BlueCrest Capital Management LLP

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

BlueCrest Capital Management LLP reported $1,218,152,000 across 367 holdings for the quarter ended 2013-12-31, in a 13F-HR/A filed 2015-02-17. Its ten largest share positions make up 33.65% of the portfolio.

Filed 2015-02-17 (acceptance time not in the bulk data set), ingested 2026-10-07 19:17:13 UTC13F-HR/A 0001140361-15-007310

Period: 2013-12-31
Reported value: $1.22B
Holdings: 367
Top 10 weight: 33.65%
New: 227
Sold out: 192

Largest buys vs the previous quarter

Security	Shares change	Approx. value
SPYnew	+500,000	$92.3M
MUadded	+714,820	$15.5M
MEDTRONIC INCnew	+186,900	$10.7M
RDNadded	+630,180	$8.9M
NOBLE ENERGY INCnew	+76,100	$5.18M

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
HYGexited	-250,000	-$22.9M
DXJreduced	-418,874	-$21.3M
XLIexited	-428,000	-$19.9M
AGOexited	-597,575	-$11.2M
WYreduced	-175,000	-$5.52M

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, Q4 2013

Share positions as resolved from 13F-HR/A 0001140361-15-007310, largest first. % of portfolio is the value over $871,461,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
SPYSTATE STR SPDR S&P 500 ETF T	500,000	$92.3M	10.6%	new	Timeline
MUMICRON TECHNOLOGY INC	726,320	$15.8M	1.81%	+714,820	Timeline
RDNRADIAN GROUP INC	848,080	$12M	1.37%	+630,180	Timeline
POWERSHARESPOWERSHARES	264,000	$11.4M	1.31%	-122,000
MEDTRONIC INCMEDTRONIC INC	186,900	$10.7M	1.23%	new
LIFE TECHNOLOGIES CORPLIFE TECHNOLOGIES CORP	111,561	$8.46M	0.97%	+5,114
EOGEOG RES INC	43,200	$7.25M	0.83%	-500	Timeline
EEMISHARES TR	160,000	$6.69M	0.77%	+81,000	Timeline
CTRACOTERRA ENERGY INC	166,600	$6.46M	0.74%	+80,600	Timeline
VWOVANGUARD INTL EQUITY INDEX F	150,000	$6.17M	0.71%	+69,000	Timeline
SLBSLB LIMITED	65,700	$5.92M	0.68%	+6,200	Timeline
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	52,000	$5.46M	0.63%	+43,000
NOBLE ENERGY INCNOBLE ENERGY INC	76,100	$5.18M	0.59%	new
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	44,337	$5.05M	0.58%	new
CARRIZO OIL & GAS INCCARRIZO OIL & GAS INC	108,200	$4.84M	0.56%	new
HALHALLIBURTON CO	93,138	$4.73M	0.54%	-24,862	Timeline
WHITING PETE CORP NEWWHITING PETE CORP NEW	74,668	$4.62M	0.53%	+36,468
CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATION	98,000	$4.6M	0.53%	new
FOOT LOCKER INCFOOT LOCKER INC	106,840	$4.43M	0.51%	+28,818
DRIL-QUIP INCDRIL-QUIP INC	40,000	$4.4M	0.5%	+32,000
PTENPATTERSON-UTI ENERGY INC	170,362	$4.31M	0.5%	+133,162	Timeline
OKEONEOK INC NEW	78,900	$4.29M	0.49%	new	Timeline
CCITIGROUP INC	80,708	$4.21M	0.48%	new	Timeline
GMGENERAL MTRS CO	101,120	$4.13M	0.47%	+50,520	Timeline
DXJWISDOMTREE TR	81,126	$4.12M	0.47%	-418,874	Timeline
SWIFT TRANSPORTATION COSWIFT TRANSPORTATION CO	172,974	$3.84M	0.44%	new
FXIISHARES TR	100,000	$3.84M	0.44%	+26,000	Timeline
VIACOM INCVIACOM INC	43,900	$3.83M	0.44%	new
OXYOCCIDENTAL PETE CORP	40,300	$3.83M	0.44%	+24,300	Timeline
EXTERRAN HLDGS INCEXTERRAN HLDGS INC	109,500	$3.75M	0.43%	new
IBMINTERNATIONAL BUSINESS MACHS	19,800	$3.71M	0.43%	new	Timeline
DISDISNEY WALT CO	46,852	$3.58M	0.41%	new	Timeline
CBS CORP NEWCBS CORP NEW	56,089	$3.58M	0.41%	+49,658
HESS CORPHESS CORP	43,053	$3.57M	0.41%	+15,800
CMECME GROUP INC	45,000	$3.53M	0.41%	0	Timeline
TIME WARNER CABLE INCTIME WARNER CABLE INC	25,503	$3.46M	0.4%	new
KBRKBR INC	100,100	$3.19M	0.37%	new	Timeline
DHID R HORTON INC	142,900	$3.19M	0.37%	+47,900	Timeline
LVSLAS VEGAS SANDS CORP	40,353	$3.18M	0.37%	new	Timeline
WYWEYERHAEUSER CO	100,000	$3.16M	0.36%	-175,000	Timeline
MMM3M CO	22,100	$3.1M	0.36%	new	Timeline
SOLAZYME INCSOLAZYME INC	280,481	$3.05M	0.35%	0
KODIAK OIL & GAS CORPKODIAK OIL & GAS CORP	272,290	$3.05M	0.35%	+183,690
AALAMERICAN AIRLINES GROUP INC	120,000	$3.03M	0.35%	new	Timeline
YAHOO INCYAHOO INC	74,352	$3.01M	0.35%	new
HASHASBRO INC	54,054	$2.97M	0.34%	new	Timeline
ROWAN COMPANIES PLCROWAN COMPANIES PLC	84,104	$2.97M	0.34%	new
ASHRDBX ETF TR	120,000	$2.96M	0.34%	new	Timeline
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	56,516	$2.94M	0.34%	+50,642
Hubbell Inc Class BHubbell Inc Class B	26,100	$2.84M	0.33%	new
E M C CORP MASSE M C CORP MASS	112,805	$2.84M	0.33%	new
KOCOCA COLA CO	68,529	$2.83M	0.32%	-53,474	Timeline
BPOPPOPULAR INC	97,500	$2.8M	0.32%	new	Timeline
CONSOL ENERGY INCCONSOL ENERGY INC	71,500	$2.72M	0.31%	new
AMZNAMAZON COM INC	6,700	$2.67M	0.31%	new	Timeline
GoogleGoogle	2,348	$2.63M	0.3%	new
STARWOOD HOTELS&RESORTS WRLDSTARWOOD HOTELS&RESORTS WRLD	32,872	$2.61M	0.3%	+12,872
CORE LABORATORIES N VCORE LABORATORIES N V	13,600	$2.6M	0.3%	new
DVADAVITA INC	39,971	$2.53M	0.29%	new	Timeline
GNC HLDGS INCGNC HLDGS INC	43,051	$2.52M	0.29%	new
HEALTH MGMT ASSOC INC NEWHEALTH MGMT ASSOC INC NEW	190,999	$2.5M	0.29%	+59,299
HDHOME DEPOT INC	29,936	$2.46M	0.28%	-19,464	Timeline
AAXJISHARES TR	40,000	$2.41M	0.28%	+31,000	Timeline
DIRECTVDIRECTV	34,200	$2.36M	0.27%	new
VVISA INC	10,400	$2.32M	0.27%	+8,000	Timeline
LSI CORPORATIONLSI CORPORATION	205,400	$2.27M	0.26%	new
PDC ENERGY INCPDC ENERGY INC	41,401	$2.2M	0.25%	+25,801
HOGHARLEY DAVIDSON INC	31,253	$2.16M	0.25%	new	Timeline
MAGICJACK VOCALTEC LTDMAGICJACK VOCALTEC LTD	178,350	$2.12M	0.24%	new
ALON USA ENERGY INCALON USA ENERGY INC	126,000	$2.08M	0.24%	new
ALSNALLISON TRANSMISSION HLDGS I	75,000	$2.07M	0.24%	new	Timeline
SBUXSTARBUCKS CORP	25,885	$2.03M	0.23%	new	Timeline
TESORO CORPTESORO CORP	34,294	$2.01M	0.23%	new
BONANZA CREEK ENERGY INCBONANZA CREEK ENERGY INC	45,100	$1.96M	0.22%	new
WHITEWAVE FOODS COMPANYWHITEWAVE FOODS COMPANY	85,119	$1.95M	0.22%	-34,881
MCHIISHARES TR	40,000	$1.93M	0.22%	+21,000	Timeline
PKGPACKAGING CORP AMER	30,000	$1.9M	0.22%	new	Timeline
FCXFREEPORT MCMORAN INC	50,300	$1.9M	0.22%	+24,300	Timeline
PENN VIRGINIA CORPPENN VIRGINIA CORP	200,400	$1.89M	0.22%	new
BEAM INCBEAM INC	27,516	$1.87M	0.21%	+22,419
WHRWHIRLPOOL CORP	11,863	$1.86M	0.21%	+1,613	Timeline
FAMILY DLR STORES INCFAMILY DLR STORES INC	28,611	$1.86M	0.21%	-6,389
CONTINENTAL RES INCCONTINENTAL RES INC	16,476	$1.85M	0.21%	-4,024
MOSMOSAIC CO	39,100	$1.85M	0.21%	+19,100	Timeline
METMETLIFE INC	34,000	$1.83M	0.21%	new	Timeline
MEOHMETHANEX CORP	30,000	$1.78M	0.2%	+14,300	Timeline
DDOMINION ENERGY INC	27,300	$1.77M	0.2%	-15,600	Timeline
SILVER STD RES INCSILVER STD RES INC	251,702	$1.75M	0.2%	-48,300
CUBIST PHARMACEUTICALS INCCUBIST PHARMACEUTICALS INC	25,000	$1.72M	0.2%	new
AMGAFFILIATED MANAGERS GROUP	7,900	$1.71M	0.2%	+5,300	Timeline
OSGOCTAVE SPECIALTY GROUP INC	69,500	$1.71M	0.2%	new	Timeline
Seadrill Partners, LLCSeadrill Partners, LLC	55,000	$1.71M	0.2%	new
MASMASCO CORP	74,139	$1.69M	0.19%	-115,861	Timeline
SRESEMPRA	18,800	$1.69M	0.19%	+8,200	Timeline
LIBERTY MEDIA CORP DELAWARELIBERTY MEDIA CORP DELAWARE	11,450	$1.68M	0.19%	new
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	19,972	$1.62M	0.19%	-25,028
DTEDTE ENERGY CO	24,400	$1.62M	0.19%	+18,400	Timeline
SWKSTANLEY BLACK & DECKER INC	20,000	$1.61M	0.19%	new	Timeline
DHRDANAHER CORP DEL	20,600	$1.59M	0.18%	+600	Timeline
XYRATEX LTDXYRATEX LTD	117,185	$1.56M	0.18%	new
LPXLOUISIANA PAC CORP	83,149	$1.54M	0.18%	+7,093	Timeline
FANGDIAMONDBACK ENERGY INC	29,080	$1.54M	0.18%	-28,920	Timeline
NINISOURCE INC	46,300	$1.52M	0.17%	new	Timeline
CAMERON INTERNATIONAL CORPCAMERON INTERNATIONAL CORP	25,300	$1.51M	0.17%	+13,140
WABWABTEC	20,100	$1.49M	0.17%	new	Timeline
GULFMARK OFFSHORE INCGULFMARK OFFSHORE INC	31,360	$1.48M	0.17%	+600
ROCKET COMPANIES CLA A CLAS…ROCKET COMPANIES CLA A CLASS A	14,000	$1.47M	0.17%	new
COFCAPITAL ONE FINL CORP	18,900	$1.45M	0.17%	new	Timeline
LIBERTY INTERACTIVE CORPLIBERTY INTERACTIVE CORP	11,800	$1.45M	0.17%	new
ICEINTERCONTINENTAL EXCHANGE IN	6,385	$1.44M	0.16%	new	Timeline
ESSESSEX PPTY TR INC	10,000	$1.44M	0.16%	new	Timeline
CFRCULLEN FROST BANKERS INC	18,800	$1.4M	0.16%	new	Timeline
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC	23,184	$1.38M	0.16%	+8,184
DFC GLOBAL CORPDFC GLOBAL CORP	119,500	$1.37M	0.16%	new
EQTEQT CORP	15,100	$1.36M	0.16%	-32,596	Timeline
LIBERTY PROPERTY TRUSTLIBERTY PROPERTY TRUST	40,000	$1.35M	0.16%	new
VLOVALERO ENERGY CORP	26,200	$1.32M	0.15%	new	Timeline
TRGPTARGA RES CORP	14,900	$1.31M	0.15%	new	Timeline
CABELAS INCCABELAS INC	19,714	$1.31M	0.15%	+4,714
ALBALBEMARLE CORP	20,700	$1.31M	0.15%	new	Timeline
TTWOTAKE-TWO INTERACTIVE SOFTWAR	74,998	$1.3M	0.15%	new	Timeline
UNPUNION PAC CORP	7,700	$1.29M	0.15%	new	Timeline
HHYATT HOTELS CORP	26,100	$1.29M	0.15%	new	Timeline
NORTHERN OIL & GAS INC NEVNORTHERN OIL & GAS INC NEV	85,200	$1.28M	0.15%	new
PPLPPL CORP	42,500	$1.28M	0.15%	-2,500	Timeline
ROKROCKWELL AUTOMATION INC	10,600	$1.25M	0.14%	new	Timeline
NCLHNORWEGIAN CRUISE LINE HLDGS	35,200	$1.25M	0.14%	new	Timeline
WUWESTERN UN CO	71,100	$1.23M	0.14%	new	Timeline
MTNVAIL RESORTS INC	16,041	$1.21M	0.14%	new	Timeline
FLRFLUOR CORP	14,500	$1.16M	0.13%	new	Timeline
CLCOLGATE PALMOLIVE CO	17,590	$1.15M	0.13%	new	Timeline
ETNEATON CORP PLC	15,000	$1.14M	0.13%	new	Timeline
TRIUMPH GROUP INC NEWTRIUMPH GROUP INC NEW	14,700	$1.12M	0.13%	-2,200
OIIOCEANEERING INTL INC	14,000	$1.1M	0.13%	new	Timeline
BMRNBIOMARIN PHARMACEUTICAL INC	15,500	$1.09M	0.13%	new	Timeline
ENERGEN CORPENERGEN CORP	15,400	$1.09M	0.13%	-33,600
KKR & CO LPKKR & CO LP	44,374	$1.08M	0.12%	new
NEENEXTERA ENERGY INC	12,600	$1.08M	0.12%	-6,600	Timeline
FFIVF5 INC	11,860	$1.08M	0.12%	new	Timeline
BSACBANCO SANTANDER CHILE NEW	45,000	$1.06M	0.12%	new	Timeline
CANADIAN PACIFIC RAILWAYSCANADIAN PACIFIC RAILWAYS	7,000	$1.06M	0.12%	new
STRAYER ED INCSTRAYER ED INC	30,000	$1.03M	0.12%	new
HONHONEYWELL INTL INC	11,000	$1M	0.12%	new	Timeline
HEIDELBERG MATLS AG FSPONSO…HEIDELBERG MATLS AG FSPONSORED AD…	152,600	$995K	0.11%	new
CHEMTURA CORPCHEMTURA CORP	35,448	$990K	0.11%	+5,448
GENESEE & WYOMING INCGENESEE & WYOMING INC	10,170	$977K	0.11%	new
PRICELINE GRP INCPRICELINE GRP INC	837	$973K	0.11%	new
DREAMWORKS ANIMATION SKG INCDREAMWORKS ANIMATION SKG INC	27,360	$971K	0.11%	new
AXIALL CORPAXIALL CORP	20,400	$968K	0.11%	new
LYBLYONDELLBASELL INDUSTRIES NV	11,980	$962K	0.11%	new	Timeline
EATON VANCE CORPEATON VANCE CORP	22,300	$954K	0.11%	new
PPGPPG INDS INC	5,000	$948K	0.11%	new	Timeline
BROADCOM CORPBROADCOM CORP	30,300	$898K	0.1%	+6,500
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	30,200	$891K	0.1%	+10,200
CFCF INDUSTRIES HOLD	3,779	$881K	0.1%	+1,210	Timeline
LATAM AIRLS GROUP S ALATAM AIRLS GROUP S A	54,000	$881K	0.1%	0
EXPDEXPEDITORS INTL WASH INC	19,403	$859K	0.1%	new	Timeline
XCAFXMORGAN STANLEY CHINA A SH FD	36,000	$857K	0.1%	-194,300	Timeline
PORPORTLAND GEN ELEC CO	28,300	$855K	0.1%	new	Timeline
ENERPLUS CORPENERPLUS CORP	47,000	$854K	0.1%	new
AAPLAPPLE INC	1,494	$838K	0.1%	-1,506	Timeline
REGAL ENTMT GROUPREGAL ENTMT GROUP	42,816	$833K	0.1%	new
DEIDOUGLAS EMMETT INC	35,000	$815K	0.09%	new	Timeline
ATRAPTARGROUP INC	11,990	$813K	0.09%	new	Timeline
BROBROWN & BROWN INC	25,900	$813K	0.09%	new	Timeline
EXPEAGLE MATLS INC	10,425	$807K	0.09%	new	Timeline
REX ENERGY CORPORATIONREX ENERGY CORPORATION	40,520	$799K	0.09%	new
BRBROADRIDGE FINL SOLUTIONS IN	20,200	$798K	0.09%	new	Timeline
TERTERADYNE INC	44,645	$787K	0.09%	new	Timeline
LAM RESEARCH CORPLAM RESEARCH CORP	14,400	$784K	0.09%	new
PHMPULTE GROUP INC	37,800	$770K	0.09%	new	Timeline
TRW AUTOMOTIVE HLDGS CORPTRW AUTOMOTIVE HLDGS CORP	10,100	$751K	0.09%	new
DISCOVERY INCDISCOVERY INC	8,300	$750K	0.09%	new
MONSTER BEVERAGE CORP NEMONSTER BEVERAGE CORP NE	11,000	$745K	0.09%	new
WEXWEX INC	7,500	$743K	0.09%	new	Timeline
HOLLYWOOD MEDIA CORPHOLLYWOOD MEDIA CORP	528,400	$740K	0.08%	new
KNIGHT TRANSN INCKNIGHT TRANSN INC	40,116	$736K	0.08%	new
MDLZMONDELEZ INTL INC	20,687	$730K	0.08%	-9,313	Timeline
DST SYS INC DELDST SYS INC DEL	8,000	$726K	0.08%	new
DUKE REALTY CORPDUKE REALTY CORP	47,500	$714K	0.08%	new
ARCELORMITTAL FUNSPONSORED …ARCELORMITTAL FUNSPONSORED ADR 1 …	40,000	$714K	0.08%	new
JARDEN CORPJARDEN CORP	11,568	$710K	0.08%	-53,432
EZPWEZCORP INC	59,918	$700K	0.08%	new	Timeline
CRICARTERS INC	9,728	$698K	0.08%	-10,272	Timeline
ATIATI INC	19,168	$683K	0.08%	new	Timeline
SHWSHERWIN WILLIAMS CO	3,581	$657K	0.08%	-14,419	Timeline
JACKJACK IN THE BOX INC	13,125	$657K	0.08%	-5,175	Timeline
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	11,330	$656K	0.08%	new
PACWEST BANCORP DELPACWEST BANCORP DEL	15,400	$650K	0.07%	new
ELLAUDER ESTEE COS INC	8,574	$646K	0.07%	-6,426	Timeline
TE CONNECTIVITY LTDTE CONNECTIVITY LTD	11,358	$626K	0.07%	new
FAIRWAY GROUP HLDGS CORPFAIRWAY GROUP HLDGS CORP	34,171	$621K	0.07%	new
SIGSIGNET JEWELERS LTD	7,800	$614K	0.07%	new	Timeline
LIONS GATE ENTMNT CORPLIONS GATE ENTMNT CORP	19,100	$605K	0.07%	new
MPCMARATHON PETE CORP	6,500	$596K	0.07%	+2,453	Timeline
WSTWEST PHARMACEUTICAL SVSC INC	12,000	$589K	0.07%	new	Timeline
TILEINTERFACE INC	26,600	$584K	0.07%	0	Timeline
MONTPELIER RE HLDGS LTD SHMONTPELIER RE HLDGS LTD SH	20,000	$582K	0.07%	new
NWLNEWELL BRANDS INC	17,865	$579K	0.07%	-22,135	Timeline
BKHBLACK HILLS CORP	11,000	$578K	0.07%	new	Timeline
RJFRAYMOND JAMES FINL INC	10,735	$560K	0.06%	new	Timeline
SPANSION INCSPANSION INC	40,292	$560K	0.06%	-49,708
TJXTJX COS INC NEW	8,230	$524K	0.06%	-21,770	Timeline
WDCWESTERN DIGITAL CORP	6,227	$522K	0.06%	new	Timeline
FBINFORTUNE BRANDS INNOVATIONS I	11,308	$517K	0.06%	-3,492	Timeline
KOFCOCA-COLA FEMSA SAB DE CV	4,200	$511K	0.06%	new	Timeline
WERNWERNER ENTERPRISES INC	20,400	$504K	0.06%	new	Timeline
ENERGIZER HLDGS INCENERGIZER HLDGS INC	4,600	$498K	0.06%	new
RIVERBED TECHNOLOGY INCRIVERBED TECHNOLOGY INC	27,274	$493K	0.06%	new
HOSHORNBECK OFFSHORE SERVICES I	21,213	$492K	0.06%	new	Timeline
CDNSCADENCE DESIGN SYSTEM INC	34,300	$481K	0.06%	new	Timeline
INGERSOLL-RAND PLCINGERSOLL-RAND PLC	7,799	$480K	0.06%	-12,201
CLAYMORE GUGGENHEIMCLAYMORE GUGGENHEIM	18,000	$480K	0.06%	-48,600
PEOPLE'S UNITED FINANCIAL I…PEOPLE'S UNITED FINANCIAL INC	31,700	$479K	0.05%	new
RESPONSYS INCRESPONSYS INC	17,239	$473K	0.05%	new
QLIK TECHNOLOGIES INCQLIK TECHNOLOGIES INC	17,400	$463K	0.05%	new
ENERNOC INCENERNOC INC	26,447	$455K	0.05%	0
MDUMDU RES GROUP INC	14,600	$446K	0.05%	new	Timeline
PANDORA MEDIA INCPANDORA MEDIA INC	16,701	$444K	0.05%	new
FRESH MKT INCFRESH MKT INC	10,879	$441K	0.05%	+4,379
ONEMAIN HOLDINGSONEMAIN HOLDINGS	17,300	$437K	0.05%	new
XILINX INCXILINX INC	9,225	$424K	0.05%	-41,275
TDGTRANSDIGM GROUP INC	2,600	$419K	0.05%	new	Timeline
FULFULLER H B CO	8,000	$416K	0.05%	-7,184	Timeline
MELLANOX TECHNOLOGIES LTDMELLANOX TECHNOLOGIES LTD	10,400	$416K	0.05%	0
TMUST-MOBILE US INC	12,000	$404K	0.05%	new	Timeline
MEADWESTVACO CORPMEADWESTVACO CORP	10,900	$403K	0.05%	+1,100
MCHPMICROCHIP TECHNOLOGY INC.	8,898	$398K	0.05%	-50,502	Timeline
YUMYUM BRANDS INC	5,200	$393K	0.05%	new	Timeline
PENNSYLVANIA RL ESTATE INVTPENNSYLVANIA RL ESTATE INVT	20,500	$389K	0.04%	new
ARWARROW ELECTRS INC	7,143	$388K	0.04%	new	Timeline
EMNEASTMAN CHEM CO	4,800	$387K	0.04%	new	Timeline
MARIN SOFTWARE INCMARIN SOFTWARE INC	37,500	$384K	0.04%	+20,000
ALTERA CORPALTERA CORP	11,710	$381K	0.04%	new
NORTHSTAR RLTY FIN CORPNORTHSTAR RLTY FIN CORP	28,000	$377K	0.04%	new
WALTER INVT MGMT CORPWALTER INVT MGMT CORP	10,400	$368K	0.04%	new
PMPHILIP MORRIS INTL INC	4,100	$357K	0.04%	-40,200	Timeline
PBFPBF ENERGY INC	10,500	$330K	0.04%	new	Timeline
BROOKFIELD OFFICE PPTYS INCBROOKFIELD OFFICE PPTYS INC	17,094	$329K	0.04%	-32,906
WESTAR ENERGY INCWESTAR ENERGY INC	10,200	$328K	0.04%	new
JPMJPMORGAN CHASE & CO	5,516	$323K	0.04%	new	Timeline
APHAMPHENOL CORP	3,600	$321K	0.04%	new	Timeline
KSSKOHLS CORP	5,580	$317K	0.04%	new	Timeline
ONON SEMICONDUCTOR CORP	38,260	$315K	0.04%	new	Timeline
DGDOLLAR GEN CORP	5,099	$308K	0.04%	-1,001	Timeline
OCOWENS CORNING NEW	7,371	$300K	0.03%	-2,629	Timeline
MAXIM INTEGRATED PRODS INCMAXIM INTEGRATED PRODS INC	10,580	$295K	0.03%	-34,420
CMSCMS ENERGY CORP	10,700	$286K	0.03%	-11,300	Timeline
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	1,456	$268K	0.03%	-16,558
FRCBFIRST REP BK SAN FRANCISCO CAL	5,101	$267K	0.03%	new	Timeline
ADPAUTOMATIC DATA PROCESSING IN	3,296	$266K	0.03%	new	Timeline
DKSDICKS SPORTING GOODS INC	4,582	$266K	0.03%	new	Timeline
FIREEYE INCFIREEYE INC	6,100	$266K	0.03%	new
VZVERIZON COMMUNICATIONS INC	5,400	$265K	0.03%	new	Timeline
RLRALPH LAUREN CORP	1,500	$265K	0.03%	new	Timeline
NUSNU SKIN ENTERPRISES INC	1,900	$263K	0.03%	new	Timeline
CALPINE CORPCALPINE CORP	13,500	$263K	0.03%	-1,900
TKRTIMKEN CO	4,700	$259K	0.03%	new	Timeline
HORSEHEAD HLDG CORPHORSEHEAD HLDG CORP	15,686	$254K	0.03%	new
UNHUNITEDHEALTH GROUP INC	3,300	$248K	0.03%	new	Timeline
SFX ENTMT INCSFX ENTMT INC	20,300	$244K	0.03%	new
NATIONAL INSTRS CORPNATIONAL INSTRS CORP	7,494	$240K	0.03%	new
MHKMOHAWK INDS INC	1,604	$239K	0.03%	new	Timeline
TRONOX LTDTRONOX LTD	10,000	$231K	0.03%	new
NRGNRG ENERGY INC	7,600	$218K	0.03%	-19,400	Timeline
NBISNEBIUS GROUP N.V.	5,000	$216K	0.02%	new	Timeline
TYCO INTERNATIONAL LTDTYCO INTERNATIONAL LTD	5,018	$206K	0.02%	new
ZYNGA INC.ZYNGA INC.	51,588	$196K	0.02%	new
ARCOARCOS DORADOS HLDGS INC	15,993	$194K	0.02%	new	Timeline
RDWRRADWARE LTD	10,010	$180K	0.02%	new	Timeline
MARVELL TECHNOLOGY GROUP LTDMARVELL TECHNOLOGY GROUP LTD	10,000	$144K	0.02%	new
TRIANGLE PETE CORPTRIANGLE PETE CORP	13,300	$111K	0.01%	+600
KOPNKOPIN CORP	25,000	$106K	0.01%	new	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	405,000	$74.8M	-765,000
FXIISHARES TR CHINA LG-CAP ETF	call	1,550,000	$59.5M	new
RDNRADIAN GROUP INC Stock	call	982,800	$13.9M	new
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF COM	call	625,000	$13.2M	-275,000
YRC WORLDWIDE INCYRC WORLDWIDE INC COM	put	749,600	$13M	new
XLFSELECT SECTOR SPDR TR SHS	put	500,000	$10.9M	new
METAMETA PLATFORMS INC COM	put	200,000	$10.9M	new
CZRCZR Stock	call	500,000	$10.8M	new
IBMINTERNATIONAL BUSINESS MACHS COM	put	50,000	$9.38M	new
PENNEY J C INCPENNEY J C INC COM	call	1,015,000	$9.29M	0
BARCLAYS IPTH SRS B S&P SHR…BARCLAYS IPTH SRS B S&P SHRT TRM … IPATH S&P500 VIX	put	212,600	$9.05M	new
PGPROCTER & GAMBLE CO COM	put	100,000	$8.14M	new
CTRIP COM INTL LTDCTRIP COM INTL LTD AMERICAN DEP SHS	call	150,000	$7.44M	new
XLKSELECT SECTOR SPDR TR SHS	call	200,000	$7.15M	new
BARRICK GOLD CORPBARRICK GOLD CORP COM	call	400,000	$7.05M	0
PENNEY J C INCPENNEY J C INC COM	put	694,500	$6.36M	+600,000
CCJCAMECO CORP Stock	call	300,000	$6.23M	0
FAMILY DLR STORES INCFAMILY DLR STORES INC COM	call	90,000	$5.85M	+70,000
GLDSPDR GOLD TR GOLD SHS	call	50,000	$5.81M	new
IWMISHARES TR SHS	put	35,000	$4.04M	new
GROUPON INCGROUPON INC COMMON STOCK	put	300,000	$3.53M	0
MTBM & T BK CORP Stock	put	30,000	$3.49M	new
PAASPAN AMERN SILVER CORP COM	call	293,500	$3.43M	new
SPDR SERIES TRUSTSPDR SERIES TRUST S&P OILGAS EXP	put	50,000	$3.43M	new
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG COM	call	180,000	$3.27M	+105,000
CROXCROCS INC Stock	call	200,000	$3.18M	0
HEWLETT PACKARD COHEWLETT PACKARD CO COM	put	100,000	$2.8M	0
ITBISHARES TR US HOME CONS ETF	put	100,000	$2.48M	0
LOWLOWES COS INC COM	put	50,000	$2.48M	0
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP COMMON STOCK	call	100,000	$1.93M	new
CRICARTERS INC COM	call	20,000	$1.44M	new
GSGOLDMAN SACHS GROUP INC COM	put	7,500	$1.33M	new
CCITIGROUP INC COM	call	25,000	$1.3M	new
BPOPPOPULAR INC COM NEW	call	45,000	$1.29M	new
OSGOCTAVE SPECIALTY GROUP INC COM NEW	call	50,000	$1.23M	new
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD SHS	call	15,000	$1.22M	new
MUMICRON TECHNOLOGY INC COM	call	52,600	$1.14M	new
MSFTMICROSOFT CORP COM	put	30,000	$1.12M	new
WYNDHAM DESTINATIONS INCWYNDHAM DESTINATIONS INC COM	put	15,000	$1.1M	new
TIME WARNER CABLE INCTIME WARNER CABLE INC COM	call	7,500	$1.02M	new
RNRRENAISSANCERE HLDGS LTD Stock	put	10,000	$973K	new
JANUS CAPITAL GROUP INCJANUS CAPITAL GROUP INC COMMON STOCK	put	75,000	$928K	new
BENFRANKLIN TEMPLETON INC Stock	put	15,000	$866K	new
AALAMERICAN AIRLINES GROUP INC Stock	call	30,000	$758K	new
TIME WARNER CABLE INCTIME WARNER CABLE INC COM	put	5,000	$678K	new
HLHECLA MINING COMPANY COM	call	200,000	$616K	0
MOLYCORP INC DELMOLYCORP INC DEL COM	put	106,300	$597K	new
WMBWILLIAMS COS INC Stock	call	15,000	$579K	new
PCRXPACIRA BIOSCIENCES INC Stock	put	10,000	$575K	0
ZYNGA INC.ZYNGA INC. CL A	call	150,000	$570K	+100,000
SOLARWINDS INCSOLARWINDS INC COM	put	15,000	$567K	new
METMETLIFE INC Stock	call	10,000	$539K	new
SYMANTEC CORPSYMANTEC CORP COM	call	20,000	$472K	new
PRUPRUDENTIAL FINL INC Stock	put	5,000	$461K	new
TROWPRICE T ROWE GROUP INC Stock	put	5,000	$419K	new
YAHOO INCYAHOO INC COM	call	10,000	$404K	new
CRMSALESFORCE INC COM	put	7,000	$386K	new
COOPER TIRE & RUBR COCOOPER TIRE & RUBR CO COM	put	15,200	$365K	new
RIVERBED TECHNOLOGY INCRIVERBED TECHNOLOGY INC COM	put	20,000	$362K	new
CRUSCIRRUS LOGIC INC Stock	call	15,000	$306K	new
FAIRWAY GROUP HLDGS CORPFAIRWAY GROUP HLDGS CORP CL A	call	15,000	$272K	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
MICRON TECHNOLOGY INCMICRON TECHNOLOGY INC NOTE 3.125% 5/0	principal	21,490,000	$47.9M	+2,500,000
MICROCHIP TECHNOLOGY INCMICROCHIP TECHNOLOGY INC SDCV 2.125%12/1	principal	24,546,000	$41.7M	0
ENERSYS 3.375ENERSYS 3.375 NOTE	principal	12,000,000	$21.8M	new
CACI INTL INCCACI INTL INC NOTE 2.125% 5/0	principal	13,200,000	$17.2M	+150,000
GOLDCORP INC NEWGOLDCORP INC NEW NOTE 2.000% 8/0	principal	15,000,000	$15.2M	0
EXELIXIS INCEXELIXIS INC NOTE 4.250% 8/1	principal	12,146,000	$14.6M	-2,700,000
ENPRO INDS INCENPRO INDS INC DBCV 3.938%10/1	principal	7,707,000	$13.4M	-2,000,000
ARCHER DANIELS MIDLAND COARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1	principal	10,000,000	$13.3M	-2,850,000
OMNICAREOMNICARE NOTE3	principal	11,500,000	$12.4M	+7,000,000
TELEFLEX INCTELEFLEX INC NOTE 3.875% 8/0	principal	7,162,000	$11.9M	0
NOVELLUS SYS INCNOVELLUS SYS INC NOTE 2.625% 5/1	principal	5,661,000	$9.15M	+1,050,000
L-3 COMMUNICATIONS CORPL-3 COMMUNICATIONS CORP DEBT 3.000% 8/0	principal	7,500,000	$8.87M	0
AMERICAN RLTY CAP PPTYS INCAMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0	principal	16,500,000	$8.6M	new
YRC Worldwide IncYRC Worldwide Inc Note 10.000% 3/3	principal	12,000,000	$7.35M	new
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE	principal	4,000,000	$7.19M	-2,000,000
COVANTA HLDG CORPCOVANTA HLDG CORP NOTE 3.250% 6/0	principal	5,000,000	$5.96M	0
NEWMONT MINING CORPNEWMONT MINING CORP NOTE	principal	5,000,000	$5.04M	0
AMTRUST FINANCIAL SERVICES IAMTRUST FINANCIAL SERVICES I NOTE 5.500%12/1	principal	2,000,000	$5M	-1,823,000
ANTHEM INCANTHEM INC NOTE 2.750%10/1	principal	3,277,000	$4.47M	new
ASCENT CAP GROUP INCASCENT CAP GROUP INC NOTE 4.000 7/1	principal	4,000,000	$4.41M	0
ANR 4.875 12/20ANR 4.875 12/20 Bond 30/360P2 U	principal	4,000,000	$4.32M	new
OMNICOM GROUP INCOMNICOM GROUP INC NOTE 7/3	principal	3,250,000	$4.25M	-1,250,000
RAS 4 10/1/33RAS 4 10/1/33 Bond 30/360P2 U	principal	3,800,000	$3.8M	new
LINEAR TECH INCLINEAR TECH INC CORPORATE OBLIG	principal	3,000,000	$3.26M	0
CHESAPEAKE ENERGY CORPCHESAPEAKE ENERGY CORP NOTE 2.750%11/1	principal	3,000,000	$3.17M	new
RTI INTL METALS INCRTI INTL METALS INC NOTE 1.625%10/1	principal	2,879,000	$3.1M	-8,190,000
GAIN CAP HLDGS INCGAIN CAP HLDGS INC NOTE 4.125%12/0	principal	1,500,000	$3.07M	new
PROSPECT CAPITAL CORPORATIO…PROSPECT CAPITAL CORPORATION 5.75… Convertible	principal	2,500,000	$2.68M	-1,500,000
CEMEX SAB DE CVCEMEX SAB DE CV NOTE 3.750% 3/1	principal	1,000,000	$2.59M	-16,000,000
BLACKSTONE MTG TR INCBLACKSTONE MTG TR INC NOTE 5.250pcnt12/0	principal	2,000,000	$2.04M	new
RESOURCE CAP CORPRESOURCE CAP CORP NOTE 6.000prct12/0	principal	2,000,000	$2.02M	new
ACCURAY INCACCURAY INC BOND	principal	1,000,000	$1.61M	-2,000,000
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION MTNF 5.375%10/1	principal	1,000,000	$1.06M	0

Sold out in Q4 2013

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

The largest 100 of 192. All 192

Security	Shares before	Value before	Type
U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC	25,500,000	$483M	call
XLISELECT SECTOR SPDR TR	2,393,800	$111M	put
EEMISHARES TR	1,200,000	$48.9M	call
AMZNAMAZON COM INC	125,000	$39.1M	put
XLUSELECT SECTOR SPDR TR	1,000,000	$37.4M	call
HYGISHARES TR	250,000	$22.9M	shares
VERISIGN INCVERISIGN INC	14,046,000	$22M	principal
XLISELECT SECTOR SPDR TR	428,000	$19.9M	shares
EWWISHARES INC	300,000	$19.2M	put
MICRON TECHNOLOGY INCMICRON TECHNOLOGY INC	10,000,000	$18.7M	principal
ENDO HEALTH SOLUTIONS INCENDO HEALTH SOLUTIONS INC	9,000,000	$14.4M	principal
AAPLAPPLE INC	25,500	$12.2M	call
ISHARESISHARES	1,000,000	$11.9M	call
AGOASSURED GUARANTY LTD	597,575	$11.2M	shares
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC	10,050,000	$10.1M	principal
TSLATESLA INC	50,000	$9.67M	put
FMSFRESENIUS MEDICAL CARE AG	200,000	$9.62M	call
EWZISHARES INC	200,000	$9.58M	put
UNITED THERAPEUTICS CORP DELUNITED THERAPEUTICS CORP DEL	5,250,000	$8.92M	principal
UPSUNITED PARCEL SVCS INC	90,000	$8.22M	put
GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW	8,000,000	$8.02M	principal
TMTOYOTA MOTOR CORP	60,000	$7.68M	call
ICONIX BRAND GROUP INCICONIX BRAND GROUP INC	6,000,000	$7.47M	principal
METMETLIFE INC	150,000	$7.04M	put
CSCOCISCO SYS INC	300,000	$7.03M	put
MMM3M CO	58,100	$6.94M	put
LORILLARD INCLORILLARD INC	150,000	$6.72M	put
JNJJOHNSON & JOHNSON	59,300	$5.14M	put
U S AIRWAYS GROUP INCU S AIRWAYS GROUP INC	258,500	$4.9M	put
DELL INCDELL INC	349,328	$4.84M	shares
WEB COM GROUP INCWEB COM GROUP INC	4,000,000	$4.54M	principal
XHBSPDR SERIES TRUST	144,600	$4.42M	put
VITAL ENERGY INCVITAL ENERGY INC	147,200	$4.37M	shares
ARRIS GROUP INC 2.000ARRIS GROUP INC 2.000	4,000,000	$4.33M	principal
NV ENERGY INCNV ENERGY INC	174,710	$4.12M	shares
EEMISHARES TR	100,000	$4.08M	put
XLBSELECT SECTOR SPDR TR	95,000	$3.99M	shares
MOLEX INCMOLEX INC	101,300	$3.88M	shares
AAPADVANCE AUTO PARTS INC	45,000	$3.72M	shares
XHBSPDR SERIES TRUST	117,000	$3.58M	shares
HMCHONDA MOTOR CO LTD	90,000	$3.43M	call
AZOAUTOZONE INC	8,000	$3.38M	shares
COPCONOCOPHILLIPS	48,100	$3.34M	shares
Anglogold Ashanti PlcAnglogold Ashanti Plc	250,000	$3.32M	put
SMSM ENERGY COMPANY	42,000	$3.24M	shares
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG	170,000	$3.22M	shares
TGTTARGET CORP	50,000	$3.2M	put
ELAN PLCELAN PLC	200,300	$3.12M	shares
ITBISHARES TR	136,000	$3.04M	shares
XLVSELECT SECTOR SPDR TR	60,000	$3.04M	shares
SOURCEFIRE INCSOURCEFIRE INC	39,583	$2.99M	shares
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF	117,500	$2.94M	shares
DUNKIN BRANDS GROUP INCDUNKIN BRANDS GROUP INC	65,000	$2.94M	shares
LOWLOWES COS INC	61,500	$2.93M	shares
MBIMBIA INC	282,040	$2.88M	shares
ENCORE CAP GROUP INCENCORE CAP GROUP INC	1,750,000	$2.75M	principal
AMERICAN CAPITAL LTDAMERICAN CAPITAL LTD	200,000	$2.75M	call
SHFL ENTMT INCSHFL ENTMT INC	114,834	$2.64M	shares
ALLIANT TECHSYSTEMS 3.000/1…ALLIANT TECHSYSTEMS 3.000/15/24	2,000,000	$2.63M	principal
WMTWALMART INC	35,000	$2.59M	shares
DECKDECKERS OUTDOOR CORP	40,000	$2.52M	shares
ORCLORACLE CORP	75,000	$2.49M	shares
AAPADVANCE AUTO PARTS INC	30,000	$2.48M	call
BAKER HUGHES INCBAKER HUGHES INC	50,000	$2.46M	put
ONYX PHARMACEUTICALS INCONYX PHARMACEUTICALS INC	19,000	$2.37M	call
SUSUNCOR ENERGY INC NEW	63,000	$2.32M	shares
AFFYMETRIX INCAFFYMETRIX INC	1,750,000	$2.22M	principal
ADIANALOG DEVICES INC	45,400	$2.14M	shares
CBL & ASSOCIATES PROPERTIES…CBL & ASSOCIATES PROPERTIES IN	108,000	$2.06M	shares
GOLDCORP INC NEWGOLDCORP INC NEW	78,000	$2.03M	shares
HCP INCHCP INC	48,500	$1.99M	shares
VMRKVIVMARK RESIDENTIAL	37,000	$1.98M	shares
FEDERAL REALTY INVESTMENT T…FEDERAL REALTY INVESTMENT TRUS	19,500	$1.98M	shares
Concho Resources Inc.Concho Resources Inc.	17,700	$1.93M	shares
RCLROYAL CARIBBEAN GROUP	50,000	$1.91M	shares
UISUNISYS CORP	75,000	$1.89M	shares
SPGSIMON PPTY GROUP INC NEW	12,600	$1.87M	shares
CDPCOPT DEFENSE PROPERTIES	80,000	$1.85M	shares
AVBAVALONBAY CMNTYS INC	14,500	$1.84M	shares
DDR CORPDDR CORP	116,500	$1.83M	shares
NYSE EURONEXTNYSE EURONEXT	40,000	$1.68M	shares
OPTIMER PHARMACEUTICALS INCOPTIMER PHARMACEUTICALS INC	130,263	$1.64M	shares
PLDPROLOGIS INC.	43,000	$1.62M	shares
TAUBMAN CTRS INCTAUBMAN CTRS INC	24,000	$1.61M	shares
XILINX INCXILINX INC	1,000,000	$1.6M	principal
SPWRQSUNPOWER CORP	60,000	$1.57M	shares
HD SUPPLY HLDGS INCHD SUPPLY HLDGS INC	70,900	$1.56M	shares
HAINHAIN CELESTIAL GROUP INC	20,000	$1.54M	shares
Dow Chemical CompanyDow Chemical Company	40,000	$1.54M	shares
CSCOCISCO SYS INC	65,000	$1.52M	shares
CCUCOMPANIA CERVECERIAS UNIDAS	56,900	$1.51M	shares
MTDMETTLER TOLEDO INTERNATIONAL	6,200	$1.49M	shares
KRCKILROY REALTY CORP	29,000	$1.45M	shares
ENCANA CORPENCANA CORP	83,000	$1.44M	shares
EATBRINKER INTL INC	35,000	$1.42M	put
ADTRAN INCADTRAN INC	51,999	$1.39M	shares
TOTALENERGIES SE -SPON ADRTOTALENERGIES SE -SPON ADR	23,900	$1.38M	shares
MENS WEARHOUSE INCMENS WEARHOUSE INC	40,000	$1.36M	shares
MSFTMICROSOFT CORP	40,000	$1.33M	shares
EDUCATION RLTY TR INCEDUCATION RLTY TR INC	145,000	$1.32M	shares

How Q4 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 0001140361-14-007902	superseded		2014-02-14	acceptance time not in the bulk data set	2026-10-07 19:53:46 UTC
13F-HR/A 0001140361-15-007310	base	restatement	2015-02-17	acceptance time not in the bulk data set	2026-10-07 19:17:13 UTC
13F-HR/A 0001140361-15-007323	added	new holdings	2015-02-17	acceptance time not in the bulk data set	2026-10-07 19:17:13 UTC