%	new
AZOAUTOZONE INC	8,000	$3.38M	0.4%	new	Timeline
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	45,000	$3.35M	0.4%	new
COPCONOCOPHILLIPS	48,100	$3.34M	0.4%	new	Timeline
CMECME GROUP INC	45,000	$3.33M	0.4%	0	Timeline
SHWSHERWIN WILLIAMS CO	18,000	$3.28M	0.39%	new	Timeline
VWOVANGUARD INTL EQUITY INDEX F	81,000	$3.25M	0.39%	+38,000	Timeline
SMSM ENERGY COMPANY	42,000	$3.24M	0.39%	new	Timeline
EEMISHARES TR	79,000	$3.22M	0.38%	+37,000	Timeline
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG	170,000	$3.22M	0.38%	new
CTRACOTERRA ENERGY INC	86,000	$3.21M	0.38%	new	Timeline
JARDEN CORPJARDEN CORP	65,000	$3.15M	0.38%	new
ELAN PLCELAN PLC	200,300	$3.12M	0.37%	new
ITBISHARES TR	136,000	$3.04M	0.36%	new	Timeline
XLVSELECT SECTOR SPDR TR	60,000	$3.04M	0.36%	new	Timeline
RDNRADIAN GROUP INC	217,900	$3.04M	0.36%	new	Timeline
SOLAZYME INCSOLAZYME INC	280,481	$3.02M	0.36%	0
SOURCEFIRE INCSOURCEFIRE INC	39,583	$2.99M	0.36%	new
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF	117,500	$2.94M	0.35%	new
DUNKIN BRANDS GROUP INCDUNKIN BRANDS GROUP INC	65,000	$2.94M	0.35%	new
LOWLOWES COS INC	61,500	$2.93M	0.35%	new	Timeline
MBIMBIA INC	282,040	$2.88M	0.34%	-15,345	Timeline
FXIISHARES TR	74,000	$2.74M	0.33%	+27,000	Timeline
DDOMINION ENERGY INC	42,900	$2.68M	0.32%	new	Timeline
FOOT LOCKER INCFOOT LOCKER INC	78,022	$2.65M	0.32%	new
SHFL ENTMT INCSHFL ENTMT INC	114,834	$2.64M	0.31%	new
WMTWALMART INC	35,000	$2.59M	0.31%	new	Timeline
FAMILY DLR STORES INCFAMILY DLR STORES INC	35,000	$2.52M	0.3%	new
DECKDECKERS OUTDOOR CORP	40,000	$2.52M	0.3%	new	Timeline
ORCLORACLE CORP	75,000	$2.49M	0.3%	new	Timeline
FANGDIAMONDBACK ENERGY INC	58,000	$2.47M	0.3%	new	Timeline
WHITEWAVE FOODS COMPANYWHITEWAVE FOODS COMPANY	120,000	$2.4M	0.29%	new
MCHPMICROCHIP TECHNOLOGY INC.	59,400	$2.39M	0.29%	new	Timeline
XILINX INCXILINX INC	50,500	$2.37M	0.28%	+5,275
SUSUNCOR ENERGY INC NEW	63,000	$2.32M	0.28%	new	Timeline
WHITING PETE CORP NEWWHITING PETE CORP NEW	38,200	$2.29M	0.27%	new
CONTINENTAL RES INCCONTINENTAL RES INC	20,500	$2.2M	0.26%	new
ADIANALOG DEVICES INC	45,400	$2.14M	0.26%	new	Timeline
HESS CORPHESS CORP	27,253	$2.11M	0.25%	new
CBL & ASSOCIATES PROPERTIES…CBL & ASSOCIATES PROPERTIES IN	108,000	$2.06M	0.25%	new
GOLDCORP INC NEWGOLDCORP INC NEW	78,000	$2.03M	0.24%	new
HCP INCHCP INC	48,500	$1.99M	0.24%	new
VMRKVIVMARK RESIDENTIAL	37,000	$1.98M	0.24%	new	Timeline
FEDERAL REALTY INVESTMENT T…FEDERAL REALTY INVESTMENT TRUS	19,500	$1.98M	0.24%	new
Concho Resources Inc.Concho Resources Inc.	17,700	$1.93M	0.23%	new
RCLROYAL CARIBBEAN GROUP	50,000	$1.91M	0.23%	new	Timeline
UISUNISYS CORP	75,000	$1.89M	0.23%	new	Timeline
SPGSIMON PPTY GROUP INC NEW	12,600	$1.87M	0.22%	new	Timeline
CDPCOPT DEFENSE PROPERTIES	80,000	$1.85M	0.22%	new	Timeline
DHID R HORTON INC	95,000	$1.85M	0.22%	new	Timeline
SILVER STD RES INCSILVER STD RES INC	300,002	$1.84M	0.22%	new
AVBAVALONBAY CMNTYS INC	14,500	$1.84M	0.22%	new	Timeline
DDR CORPDDR CORP	116,500	$1.83M	0.22%	new
GMGENERAL MTRS CO	50,600	$1.82M	0.22%	new	Timeline
TJXTJX COS INC NEW	30,000	$1.69M	0.2%	new	Timeline
HEALTH MGMT ASSOC INC NEWHEALTH MGMT ASSOC INC NEW	131,700	$1.69M	0.2%	new
NYSE EURONEXTNYSE EURONEXT	40,000	$1.68M	0.2%	new
CLAYMORE GUGGENHEIMCLAYMORE GUGGENHEIM	66,600	$1.64M	0.2%	+42,600
OPTIMER PHARMACEUTICALS INCOPTIMER PHARMACEUTICALS INC	130,263	$1.64M	0.2%	new
PLDPROLOGIS INC.	43,000	$1.62M	0.19%	new	Timeline
TAUBMAN CTRS INCTAUBMAN CTRS INC	24,000	$1.61M	0.19%	new
SPWRQSUNPOWER CORP	60,000	$1.57M	0.19%	new	Timeline
GULFMARK OFFSHORE INCGULFMARK OFFSHORE INC	30,760	$1.56M	0.19%	new
HD SUPPLY HLDGS INCHD SUPPLY HLDGS INC	70,900	$1.56M	0.19%	new
HAINHAIN CELESTIAL GROUP INC	20,000	$1.54M	0.18%	new	Timeline
NEENEXTERA ENERGY INC	19,200	$1.54M	0.18%	new	Timeline
Dow Chemical CompanyDow Chemical Company	40,000	$1.54M	0.18%	new
CSCOCISCO SYS INC	65,000	$1.52M	0.18%	new	Timeline
CRICARTERS INC	20,000	$1.52M	0.18%	new	Timeline
CCUCOMPANIA CERVECERIAS UNIDAS	56,900	$1.51M	0.18%	new	Timeline
WHRWHIRLPOOL CORP	10,250	$1.5M	0.18%	new	Timeline
OXYOCCIDENTAL PETE CORP	16,000	$1.5M	0.18%	new	Timeline
MTDMETTLER TOLEDO INTERNATIONAL	6,200	$1.49M	0.18%	new	Timeline
KRCKILROY REALTY CORP	29,000	$1.45M	0.17%	new	Timeline
ENCANA CORPENCANA CORP	83,000	$1.44M	0.17%	new
AAPLAPPLE INC	3,000	$1.43M	0.17%	new	Timeline
DHRDANAHER CORP DEL	20,000	$1.39M	0.17%	new	Timeline
ADTRAN INCADTRAN INC	51,999	$1.39M	0.17%	new
TOTALENERGIES SE -SPON ADRTOTALENERGIES SE -SPON ADR	23,900	$1.38M	0.17%	new
PPLPPL CORP	45,000	$1.37M	0.16%	new	Timeline
MENS WEARHOUSE INCMENS WEARHOUSE INC	40,000	$1.36M	0.16%	new
MAXIM INTEGRATED PRODS INCMAXIM INTEGRATED PRODS INC	45,000	$1.34M	0.16%	new
LPXLOUISIANA PAC CORP	76,056	$1.34M	0.16%	new	Timeline
MSFTMICROSOFT CORP	40,000	$1.33M	0.16%	new	Timeline
STARWOOD HOTELS&RESORTS WRLDSTARWOOD HOTELS&RESORTS WRLD	20,000	$1.33M	0.16%	new
EDUCATION RLTY TR INCEDUCATION RLTY TR INC	145,000	$1.32M	0.16%	new
INGERSOLL-RAND PLCINGERSOLL-RAND PLC	20,000	$1.3M	0.16%	new
BYDBOYD GAMING CORP	90,000	$1.27M	0.15%	new	Timeline
UHSUNIVERSAL HLTH SVCS INC	16,600	$1.25M	0.15%	new	Timeline
POST PPTYS INCPOST PPTYS INC	27,500	$1.24M	0.15%	new
TRIUMPH GROUP INC NEWTRIUMPH GROUP INC NEW	16,900	$1.19M	0.14%	new
NEMNEWMONT CORP	42,150	$1.18M	0.14%	+450	Timeline
FIVEFIVE BELOW INC	27,000	$1.18M	0.14%	new	Timeline
RUCKUS WIRELESS INCRUCKUS WIRELESS INC	70,000	$1.18M	0.14%	new
ODFLOLD DOMINION FREIGHT LINE IN	25,000	$1.15M	0.14%	new	Timeline
WESTERN REFNG INCWESTERN REFNG INC	37,800	$1.14M	0.14%	new
RIGTRANSOCEAN LTD	25,000	$1.11M	0.13%	new	Timeline
NWLNEWELL BRANDS INC	40,000	$1.1M	0.13%	new	Timeline
ELSEQUITY LIFESTYLE PROPERTIES	32,000	$1.09M	0.13%	new	Timeline
KODIAK OIL & GAS CORPKODIAK OIL & GAS CORP	88,600	$1.07M	0.13%	new
INTERSIL CORPINTERSIL CORP	95,000	$1.07M	0.13%	new
LENLENNAR CORP	30,000	$1.06M	0.13%	new	Timeline
TXNTEXAS INSTRS INC	26,112	$1.05M	0.13%	new	Timeline
ELLAUDER ESTEE COS INC	15,000	$1.05M	0.13%	new	Timeline
SMITH & WESSON BRANDS, INC.SMITH & WESSON BRANDS, INC.	95,000	$1.04M	0.12%	new
TEXTEREX CORP NEW	30,000	$1.01M	0.12%	new	Timeline
FINISH LINE/THE CL AFINISH LINE/THE CL A	40,000	$995K	0.12%	new
MARKET VECTORS ETF TRMARKET VECTORS ETF TR	20,900	$984K	0.12%	new
PSXPHILLIPS 66	16,726	$967K	0.12%	new	Timeline
BROOKFIELD OFFICE PPTYS INCBROOKFIELD OFFICE PPTYS INC	50,000	$954K	0.11%	new
CABELAS INCCABELAS INC	15,000	$945K	0.11%	new
MDLZMONDELEZ INTL INC	30,000	$943K	0.11%	new	Timeline
CNQCANADIAN NAT RES LTD MED TER	30,000	$943K	0.11%	new	Timeline
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC	15,000	$936K	0.11%	new
BAKER HUGHES INCBAKER HUGHES INC	19,000	$933K	0.11%	new
PDC ENERGY INCPDC ENERGY INC	15,600	$929K	0.11%	new
URBNURBAN OUTFITTERS INC	25,000	$919K	0.11%	new	Timeline
DRIL-QUIP INCDRIL-QUIP INC	8,000	$918K	0.11%	new
STRATEGIC HOTEL & RESORTSSTRATEGIC HOTEL & RESORTS	105,000	$911K	0.11%	new
SPANSION INCSPANSION INC	90,000	$908K	0.11%	new
SRESEMPRA	10,600	$907K	0.11%	new	Timeline
KKELLANOVA	15,383	$903K	0.11%	new	Timeline
MCHIISHARES TR	19,000	$875K	0.1%	new	Timeline
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	9,000	$868K	0.1%	-1,000
MOSMOSAIC CO	20,000	$860K	0.1%	new	Timeline
FCXFREEPORT MCMORAN INC	26,000	$860K	0.1%	new	Timeline
VMWARE, INC.VMWARE, INC.	10,500	$849K	0.1%	new
CARBO CERAMICS INCCARBO CERAMICS INC	8,400	$833K	0.1%	new
SUPERVALU INCSUPERVALU INC	100,000	$823K	0.1%	new
BIGGQBIG LOTS INC.	22,100	$820K	0.1%	new	Timeline
LATAM AIRLS GROUP S ALATAM AIRLS GROUP S A	54,000	$814K	0.1%	new
FTNTFORTINET INC	40,000	$810K	0.1%	new	Timeline
MEOHMETHANEX CORP	15,700	$805K	0.1%	new	Timeline
B/E AEROSPACE INCB/E AEROSPACE INC	10,800	$797K	0.1%	new
MLCOMELCO RESORTS AND ENTMNT LTD	25,000	$796K	0.1%	new	Timeline
PTENPATTERSON-UTI ENERGY INC	37,200	$795K	0.09%	new	Timeline
TIFFANY & CO NEWTIFFANY & CO NEW	10,315	$790K	0.09%	new
CMCSACOMCAST CORP NEW	17,129	$773K	0.09%	new	Timeline
MARATHON OIL CORPMARATHON OIL CORP	22,000	$767K	0.09%	new
NVRIENVIRI CORP	30,000	$747K	0.09%	new	Timeline
NRGNRG ENERGY INC	27,000	$738K	0.09%	new	Timeline
XMESPDR SERIES TRUST	20,000	$733K	0.09%	new	Timeline
JACKJACK IN THE BOX INC	18,300	$732K	0.09%	new	Timeline
CAMERON INTERNATIONAL CORPCAMERON INTERNATIONAL CORP	12,160	$710K	0.08%	new
LEAP WIRELESS INTL INCLEAP WIRELESS INTL INC	44,870	$709K	0.08%	new
AMEAMETEK INC	15,000	$690K	0.08%	new	Timeline
CHEMTURA CORPCHEMTURA CORP	30,000	$690K	0.08%	new
FULFULLER H B CO	15,184	$686K	0.08%	new	Timeline
XPOXPO INC	30,000	$650K	0.08%	new	Timeline
CON-WAY INCCON-WAY INC	15,000	$646K	0.08%	new
WHOLE FOODS MKT INCWHOLE FOODS MKT INC	10,900	$638K	0.08%	new
BROADCOM CORPBROADCOM CORP	23,800	$619K	0.07%	new
HUNHUNTSMAN CORP	30,000	$618K	0.07%	new	Timeline
FBINFORTUNE BRANDS INNOVATIONS I	14,800	$616K	0.07%	new	Timeline
PALL CORPPALL CORP	8,000	$616K	0.07%	new
EBAYEBAY INC.	10,900	$608K	0.07%	new	Timeline
PRAXAIR INCPRAXAIR INC	5,000	$601K	0.07%	new
WMS INDUSTRIES INCWMS INDUSTRIES INC	23,262	$598K	0.07%	new
PVHPVH CORPORATION	5,000	$593K	0.07%	new	Timeline
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	35,500	$592K	0.07%	new
BABOEING CO	5,000	$588K	0.07%	new	Timeline
PIER 1 IMPORTS INCPIER 1 IMPORTS INC	30,000	$586K	0.07%	new
BOB EVANS FARMSBOB EVANS FARMS	10,200	$584K	0.07%	new
CMSCMS ENERGY CORP	22,000	$579K	0.07%	new	Timeline
KKR FINL HLDGS LLCKKR FINL HLDGS LLC	54,800	$566K	0.07%	new
HPHELMERICH & PAYNE INC	8,000	$552K	0.07%	new	Timeline
CFCF INDUSTRIES HOLD	2,569	$542K	0.06%	new	Timeline
WEATHERFORD INTL LTDWEATHERFORD INTL LTD	35,000	$537K	0.06%	new
ANFABERCROMBIE & FITCH CO	15,000	$531K	0.06%	new	Timeline
TILEINTERFACE INC	26,600	$528K	0.06%	new	Timeline
AAXJISHARES TR	9,000	$525K	0.06%	new	Timeline
WLKWESTLAKE CORPORATION	5,000	$523K	0.06%	new	Timeline
ROCHESTER MED CORPROCHESTER MED CORP	25,000	$499K	0.06%	new
AMGAFFILIATED MANAGERS GROUP	2,600	$475K	0.06%	new	Timeline
HERSHA HOSPITALITY TR REITHERSHA HOSPITALITY TR REIT	85,000	$475K	0.06%	new
VVISA INC	2,400	$459K	0.05%	new	Timeline
IYRISHARES TR	6,900	$440K	0.05%	new	Timeline
JOS A BANK CLOTHIERS INCJOS A BANK CLOTHIERS INC	10,000	$439K	0.05%	new
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	20,000	$412K	0.05%	new
POLYPORE INTL INCPOLYPORE INTL INC	10,000	$410K	0.05%	new
SUNEDISON INCSUNEDISON INC	50,000	$399K	0.05%	new
XOMEXXON MOBIL CORP	4,600	$396K	0.05%	new	Timeline
DTEDTE ENERGY CO	6,000	$396K	0.05%	new	Timeline
ENERNOC INCENERNOC INC	26,447	$396K	0.05%	0
MELLANOX TECHNOLOGIES LTDMELLANOX TECHNOLOGIES LTD	10,400	$395K	0.05%	new
AMARIN CORP PLCAMARIN CORP PLC	61,200	$387K	0.05%	new
OCOWENS CORNING NEW	10,000	$380K	0.05%	new	Timeline
MEADWESTVACO CORPMEADWESTVACO CORP	9,800	$376K	0.04%	new
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP	16,600	$375K	0.04%	new
MONSANTO CO NEWMONSANTO CO NEW	3,500	$365K	0.04%	new
CBS CORP NEWCBS CORP NEW	6,431	$355K	0.04%	new
KAYDON CORPKAYDON CORP	10,000	$355K	0.04%	new
AEEAMEREN CORP	10,000	$348K	0.04%	new	Timeline
DGDOLLAR GEN CORP	6,100	$344K	0.04%	new	Timeline
GEOSGEOSPACE TECHNOLOGIES CORP	4,017	$339K	0.04%	new	Timeline
SUPERIOR ENERGY SVCS INCSUPERIOR ENERGY SVCS INC	13,500	$338K	0.04%	new
BEAM INCBEAM INC	5,097	$330K	0.04%	new
FRESH MKT INCFRESH MKT INC	6,500	$308K	0.04%	new
COMSTOCK RESOURCES INCCOMSTOCK RESOURCES INC	18,886	$300K	0.04%	new
CALPINE CORPCALPINE CORP	15,400	$299K	0.04%	new
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORP	30,000	$291K	0.03%	new
AEOAMERICAN EAGLE OUTFITTERS IN	20,000	$280K	0.03%	new	Timeline
FERRO CORPFERRO CORP	30,000	$273K	0.03%	new
MPCMARATHON PETE CORP	4,047	$260K	0.03%	new	Timeline
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	5,874	$257K	0.03%	new
HLFHERBALIFE LTD	3,550	$248K	0.03%	new	Timeline
KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN	2,226	$243K	0.03%	new
DEL FRISCOS RESTAURANT GROUPDEL FRISCOS RESTAURANT GROUP	11,900	$240K	0.03%	new
CRMSALESFORCE INC	4,500	$234K	0.03%	new	Timeline
FIESTA RESTAURANT GROUP INCFIESTA RESTAURANT GROUP INC	6,200	$233K	0.03%	new
NATIONSTAR MORTGAGE HOLDINGSNATIONSTAR MORTGAGE HOLDINGS	3,995	$225K	0.03%	new
MARIN SOFTWARE INCMARIN SOFTWARE INC	17,500	$220K	0.03%	new
U S G CORPU S G CORP	7,300	$209K	0.02%	new
PMTPENNYMAC MTG INVT TR	8,900	$202K	0.02%	new	Timeline
MUMICRON TECHNOLOGY INC	11,500	$201K	0.02%	new	Timeline
AMHAMERICAN HOMES 4 RENT	10,000	$162K	0.02%	new	Timeline
SUNESIS PHARMACEUTICALS INCSUNESIS PHARMACEUTICALS INC	28,500	$141K	0.02%	new
TRIANGLE PETE CORPTRIANGLE PETE CORP	12,700	$125K	0.01%	new
RITEAID CORPRITEAID CORP	20,000	$95K	0.01%	new

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
U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC COM	call	25,500,000	$483M	+250,000
SPYSTATE STR SPDR S&P 500 ETF T SHS	put	1,170,000	$197M	-2,410,000
XLISELECT SECTOR SPDR TR INDL	put	2,393,800	$111M	new
EEMISHARES TR MSCI EMG MKT ETF	call	1,200,000	$48.9M	+900,000
AMZNAMAZON COM INC COM	put	125,000	$39.1M	new
XLUSELECT SECTOR SPDR TR SHS	call	1,000,000	$37.4M	+200,000
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF COM	call	900,000	$22.5M	new
EWWISHARES INC SHS	put	300,000	$19.2M	new
AAPLAPPLE INC COM	call	25,500	$12.2M	new
ISHARESISHARES EXCHANGE TRADED	call	1,000,000	$11.9M	-2,000,000
TSLATESLA INC COM	put	50,000	$9.67M	new
FMSFRESENIUS MEDICAL CARE AG ADR	call	200,000	$9.62M	new
EWZISHARES INC MSCI BRAZIL ETF	put	200,000	$9.58M	new
PENNEY J C INCPENNEY J C INC COM	call	1,015,000	$8.94M	new
UPSUNITED PARCEL SVCS INC COM	put	90,000	$8.22M	0
TMTOYOTA MOTOR CORP ADR	call	60,000	$7.68M	0
BARRICK GOLD CORPBARRICK GOLD CORP COM	call	400,000	$7.45M	-200,000
METMETLIFE INC Stock	put	150,000	$7.04M	0
CSCOCISCO SYS INC COM	put	300,000	$7.03M	0
MMM3M CO Stock	put	58,100	$6.94M	new
LORILLARD INCLORILLARD INC COM	put	150,000	$6.72M	0
CCJCAMECO CORP Stock	call	300,000	$5.42M	new
JNJJOHNSON & JOHNSON COM	put	59,300	$5.14M	new
U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC COM	put	258,500	$4.9M	-1,313,200
XHBSPDR SERIES TRUST SHS	put	144,600	$4.42M	new
EEMISHARES TR MSCI EMG MKT ETF	put	100,000	$4.08M	new
HMCHONDA MOTOR CO LTD ADR	call	90,000	$3.43M	0
GROUPON INCGROUPON INC COMMON STOCK	put	300,000	$3.36M	new
Anglogold Ashanti PlcAnglogold Ashanti Plc Common	put	250,000	$3.32M	new
TGTTARGET CORP Stock	put	50,000	$3.2M	0
AMERICAN CAPITAL LTDAMERICAN CAPITAL LTD COM	call	200,000	$2.75M	0
CROXCROCS INC Stock	call	200,000	$2.72M	new
AAPADVANCE AUTO PARTS INC COM	call	30,000	$2.48M	new
BAKER HUGHES INCBAKER HUGHES INC COM	put	50,000	$2.46M	0
LOWLOWES COS INC COM	put	50,000	$2.38M	0
ONYX PHARMACEUTICALS INCONYX PHARMACEUTICALS INC COM	call	19,000	$2.37M	new
ITBISHARES TR US HOME CONS ETF	put	100,000	$2.23M	new
HEWLETT PACKARD COHEWLETT PACKARD CO COM	put	100,000	$2.1M	0
FAMILY DLR STORES INCFAMILY DLR STORES INC COM	call	20,000	$1.44M	new
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG COM	call	75,000	$1.42M	new
EATBRINKER INTL INC Stock	put	35,000	$1.42M	new
MUFGMITSUBISHI UFJ FINANCIAL GRO ADR	call	200,000	$1.28M	0
AZOAUTOZONE INC Stock	call	2,500	$1.06M	new
JUNIPER NETWORKS INCJUNIPER NETWORKS INC COM	call	50,000	$993K	new
PENNEY J C INCPENNEY J C INC COM	put	94,500	$832K	new
HLHECLA MINING COMPANY COM	call	200,000	$628K	new
PCRXPACIRA BIOSCIENCES INC Stock	put	10,000	$481K	new
DRIDARDEN RESTAURANTS INC Stock	put	10,000	$463K	new
COSTCOSTCO WHOLESALE CORPORATION COM	put	4,000	$461K	new
GREEN MTN COFFEE ROASTERS INGREEN MTN COFFEE ROASTERS IN COM	put	5,000	$377K	new
MOLYCORP INC DELMOLYCORP INC DEL COM	call	50,000	$328K	new
HILLSHIRE BRANDS COHILLSHIRE BRANDS CO COM	call	8,900	$274K	new
ZYNGA INC.ZYNGA INC. CL A	call	50,000	$184K	new

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
MICROCHIP TECHNOLOGY INCMICROCHIP TECHNOLOGY INC SDCV 2.125%12/1	principal	24,546,000	$38.6M	+8,000,000
MICRON TECHNOLOGY INCMICRON TECHNOLOGY INC NOTE 3.125% 5/0	principal	18,990,000	$36.1M	new
CEMEX SAB DE CVCEMEX SAB DE CV NOTE 3.750% 3/1	principal	17,000,000	$22.1M	+11,500,000
VERISIGN INCVERISIGN INC CORPORATE OBLIG	principal	14,046,000	$22M	0
MICRON TECHNOLOGY INCMICRON TECHNOLOGY INC NOTE 1.500% 8/0	principal	10,000,000	$18.7M	new
ENPRO INDS INCENPRO INDS INC DBCV 3.938%10/1	principal	9,707,000	$18M	+3,000,000
EXELIXIS INCEXELIXIS INC NOTE 4.250% 8/1	principal	14,846,000	$17.3M	new
CACI INTL INCCACI INTL INC NOTE 2.125% 5/0	principal	13,050,000	$16.8M	+5,050,000
GOLDCORP INC NEWGOLDCORP INC NEW NOTE 2.000% 8/0	principal	15,000,000	$15.2M	new
ENDO HEALTH SOLUTIONS INCENDO HEALTH SOLUTIONS INC BOND	principal	9,000,000	$14.4M	0
ARCHER DANIELS MIDLAND COARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1	principal	12,850,000	$13.1M	+5,000,000
RTI INTL METALS INCRTI INTL METALS INC NOTE 1.625%10/1	principal	11,069,000	$11.6M	+6,200,000
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE	principal	6,000,000	$11M	new
TELEFLEX INCTELEFLEX INC NOTE 3.875% 8/0	principal	7,162,000	$10.1M	+500,000
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE 1.500%12/1	principal	10,050,000	$10.1M	+9,050,000
UNITED THERAPEUTICS CORP DELUNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1	principal	5,250,000	$8.92M	-5,000,000
L-3 COMMUNICATIONS CORPL-3 COMMUNICATIONS CORP DEBT 3.000% 8/0	principal	7,500,000	$8.22M	-5,000,000
GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW NOTE 0.875%11/1	principal	8,000,000	$8.02M	0
ICONIX BRAND GROUP INCICONIX BRAND GROUP INC NOTE	principal	6,000,000	$7.47M	new
NOVELLUS SYS INCNOVELLUS SYS INC NOTE 2.625% 5/1	principal	4,611,000	$7.34M	+2,111,000
COVANTA HLDG CORPCOVANTA HLDG CORP NOTE 3.250% 6/0	principal	5,000,000	$6.95M	0
AMTRUST FINANCIAL SERVICES IAMTRUST FINANCIAL SERVICES I NOTE 5.500%12/1	principal	3,823,000	$6.09M	-3,527,000
OMNICOM GROUP INCOMNICOM GROUP INC NOTE 7/3	principal	4,500,000	$5.45M	-18,000,000
NEWMONT MINING CORPNEWMONT MINING CORP NOTE	principal	5,000,000	$5.07M	new
ACCURAY INCACCURAY INC BOND	principal	3,000,000	$4.55M	-3,500,000
WEB COM GROUP INCWEB COM GROUP INC NOTE 1.000% 8/1	principal	4,000,000	$4.54M	new
ARRIS GROUP INC 2.000ARRIS GROUP INC 2.000 NOTE	principal	4,000,000	$4.33M	0
OMNICAREOMNICARE NOTE3	principal	4,500,000	$4.31M	new
ASCENT CAP GROUP INCASCENT CAP GROUP INC NOTE 4.000 7/1	principal	4,000,000	$4.26M	new
PROSPECT CAPITAL CORPORATIO…PROSPECT CAPITAL CORPORATION 5.75… Convertible	principal	4,000,000	$4.11M	new
LINEAR TECH INCLINEAR TECH INC CORPORATE OBLIG	principal	3,000,000	$3.25M	0
ENCORE CAP GROUP INCENCORE CAP GROUP INC NOTE 3.000%11/2	principal	1,750,000	$2.75M	+1,000,000
ALLIANT TECHSYSTEMS 3.000/1…ALLIANT TECHSYSTEMS 3.000/15/24 NOTE	principal	2,000,000	$2.63M	+500,000
AFFYMETRIX INCAFFYMETRIX INC NOTE 4.000% 7/0	principal	1,750,000	$2.22M	+500,000
XILINX INCXILINX INC SDCV 3.125% 3/1	principal	1,000,000	$1.6M	new
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION MTNF 5.375%10/1	principal	1,000,000	$1.06M	0

Sold out in Q3 2013

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
SPYSTATE STR SPDR S&P 500 ETF T	550,000	$88M	shares
BARCLAYS BK PLCBARCLAYS BK PLC	3,300,000	$68.3M	put
TBTPROSHARES TR	600,000	$43.5M	call
NUENUCOR CORP	800,000	$34.7M	put
XLBSELECT SECTOR SPDR TR	500,000	$19.2M	call
XOMEXXON MOBIL CORP	200,000	$18.1M	put
TAKE-TWO INTERACTIVE SOFTWRETAKE-TWO INTERACTIVE SOFTWRE	11,892,000	$17.1M	principal
FXIISHARES TR	500,000	$16.3M	call
UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP	458,700	$15.7M	put
VZVERIZON COMMUNICATIONS INC	300,000	$15.1M	call
NATIONAL OILWELL VARCO INCNATIONAL OILWELL VARCO INC	200,000	$13.8M	call
GNWGENWORTH FINL INC	1,000,000	$11.4M	call
IOOISHARES TR	158,655	$10.7M	shares
GMGENERAL MTRS CO	300,000	$9.99M	call
FXIISHARES TR	300,000	$9.76M	put
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser	133,153	$9.48M	shares
CATCATERPILLAR INC	100,000	$8.25M	put
PGPROCTER & GAMBLE CO	100,000	$7.7M	put
NSCNORFOLK SOUTHN CORP	103,400	$7.51M	put
OSGOCTAVE SPECIALTY GROUP INC	293,472	$6.99M	shares
XLBSELECT SECTOR SPDR TR	150,000	$5.75M	put
INTL GAME TECH 3.250INTL GAME TECH 3.250	5,000,000	$5.35M	principal
DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO	100,000	$5.25M	put
ELECTRONIC ARTS INCELECTRONIC ARTS INC	5,000,000	$5.23M	principal
NTTYYNTT, INC. AMERICAN DEPOSITARY	200,000	$5.2M	call
XLESELECT SECTOR SPDR TR	60,000	$4.7M	shares
AK STL CORPAK STL CORP	5,300,000	$4.63M	principal
BARRICK GOLD CORPBARRICK GOLD CORP	290,000	$4.57M	put
SPDR SERIES TRUSTSPDR SERIES TRUST	70,000	$4.07M	put
ALBERTSONS CO SHS CL A CLAS…ALBERTSONS CO SHS CL A CLASS CLAS…	800,000	$3.02M	call
MBIMBIA INC	200,000	$2.66M	call
FORESTAR GROUP INCFORESTAR GROUP INC	2,310,000	$2.64M	principal
HALHALLIBURTON CO	60,000	$2.5M	put
GLDSPDR GOLD TR	20,000	$2.38M	shares
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	20,000	$1.72M	shares
UNITED STATES OIL FUND LPUNITED STATES OIL FUND LP	50,000	$1.71M	call
TLTISHARES TR	15,000	$1.66M	call
CVXCHEVRON CORPORATION	10,000	$1.18M	shares
IEFISHARES TR	10,000	$1.02M	call
SPDR SERIES TRUSTSPDR SERIES TRUST	10,000	$582K	shares
CUBICUSTOMERS BANCORP INC	15,211	$247K	shares
DVNDEVON ENERGY CORP NEW	4,500	$233K	shares

How Q3 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 0001140361-13-043208	base		2013-11-15	acceptance time not in the bulk data set	2026-10-07 20:02:22 UTC
13F-HR/A 0001140361-15-007285	added	new holdings	2015-02-17	acceptance time not in the bulk data set	2026-10-07 19:17:13 UTC