BlueCrest Capital Management LLP

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

BlueCrest Capital Management LLP reported $1,772,965,000 across 496 holdings for the quarter ended 2014-03-31, in a 13F-HR filed 2014-05-15. Its ten largest share positions make up 20.38% of the portfolio.

Filed 2014-05-15 (acceptance time not in the bulk data set), ingested 2026-10-07 19:42:28 UTC13F-HR 0001140361-14-021601

Rows of a NEW HOLDINGS amendment that repeat the original were not added twice (H3).

Period: 2014-03-31
Reported value: $1.77B
Holdings: 496
Top 10 weight: 20.38%
New: 326
Sold out: 197

Largest buys vs the previous quarter

Security	Shares change	Approx. value
UNITED TECHNOLOGIES CORPadded	+239,306	$28M
YRC WORLDWIDE INCnew	+1,242,084	$27.9M
MMMadded	+175,082	$23.8M
DVNnew	+242,910	$16.3M
HALadded	+220,524	$13M

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	-500,000	-$92.3M
MUexited	-726,320	-$15.8M
RDNexited	-848,080	-$12M
POWERSHARESexited	-264,000	-$11.4M
MEDTRONIC INCreduced	-163,090	-$10M

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, Q1 2014

Share positions as resolved from 13F-HR 0001140361-14-021601, largest first. % of portfolio is the value over $1,271,127,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	283,643	$33.1M	2.61%	+239,306
YRC WORLDWIDE INCYRC WORLDWIDE INC	1,242,084	$27.9M	2.2%	new
MMM3M CO	197,182	$26.8M	2.1%	+175,082	Timeline
HALHALLIBURTON CO	313,662	$18.5M	1.45%	+220,524	Timeline
DVNDEVON ENERGY CORP NEW	242,910	$16.3M	1.28%	new	Timeline
EXTERRAN HLDGS INCEXTERRAN HLDGS INC	366,000	$16.1M	1.26%	+256,500
EOGEOG RES INC	64,342	$12.6M	0.99%	+21,142	Timeline
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	103,806	$12.4M	0.97%	+51,806
NMIHNMI HLDGS INC	959,541	$11.2M	0.88%	new	Timeline
Concho Resources Inc.Concho Resources Inc.	86,677	$10.6M	0.84%	new
PRECISION CASTPARTS CORPPRECISION CASTPARTS CORP	41,926	$10.6M	0.83%	new
ALSNALLISON TRANSMISSION HLDGS I	351,400	$10.5M	0.83%	+276,400	Timeline
IYRISHARES TR	154,461	$10.5M	0.82%	new	Timeline
VZVERIZON COMMUNICATIONS INC	218,285	$10.4M	0.82%	+212,885	Timeline
NOBLE ENERGY INCNOBLE ENERGY INC	144,645	$10.3M	0.81%	+68,545
RFREGIONS FINANCIAL CORP NEW	901,113	$10M	0.79%	new	Timeline
FANGDIAMONDBACK ENERGY INC	143,131	$9.63M	0.76%	+114,051	Timeline
FOREST LABS INCFOREST LABS INC	103,497	$9.55M	0.75%	new
SLBSLB LIMITED	96,334	$9.39M	0.74%	+30,634	Timeline
BEAM INCBEAM INC	108,919	$9.07M	0.71%	+81,403
PTENPATTERSON-UTI ENERGY INC	277,278	$8.78M	0.69%	+106,916	Timeline
AMHAMERICAN HOMES 4 RENT	508,472	$8.5M	0.67%	new	Timeline
JPMJPMORGAN CHASE & CO	134,535	$8.17M	0.64%	+129,019	Timeline
COFCAPITAL ONE FINL CORP	105,500	$8.14M	0.64%	+86,600	Timeline
WEIGHT WATCHERS INTL INCWEIGHT WATCHERS INTL INC	382,093	$7.85M	0.62%	new
WHITING PETE CORP NEWWHITING PETE CORP NEW	110,368	$7.66M	0.6%	+35,700
SRESEMPRA	78,319	$7.58M	0.6%	+59,519	Timeline
NAVISTAR INTL CORPNAVISTAR INTL CORP	223,400	$7.57M	0.6%	new
PGPROCTER & GAMBLE CO	93,665	$7.55M	0.59%	new	Timeline
IVZINVESCO LTD	189,651	$7.02M	0.55%	new	Timeline
CHORD ENERGY CORPORATIONCHORD ENERGY CORPORATION	166,804	$6.96M	0.55%	+68,804
NEENEXTERA ENERGY INC	71,309	$6.82M	0.54%	+58,709	Timeline
MRKMERCK & CO INC	120,103	$6.82M	0.54%	new	Timeline
CONSOL ENERGY INCCONSOL ENERGY INC	170,197	$6.8M	0.53%	+98,697
VVISA INC	30,363	$6.55M	0.52%	+19,963	Timeline
FASTFASTENAL CO	132,818	$6.55M	0.52%	new	Timeline
CARRIZO OIL & GAS INCCARRIZO OIL & GAS INC	117,306	$6.27M	0.49%	+9,106
CMICUMMINS INC	41,561	$6.19M	0.49%	new	Timeline
DRIL-QUIP INCDRIL-QUIP INC	55,223	$6.19M	0.49%	+15,223
CZRCZR	325,000	$6.18M	0.49%	new
ELLAUDER ESTEE COS INC	87,859	$5.88M	0.46%	+79,285	Timeline
ADMARCHER DANIELS MIDLAND CO	122,443	$5.31M	0.42%	new	Timeline
ALBERTSONS CO SHS CL A CLAS…ALBERTSONS CO SHS CL A CLASS CLAS…	1,091,000	$5.26M	0.41%	new
PBR-APETROLEO BRASILEIRO S A	378,000	$5.24M	0.41%	new	Timeline
RESRPC INC	255,700	$5.22M	0.41%	new	Timeline
DOVDOVER CORP	63,640	$5.2M	0.41%	new	Timeline
EQTEQT CORP	53,204	$5.16M	0.41%	+38,104	Timeline
BSXBOSTON SCIENTIFIC CORP	379,968	$5.14M	0.4%	new	Timeline
EMERITUS CORPEMERITUS CORP	162,225	$5.1M	0.4%	new
XLISELECT SECTOR SPDR TR	97,000	$5.08M	0.4%	new	Timeline
CMPCOMPASS MINERALS INTL INC	60,300	$4.98M	0.39%	new	Timeline
OMNICARE INCOMNICARE INC	83,017	$4.95M	0.39%	new
Vale SaVale Sa	355,000	$4.91M	0.39%	new
DHID R HORTON INC	225,262	$4.88M	0.38%	+82,362	Timeline
DDOMINION ENERGY INC	68,685	$4.88M	0.38%	+41,385	Timeline
CTRACOTERRA ENERGY INC	143,703	$4.87M	0.38%	-22,897	Timeline
PPLPPL CORP	146,733	$4.86M	0.38%	+104,233	Timeline
NUENUCOR CORP	90,209	$4.56M	0.36%	new	Timeline
PNCPNC FINL SVCS GROUP INC	51,826	$4.51M	0.35%	new	Timeline
CCITIGROUP INC	94,291	$4.49M	0.35%	+13,583	Timeline
ATHLON ENERGY INCATHLON ENERGY INC	125,000	$4.43M	0.35%	new
HCAHCA HEALTHCARE INC	83,400	$4.38M	0.34%	new	Timeline
FORUM ENERGY TECHNOLOGIESFORUM ENERGY TECHNOLOGIES	139,933	$4.33M	0.34%	new
PORPORTLAND GEN ELEC CO	133,390	$4.31M	0.34%	+105,090	Timeline
FLSFLOWSERVE CORP	54,785	$4.29M	0.34%	new	Timeline
VMCVULCAN MATLS CO	63,821	$4.24M	0.33%	new	Timeline
STTSTATE STR CORP	60,700	$4.22M	0.33%	new	Timeline
CNQCANADIAN NAT RES LTD MED TER	110,000	$4.22M	0.33%	new	Timeline
WELLPOINT INCWELLPOINT INC	40,331	$4.01M	0.32%	new
HIGHARTFORD INSURANCE GROUP INC	111,383	$3.93M	0.31%	new	Timeline
BRISTOW GROUP INCBRISTOW GROUP INC	51,700	$3.9M	0.31%	new
AIGAMERICAN INTL GROUP INC	77,932	$3.9M	0.31%	new	Timeline
WESTERN REFNG INCWESTERN REFNG INC	100,200	$3.87M	0.3%	new
OIIOCEANEERING INTL INC	52,862	$3.8M	0.3%	+38,862	Timeline
BPOPPOPULAR INC	122,600	$3.8M	0.3%	+25,100	Timeline
LSI CORPORATIONLSI CORPORATION	332,800	$3.68M	0.29%	+127,400
RRCRANGE RES CORP	43,960	$3.65M	0.29%	new	Timeline
DRESSER-RAND GROUP INCDRESSER-RAND GROUP INC	60,700	$3.54M	0.28%	+37,516
FULFULLER H B CO	72,999	$3.52M	0.28%	+64,999	Timeline
HORSEHEAD HLDG CORPHORSEHEAD HLDG CORP	205,677	$3.46M	0.27%	+189,991
BB & T CORPBB & T CORP	84,907	$3.41M	0.27%	new
CMECME GROUP INC	45,801	$3.39M	0.27%	+801	Timeline
EIXEDISON INTL	58,381	$3.31M	0.26%	new	Timeline
HOMEAWAY INCHOMEAWAY INC	87,700	$3.3M	0.26%	new
EMREMERSON ELEC CO	49,000	$3.27M	0.26%	new	Timeline
PRICELINE GRP INCPRICELINE GRP INC	2,739	$3.27M	0.26%	+1,902
METMETLIFE INC	61,700	$3.26M	0.26%	+27,700	Timeline
SOLAZYME INCSOLAZYME INC	280,481	$3.26M	0.26%	0
HEALTHSOUTH CORPHEALTHSOUTH CORP	88,369	$3.17M	0.25%	new
FOREST OIL CORPFOREST OIL CORP	1,657,213	$3.17M	0.25%	new
RLRALPH LAUREN CORP	19,660	$3.16M	0.25%	+18,160	Timeline
Gulfport EnergyGulfport Energy	43,897	$3.12M	0.25%	new
DGXQUEST DIAGNOSTICS INC	53,582	$3.1M	0.24%	new	Timeline
TRGPTARGA RES CORP	31,200	$3.1M	0.24%	+16,300	Timeline
GLDSPDR GOLD TR	25,000	$3.09M	0.24%	new	Timeline
MARKET VECTORS ETF TRMARKET VECTORS ETF TR	61,300	$3.08M	0.24%	new
CYHCOMMUNITY HEALTH SYS INC NEW	78,400	$3.07M	0.24%	new	Timeline
HRBBLOCK H & R INC	99,823	$3.01M	0.24%	new	Timeline
PFGPRINCIPAL FINANCIAL GROUP IN	65,195	$3M	0.24%	new	Timeline
CHESEPEAKE ENERGY CORPCHESEPEAKE ENERGY CORP	112,559	$2.88M	0.23%	new
ENERGEN CORPENERGEN CORP	35,600	$2.88M	0.23%	+20,200
PDC ENERGY INCPDC ENERGY INC	46,200	$2.88M	0.23%	+4,799
MOHMOLINA HEALTHCARE INC	76,524	$2.87M	0.23%	new	Timeline
LSTRLANDSTAR SYS INC	48,300	$2.86M	0.22%	new	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	14,300	$2.83M	0.22%	+7,915	Timeline
SanDisk CorporationSanDisk Corporation	34,500	$2.8M	0.22%	new
VLOVALERO ENERGY CORP	52,471	$2.79M	0.22%	+26,271	Timeline
IFFINTERNATIONAL FLAVORS&FRAGRA	28,406	$2.72M	0.21%	new	Timeline
DTEDTE ENERGY CO	36,392	$2.7M	0.21%	+11,992	Timeline
ULTRA PETROLEUM CORPULTRA PETROLEUM CORP	100,400	$2.7M	0.21%	new
UNMUNUM GROUP	76,363	$2.7M	0.21%	new	Timeline
DVADAVITA INC	39,101	$2.69M	0.21%	-870	Timeline
LIFEPOINT HEALTH INCLIFEPOINT HEALTH INC	49,317	$2.69M	0.21%	new
BAKER HUGHES INCBAKER HUGHES INC	40,973	$2.66M	0.21%	new
CAHCARDINAL HEALTH INC	37,350	$2.61M	0.21%	new	Timeline
EDUCATION RLTY TR INCEDUCATION RLTY TR INC	258,700	$2.55M	0.2%	new
BMRNBIOMARIN PHARMACEUTICAL INC	37,400	$2.55M	0.2%	+21,900	Timeline
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	55,071	$2.53M	0.2%	new
TRONOX LTDTRONOX LTD	104,010	$2.47M	0.19%	+94,010
MOSMOSAIC CO	49,165	$2.46M	0.19%	+10,065	Timeline
SPECTRA ENERGY CORPSPECTRA ENERGY CORP	65,777	$2.43M	0.19%	new
YAMANA GOLD INCYAMANA GOLD INC	272,000	$2.39M	0.19%	new
STILLWATER MINING COSTILLWATER MINING CO	160,800	$2.38M	0.19%	new
CHEMTURA CORPCHEMTURA CORP	91,448	$2.31M	0.18%	+56,000
ENDO INTL PLCENDO INTL PLC	33,333	$2.29M	0.18%	new
CAPITALSOURCE INCCAPITALSOURCE INC	156,051	$2.28M	0.18%	new
AMGAFFILIATED MANAGERS GROUP	11,180	$2.24M	0.18%	+3,280	Timeline
CRMSALESFORCE INC	38,200	$2.18M	0.17%	new	Timeline
CUBIST PHARMACEUTICALS INCCUBIST PHARMACEUTICALS INC	29,700	$2.17M	0.17%	+4,700
EPL Oil & Gas, Inc.EPL Oil & Gas, Inc.	56,100	$2.17M	0.17%	new
ALLERGAN INCALLERGAN INC	17,338	$2.15M	0.17%	new
INTCINTEL CORP	80,100	$2.07M	0.16%	new	Timeline
CAPITAL SENIOR LIVING CORPCAPITAL SENIOR LIVING CORP	79,200	$2.06M	0.16%	new
FCXFREEPORT MCMORAN INC	62,065	$2.05M	0.16%	+11,765	Timeline
EEMISHARES TR	50,000	$2.05M	0.16%	-110,000	Timeline
PMPHILIP MORRIS INTL INC	24,941	$2.04M	0.16%	+20,841	Timeline
XYRATEX LTDXYRATEX LTD	152,753	$2.02M	0.16%	+35,568
STRAYER ED INCSTRAYER ED INC	41,900	$1.95M	0.15%	+11,900
EXPEEXPEDIA GROUP INC	26,665	$1.93M	0.15%	new	Timeline
EXPEAGLE MATLS INC	21,400	$1.9M	0.15%	+10,975	Timeline
YAHOO INCYAHOO INC	51,683	$1.85M	0.15%	-22,669
UALUNITED AIRLS HLDGS INC	40,856	$1.82M	0.14%	new	Timeline
NBISNEBIUS GROUP N.V.	60,000	$1.81M	0.14%	+55,000	Timeline
MASONITE INTERNATIONAL CORPMASONITE INTERNATIONAL CORP	31,713	$1.79M	0.14%	new
XCAFXMORGAN STANLEY CHINA A SH FD	83,000	$1.79M	0.14%	+47,000	Timeline
DUKE REALTY CORPDUKE REALTY CORP	105,400	$1.78M	0.14%	+57,900
VRSNVERISIGN INC	32,940	$1.78M	0.14%	new	Timeline
ROCKET COMPANIES CLA A CLAS…ROCKET COMPANIES CLA A CLASS A	16,800	$1.77M	0.14%	+2,800
CHARTER COMMUNICATION - ACHARTER COMMUNICATION - A	14,300	$1.76M	0.14%	new
HOSHORNBECK OFFSHORE SERVICES I	75,713	$1.74M	0.14%	+54,500	Timeline
PLATFORM SPECIALTY PRODS CORPLATFORM SPECIALTY PRODS COR	90,666	$1.73M	0.14%	new
KOFAX LTDKOFAX LTD	196,088	$1.7M	0.13%	new
ZALECORPNEWZALECORPNEW	81,200	$1.7M	0.13%	new
LIONS GATE ENTMNT CORPLIONS GATE ENTMNT CORP	63,400	$1.7M	0.13%	+44,300
ETNEATON CORP PLC	22,508	$1.69M	0.13%	+7,508	Timeline
Dow Chemical CompanyDow Chemical Company	34,518	$1.68M	0.13%	new
DCT INDUSTRIAL TRUST INCDCT INDUSTRIAL TRUST INC	212,532	$1.68M	0.13%	new
CMCSACOMCAST CORP NEW	33,161	$1.66M	0.13%	new	Timeline
DISCOVERY INCDISCOVERY INC	19,920	$1.65M	0.13%	+11,620
SWKSTANLEY BLACK & DECKER INC	20,000	$1.62M	0.13%	0	Timeline
SLVISHARES SILVER TR	84,500	$1.61M	0.13%	new	Timeline
PEABODY ENERGY CORPPEABODY ENERGY CORP	98,271	$1.61M	0.13%	new
AMERICAN CAMPUS COMMUNITIESAMERICAN CAMPUS COMMUNITIES	42,300	$1.58M	0.12%	new
KODKEASTMAN KODAK CO	47,012	$1.57M	0.12%	new	Timeline
TYCO INTERNATIONAL LTDTYCO INTERNATIONAL LTD	36,369	$1.54M	0.12%	+31,351
LAM RESEARCH CORPLAM RESEARCH CORP	27,356	$1.5M	0.12%	+12,956
UMPQUA HOLDINGSUMPQUA HOLDINGS	80,500	$1.5M	0.12%	new
ATMI INCATMI INC	43,917	$1.49M	0.12%	new
SPRINT CORPSPRINT CORP	161,796	$1.49M	0.12%	new
STONEGATE MTG CORPSTONEGATE MTG CORP	100,000	$1.49M	0.12%	new
TMUST-MOBILE US INC	44,700	$1.48M	0.12%	+32,700	Timeline
UNHUNITEDHEALTH GROUP INC	17,904	$1.47M	0.12%	+14,604	Timeline
MEDTRONIC INCMEDTRONIC INC	23,810	$1.47M	0.12%	-163,090
WTWISDOMTREE INC	109,800	$1.44M	0.11%	new	Timeline
PENNSYLVANIA RL ESTATE INVTPENNSYLVANIA RL ESTATE INVT	78,650	$1.42M	0.11%	+58,150
HUNHUNTSMAN CORP	57,714	$1.41M	0.11%	new	Timeline
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	22,530	$1.4M	0.11%	+11,200
FOX CORP CLASS BFOX CORP CLASS B	45,000	$1.4M	0.11%	new
JAZZJAZZ PHARMACEUTICALS PLC	10,000	$1.39M	0.11%	new	Timeline
ALTISOURCE ASSET MGMT CORPALTISOURCE ASSET MGMT CORP	1,222	$1.31M	0.1%	new
ALTISOURCE PORTFOLIO SOLNS SALTISOURCE PORTFOLIO SOLNS S	10,300	$1.25M	0.1%	new
PSXPHILLIPS 66	16,153	$1.25M	0.1%	new	Timeline
CPSCOOPER-STANDARD HOLDINGS INC	17,491	$1.24M	0.1%	new	Timeline
DALDELTA AIR LINES INC	35,637	$1.24M	0.1%	new	Timeline
U S SILICA HLDGS INCU S SILICA HLDGS INC	32,200	$1.23M	0.1%	new
EMNEASTMAN CHEM CO	14,020	$1.21M	0.1%	+9,220	Timeline
NRGNRG ENERGY INC	36,908	$1.17M	0.09%	+29,308	Timeline
TERTERADYNE INC	58,514	$1.16M	0.09%	+13,869	Timeline
DISDISNEY WALT CO	14,469	$1.16M	0.09%	-32,383	Timeline
NXSTNEXSTAR MEDIA GROUP INC	30,900	$1.16M	0.09%	new	Timeline
DHTDHT HOLDINGS INC	146,127	$1.14M	0.09%	new	Timeline
RDWRRADWARE LTD	64,314	$1.14M	0.09%	+54,304	Timeline
ABBVABBVIE INC	22,050	$1.13M	0.09%	new	Timeline
HDHOME DEPOT INC	14,206	$1.12M	0.09%	-15,730	Timeline
NYTNEW YORK TIMES CO MTN BE	65,500	$1.12M	0.09%	new	Timeline
Mkt Vectors Semiconductor E…Mkt Vectors Semiconductor ETF	24,413	$1.11M	0.09%	new
AVTAVNET INC	23,582	$1.1M	0.09%	new	Timeline
SWIFT TRANSPORTATION COSWIFT TRANSPORTATION CO	43,900	$1.09M	0.09%	-129,074
CBS CORP NEWCBS CORP NEW	17,163	$1.06M	0.08%	-38,926
MTHMERITAGE HOMES CORP	24,900	$1.04M	0.08%	new	Timeline
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	19,881	$1.01M	0.08%	new	Timeline
CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP	97,769	$1M	0.08%	new
GTNGRAY MEDIA INC	96,200	$998K	0.08%	new	Timeline
ACCELRYS INCACCELRYS INC	79,000	$984K	0.08%	new
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	20,365	$968K	0.08%	-36,151
SENSATA TECHNOLOGIES HOLDINGSENSATA TECHNOLOGIES HOLDING	22,658	$966K	0.08%	new
WEATHERFORD INTL LTDWEATHERFORD INTL LTD	55,100	$957K	0.08%	new
ISHARESISHARES	60,000	$939K	0.07%	new
CHKPCHECK POINT SOFTWARE TECH LT	13,674	$925K	0.07%	new	Timeline
PRKSUNITED PARKS & RESORTS INC	30,000	$907K	0.07%	new	Timeline
NORTHEAST UTILSNORTHEAST UTILS	19,450	$885K	0.07%	new
EP ENERGY CORPEP ENERGY CORP	45,165	$884K	0.07%	new
NORTH ATLANTIC DRILLING LTDNORTH ATLANTIC DRILLING LTD	100,000	$884K	0.07%	new
VECOVEECO INSTRS INC DEL	20,830	$873K	0.07%	new	Timeline
AXIALL CORPAXIALL CORP	19,400	$871K	0.07%	-1,000
COPCONOCOPHILLIPS	12,324	$867K	0.07%	new	Timeline
SAFEWAY INCSAFEWAY INC	25,826	$854K	0.07%	new
VALARIS ORDVALARIS ORD	11,732	$846K	0.07%	new
HTLDHEARTLAND EXPRESS INC	36,790	$835K	0.07%	new	Timeline
NWLNEWELL BRANDS INC	26,638	$796K	0.06%	+8,773	Timeline
IBCPINDEPENDENT BK CORP MICH	61,290	$796K	0.06%	new	Timeline
Broadcom IncBroadcom Inc	12,245	$789K	0.06%	new
REX ENERGY CORPORATIONREX ENERGY CORPORATION	42,055	$787K	0.06%	+1,535
ROWAN COMPANIES PLCROWAN COMPANIES PLC	23,125	$779K	0.06%	-60,979
REIRING ENERGY INC	50,010	$763K	0.06%	new	Timeline
HONHONEYWELL INTL INC	8,220	$762K	0.06%	-2,780	Timeline
ALON USA ENERGY INCALON USA ENERGY INC	50,000	$747K	0.06%	-76,000
ARGO GROUP INTERNATIONALARGO GROUP INTERNATIONAL	16,250	$745K	0.06%	new
LENLENNAR CORP	18,776	$744K	0.06%	new	Timeline
CIRCOR INTL INCCIRCOR INTL INC	10,000	$733K	0.06%	new
GULFMARK OFFSHORE INCGULFMARK OFFSHORE INC	16,314	$733K	0.06%	-15,046
TOLTOLL BROTHERS INC	20,400	$732K	0.06%	new	Timeline
AK STEEL HOLDING CORPAK STEEL HOLDING CORP	100,400	$725K	0.06%	new
LOWLOWES COS INC	14,758	$722K	0.06%	new	Timeline
MCHPMICROCHIP TECHNOLOGY INC.	14,962	$715K	0.06%	+6,064	Timeline
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF	30,000	$708K	0.06%	new
LNWOLIGHT & WONDER INC	50,000	$687K	0.05%	new	Timeline
KOCOCA COLA CO	17,520	$677K	0.05%	-51,009	Timeline
DGDOLLAR GEN CORP	12,094	$671K	0.05%	+6,995	Timeline
KOPNKOPIN CORP	176,801	$668K	0.05%	+151,801	Timeline
CARBO CERAMICS INCCARBO CERAMICS INC	4,800	$662K	0.05%	new
WABWABTEC	8,400	$651K	0.05%	-11,700	Timeline
ENERNOC INCENERNOC INC	28,747	$640K	0.05%	+2,300
OSGOCTAVE SPECIALTY GROUP INC	20,500	$636K	0.05%	-49,000	Timeline
SONUS NETWORKS INCSONUS NETWORKS INC	183,239	$618K	0.05%	new
SLMSLM CORP	25,075	$614K	0.05%	new	Timeline
NEWFIELD EXPL CONEWFIELD EXPL CO	19,470	$611K	0.05%	new
ASHRDBX ETF TR	27,000	$589K	0.05%	-93,000	Timeline
WMBWILLIAMS COS INC	14,469	$587K	0.05%	new	Timeline
NEMNEWMONT CORP	24,900	$584K	0.05%	new	Timeline
VMWARE, INC.VMWARE, INC.	5,379	$581K	0.05%	new
MDLZMONDELEZ INTL INC	16,689	$577K	0.05%	-3,998	Timeline
KINDRED HEALTHCARE INCKINDRED HEALTHCARE INC	24,634	$577K	0.05%	new
TRIUMPH GROUP INC NEWTRIUMPH GROUP INC NEW	8,800	$568K	0.04%	-5,900
ALTERA CORPALTERA CORP	15,522	$562K	0.04%	+3,812
DOMTAR CORPDOMTAR CORP	5,000	$561K	0.04%	new
CAGCONAGRA BRANDS INC	18,009	$559K	0.04%	new	Timeline
KODIAK OIL & GAS CORPKODIAK OIL & GAS CORP	45,999	$558K	0.04%	-226,291
MYLAN INCMYLAN INC	11,316	$553K	0.04%	new
RIVERBED TECHNOLOGY INCRIVERBED TECHNOLOGY INC	28,040	$553K	0.04%	+766
The Jones Group IncThe Jones Group Inc	36,861	$552K	0.04%	new
PACWEST BANCORP DELPACWEST BANCORP DEL	12,668	$545K	0.04%	-2,732
QLIK TECHNOLOGIES INCQLIK TECHNOLOGIES INC	20,434	$543K	0.04%	+3,034
MEADWESTVACO CORPMEADWESTVACO CORP	14,376	$541K	0.04%	+3,476
SFX ENTMT INCSFX ENTMT INC	76,587	$540K	0.04%	+56,287
BARD C R INCBARD C R INC	3,630	$537K	0.04%	new
CDNSCADENCE DESIGN SYSTEM INC	33,987	$528K	0.04%	-313	Timeline
NABORS INDUSTRIES LTDNABORS INDUSTRIES LTD	21,427	$528K	0.04%	new
MARIN SOFTWARE INCMARIN SOFTWARE INC	49,766	$526K	0.04%	+12,266
JUNIPER NETWORKS INCJUNIPER NETWORKS INC	20,328	$524K	0.04%	new
BFHBREAD FINANCIAL HOLDINGS INC	1,910	$520K	0.04%	new	Timeline
INTEVAC INCINTEVAC INC	53,250	$517K	0.04%	new
MADISON SQUARE GARDEN COMADISON SQUARE GARDEN CO	9,000	$511K	0.04%	new
FRESH MKT INCFRESH MKT INC	14,831	$498K	0.04%	+3,952
DLTRDOLLAR TREE INC	9,516	$497K	0.04%	new	Timeline
CRAY INCCRAY INC	13,285	$496K	0.04%	new
ENERPLUS CORPENERPLUS CORP	24,700	$495K	0.04%	-22,300
L BRANDS INCL BRANDS INC	8,689	$493K	0.04%	new
STRTSTRATTEC SEC CORP	6,720	$485K	0.04%	new	Timeline
AGRIUM INCAGRIUM INC	4,900	$478K	0.04%	new
MORGANS HOTEL GROUP COMORGANS HOTEL GROUP CO	59,450	$478K	0.04%	new
AAXJISHARES TR	8,000	$473K	0.04%	-32,000	Timeline
UPSUNITED PARCEL SVCS INC	4,804	$468K	0.04%	new	Timeline
FREESCALE SEMICONDUCTOR LTDFREESCALE SEMICONDUCTOR LTD	19,045	$465K	0.04%	new
RRYDER SYS INC	5,771	$461K	0.04%	new	Timeline
NINISOURCE INC	12,931	$459K	0.04%	-33,369	Timeline
HOWARD HUGHES CORPORATIONHOWARD HUGHES CORPORATION	3,100	$442K	0.03%	new
MDUMDU RES GROUP INC	12,700	$436K	0.03%	-1,900	Timeline
CELGENE CORPCELGENE CORP	3,108	$434K	0.03%	new
EXPDEXPEDITORS INTL WASH INC	10,889	$432K	0.03%	-8,514	Timeline
MPAAMOTORCAR PTS AMER INC	16,112	$428K	0.03%	new	Timeline
RED HAT INCRED HAT INC	7,986	$423K	0.03%	new
INVENSENSE INCINVENSENSE INC	17,586	$416K	0.03%	new
DHRDANAHER CORP DEL	5,520	$414K	0.03%	-15,080	Timeline
FBIZFIRST BUSINESS FINL SVCS INC	8,650	$408K	0.03%	new	Timeline
HANSEN MEDICAL INCHANSEN MEDICAL INC	156,460	$407K	0.03%	new
HESS CORPHESS CORP	4,761	$395K	0.03%	-38,292
FISVFISERV INC	6,788	$385K	0.03%	new	Timeline
NJRNEW JERSEY RES CORP	7,553	$376K	0.03%	new	Timeline
VYXNCR VOYIX CORPORATION	10,200	$373K	0.03%	new	Timeline
FINISAR CORPFINISAR CORP	14,081	$373K	0.03%	new
HSYHERSHEY CO	3,524	$368K	0.03%	new	Timeline
SENOMYX INCSENOMYX INC	33,957	$362K	0.03%	new
MONSTER BEVERAGE CORP NEMONSTER BEVERAGE CORP NE	5,109	$355K	0.03%	-5,891
CALPINE CORPCALPINE CORP	17,000	$355K	0.03%	+3,500
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	16,992	$347K	0.03%	new
GPREGREEN PLAINS INC	11,570	$347K	0.03%	new	Timeline
JACKJACK IN THE BOX INC	5,700	$336K	0.03%	-7,425	Timeline
PROTALIX BIOTHERAPEUTICS INCPROTALIX BIOTHERAPEUTICS INC	73,000	$334K	0.03%	new
NEW MEDIA INVT GROUP INCNEW MEDIA INVT GROUP INC	22,200	$333K	0.03%	new
ROCKWOOD HLDGS INCROCKWOOD HLDGS INC	4,400	$327K	0.03%	new
MSIMOTOROLA SOLUTIONS INC	5,010	$322K	0.03%	new	Timeline
WATWATERS CORP	2,968	$322K	0.03%	new	Timeline
BALLBALL CORP	5,832	$320K	0.03%	new	Timeline
GoogleGoogle	572	$319K	0.03%	-1,776
ERCALLSPRING MULTI SECTOR INCOM	21,564	$313K	0.02%	new	Timeline
SJMSMUCKER J M CO	3,146	$306K	0.02%	new	Timeline
WHOLE FOODS MKT INCWHOLE FOODS MKT INC	6,030	$306K	0.02%	new
BROADCOM CORPBROADCOM CORP	9,663	$304K	0.02%	-20,637
VITESSE SEMICONDUCTOR CORPVITESSE SEMICONDUCTOR CORP	72,100	$303K	0.02%	new
AMDADVANCED MICRO DEVICES INC	74,073	$297K	0.02%	new	Timeline
NANOSTRING TECHNOLOGIES INCNANOSTRING TECHNOLOGIES INC	14,400	$297K	0.02%	new
KKELLANOVA	4,704	$295K	0.02%	new	Timeline
PAIN THERAPEUTICS INCPAIN THERAPEUTICS INC	52,800	$290K	0.02%	new
BALTIC TRADING LTDBALTIC TRADING LTD	45,730	$289K	0.02%	new
PIMCO DYNAMIC CR INCOME FDPIMCO DYNAMIC CR INCOME FD	12,717	$287K	0.02%	new
MAMASTERCARD INCORPORATED	3,760	$281K	0.02%	new	Timeline
CIENCIENA CORP	12,184	$277K	0.02%	new	Timeline
FFIVF5 INC	2,572	$274K	0.02%	-9,288	Timeline
SANCHEZ ENERGY CORPSANCHEZ ENERGY CORP	9,200	$273K	0.02%	new
FSLRFIRST SOLAR INC	3,902	$272K	0.02%	new	Timeline
CERNER CORPCERNER CORP	4,782	$269K	0.02%	new
DIXIE GROUP INCDIXIE GROUP INC	16,400	$269K	0.02%	new
TRW AUTOMOTIVE HLDGS CORPTRW AUTOMOTIVE HLDGS CORP	3,300	$269K	0.02%	-6,800
IRON MTN INC NEW REITIRON MTN INC NEW REIT	9,547	$263K	0.02%	new
SCRIPPS NETWORKS INTERACT INSCRIPPS NETWORKS INTERACT IN	3,465	$263K	0.02%	new
FEI COFEI CO	2,550	$263K	0.02%	new
CUI GLOBAL INCCUI GLOBAL INC	23,760	$261K	0.02%	new
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	3,068	$260K	0.02%	new
CATAMARAN CORPCATAMARAN CORP	5,800	$260K	0.02%	new
KAPSTONE PAPER AND PACKAGIN…KAPSTONE PAPER AND PACKAGING C	8,900	$257K	0.02%	new
RTI INTL METALS INCRTI INTL METALS INC	9,200	$256K	0.02%	new
H&E EQUIPMENT SERVICES INCH&E EQUIPMENT SERVICES INC	6,300	$255K	0.02%	new
AVON PRODS INCAVON PRODS INC	17,443	$255K	0.02%	new
BIOTA PHARMACEUTIALS INCBIOTA PHARMACEUTIALS INC	40,700	$249K	0.02%	new
AMC ENTMT HLDGS INCAMC ENTMT HLDGS INC	10,221	$248K	0.02%	new
FRONTIER COMMUNICATIONS CORPFRONTIER COMMUNICATIONS CORP	43,508	$248K	0.02%	new
ACICAMERICAN COASTAL INS CORP	16,520	$241K	0.02%	new	Timeline
MAN TECH INTERNATIONAL CORPMAN TECH INTERNATIONAL CORP	8,100	$238K	0.02%	new
GAPGAP INC	5,926	$237K	0.02%	new	Timeline
PCGPG&E CORP	5,422	$234K	0.02%	new	Timeline
CLFDCLEARFIELD INC	10,110	$233K	0.02%	new	Timeline
OCLARO INCOCLARO INC	73,430	$228K	0.02%	new
BWABORGWARNER INC	3,675	$226K	0.02%	new	Timeline
TKRTIMKEN CO	3,800	$223K	0.02%	-900	Timeline
FEDERATED NATIONAL HOLDING CFEDERATED NATIONAL HOLDING C	12,030	$220K	0.02%	new
PEPCO HOLDINGS INCPEPCO HOLDINGS INC	10,580	$217K	0.02%	new
TRADE STR RESIDENTIAL INCTRADE STR RESIDENTIAL INC	28,300	$215K	0.02%	new
ENERGIZER HLDGS INCENERGIZER HLDGS INC	2,100	$212K	0.02%	-2,500
GILDGILEAD SCIENCES INC	2,930	$208K	0.02%	new	Timeline
OLD LINE BANCSHARES INCOLD LINE BANCSHARES INC	11,800	$204K	0.02%	new
DATAWATCH CORPDATAWATCH CORP	7,410	$201K	0.02%	new
QUICKLOGIC CORPQUICKLOGIC CORP	38,190	$199K	0.02%	new
HUDSON CITY BANCORPHUDSON CITY BANCORP	20,000	$197K	0.02%	new
HRTXHERON THERAPEUTICS INC	13,800	$192K	0.02%	new	Timeline
EXA CORPEXA CORP	14,400	$191K	0.02%	new
PLY GEM HLDGS INCPLY GEM HLDGS INC	15,000	$189K	0.01%	new
NANOVIRICIDES INCNANOVIRICIDES INC	58,400	$187K	0.01%	new
BIOTELEMETRY INCBIOTELEMETRY INC	18,470	$186K	0.01%	new
NEURALSTEM INCNEURALSTEM INC	41,900	$176K	0.01%	new
AESAES CORP	12,152	$174K	0.01%	new	Timeline
TIVO INCTIVO INC	12,762	$169K	0.01%	new
DOT HILL SYS CORPDOT HILL SYS CORP	43,350	$168K	0.01%	new
REGADO BIOSCIENCE INCREGADO BIOSCIENCE INC	13,300	$167K	0.01%	new
XEROX CORPXEROX CORP	14,660	$166K	0.01%	new
GENERAL FINANCE CORPORATIONGENERAL FINANCE CORPORATION	21,000	$166K	0.01%	new
Lee Enterprises IncLee Enterprises Inc	36,880	$165K	0.01%	new
GTT COMMUNICATIONS INCGTT COMMUNICATIONS INC	15,250	$161K	0.01%	new
BIOAMBER INCBIOAMBER INC	11,900	$136K	0.01%	new
RF MICRODEVICES INCRF MICRODEVICES INC	17,027	$134K	0.01%	new
QUALITY DISTR INC FLAQUALITY DISTR INC FLA	10,000	$130K	0.01%	new
ATHERSYS INCATHERSYS INC	37,300	$121K	0.01%	new
DISCOVERY LABORATORIES INC NDISCOVERY LABORATORIES INC N	55,400	$119K	0.01%	new
LSAKLESAKA TECHNOLOGIES INC	11,700	$117K	0.01%	new	Timeline
NEOSTEM INCNEOSTEM INC	16,300	$115K	0.01%	new
CINEDIGM CORP COMCINEDIGM CORP COM	44,190	$113K	0.01%	new
DNNDENISON MINES CORP	67,976	$100K	0.01%	new	Timeline
Sandstorm Gold LtdSandstorm Gold Ltd	17,472	$97K	0.01%	new
HILL INTERNATIONAL INCHILL INTERNATIONAL INC	17,700	$97K	0.01%	new
CNTYCENTURY CASINOS INC	12,460	$89K	0.01%	new	Timeline
DRYSHIPS INCDRYSHIPS INC	25,000	$81K	0.01%	new
ORGANOVO HOLDINGS INCORGANOVO HOLDINGS INC	10,380	$79K	0.01%	new
INOVIO PHARMACEUTICALS IINOVIO PHARMACEUTICALS I	22,935	$76K	0.01%	new
LIBERATOR MEDICAL HLDGS INCLIBERATOR MEDICAL HLDGS INC	15,200	$60K	<0.01%	new
COMMUNITY HEALTH SYS INC NEWCOMMUNITY HEALTH SYS INC NEW	32,432	$2K	<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
GLDSPDR GOLD TR GOLD SHS	put	1,166,600	$144M	new
SPYSTATE STR SPDR S&P 500 ETF T SHS	put	620,000	$116M	+215,000
SPYSTATE STR SPDR S&P 500 ETF T SHS	call	100,000	$18.7M	new
RDNRADIAN GROUP INC Stock	call	1,000,000	$15M	+17,200
VZVERIZON COMMUNICATIONS INC COM	call	300,000	$14.3M	new
MBIMBIA INC COMMON STOCK	call	1,000,000	$14M	new
EEMISHARES TR MSCI EMG MKT ETF	call	290,000	$11.9M	new
GLDSPDR GOLD TR GOLD SHS	call	75,000	$9.27M	+25,000
YAHOO INCYAHOO INC COM	call	250,000	$8.97M	+240,000
XLESELECT SECTOR SPDR TR SHS	put	100,000	$8.91M	new
PENNEY J C INCPENNEY J C INC COM	call	1,000,000	$8.62M	-15,000
FXIISHARES TR CHINA LG-CAP ETF	call	231,000	$8.27M	-1,319,000
YRC WORLDWIDE INCYRC WORLDWIDE INC COM	put	330,600	$7.44M	-419,000
CCJCAMECO CORP Stock	call	300,000	$6.87M	0
EXTERRAN HLDGS INCEXTERRAN HLDGS INC COM	call	150,000	$6.58M	new
NEWFIELD EXPL CONEWFIELD EXPL CO COM	call	200,000	$6.27M	new
Anglogold Ashanti PlcAnglogold Ashanti Plc Common	put	312,500	$5.34M	new
IWMISHARES TR SHS	put	45,000	$5.24M	+10,000
DBDEUTSCHE BK AG Stock	call	100,000	$4.48M	new
XLFSELECT SECTOR SPDR TR SHS	put	200,000	$4.47M	-300,000
PowerShares QQQ Trust Unit …PowerShares QQQ Trust Unit Ser COM	put	50,000	$4.38M	new
XRTSPDR SERIES TRUST ETF	put	50,000	$4.21M	new
GOODRICH PETE CORPGOODRICH PETE CORP COM NEW	put	250,000	$3.96M	new
SOCLGLOBAL X FDS SOCIAL MED ETF	put	200,000	$3.9M	new
HSBCHSBC HLDGS PLC ADR	call	75,000	$3.81M	new
UNITED STATES NATL GAS FUNDUNITED STATES NATL GAS FUND UNIT PAR $0.001	put	150,000	$3.66M	new
TIME WARNER CABLE INCTIME WARNER CABLE INC COM	call	26,000	$3.57M	+18,500
ASHRDBX ETF TR XTRACK HRVST CSI	call	150,000	$3.27M	new
CROXCROCS INC Stock	call	200,000	$3.12M	0
PAASPAN AMERN SILVER CORP COM	call	227,700	$2.93M	-65,800
MYLAN INCMYLAN INC COM	call	50,000	$2.44M	new
IBBISHARES TR ISHARES BIOTECH	put	10,000	$2.36M	new
SEARS HOLDINGS CORP XXXSEARS HOLDINGS CORP XXX COM	call	52,200	$2.02M	new
OCWEN FINL CORPOCWEN FINL CORP COM NEW	put	50,000	$1.96M	new
BPOPPOPULAR INC COM NEW	call	62,500	$1.94M	+17,500
SPRINT CORPSPRINT CORP COM SER 1	call	200,000	$1.84M	new
IYRISHARES TR U.S. REAL ES ETF	put	25,000	$1.69M	new
METAMETA PLATFORMS INC COM	call	25,000	$1.51M	new
CCITIGROUP INC COM	call	30,000	$1.43M	+5,000
QUICKSILVER RESOURCES INC.QUICKSILVER RESOURCES INC. COMMON STOCK	put	500,000	$1.31M	new
GSGOLDMAN SACHS GROUP INC COM	call	7,500	$1.23M	new
AMZNAMAZON COM INC COM	put	3,600	$1.21M	new
HCP INCHCP INC COM	call	30,000	$1.16M	new
SYMANTEC CORPSYMANTEC CORP COM	call	55,000	$1.1M	+35,000
BZHBEAZER HOMES USA INC COMMON STOCK	put	50,000	$1M	new
SUNEDISON INCSUNEDISON INC COM	call	50,000	$942K	new
KBHKB HOME COM	call	55,000	$934K	new
GNWGENWORTH FINL INC COM SHS	put	50,000	$887K	new
VMWARE, INC.VMWARE, INC. CL A COM	put	8,100	$875K	new
KRKROGER CO Stock	put	20,000	$873K	new
CITRIX SYSTEMS INCCITRIX SYSTEMS INC COM	call	15,000	$862K	new
TMUST-MOBILE US INC COM	call	25,000	$826K	new
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP COMMON STOCK	put	37,500	$806K	new
PENNEY J C INCPENNEY J C INC COM	put	85,000	$733K	-609,500
CHICAGO BRIDGE & IRON CO NVCHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH	put	8,000	$697K	new
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD SHS	put	6,000	$560K	new
DHID R HORTON INC Stock	call	25,000	$541K	new
AEOAMERICAN EAGLE OUTFITTERS IN Stock	call	40,000	$490K	new
CRMSALESFORCE INC COM	put	7,000	$400K	0
ZALECORPNEWZALECORPNEW COM	call	15,500	$324K	new
ALCOA INCALCOA INC COM	put	25,000	$322K	new
RIVERBED TECHNOLOGY INCRIVERBED TECHNOLOGY INC COM	call	14,300	$282K	new
EXELEXELIXIS INC Stock	call	50,100	$177K	new
MODUSLINK GLOBAL SOLUTIONS IMODUSLINK GLOBAL SOLUTIONS I COM	put	14,100	$60K	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	19,490,000	$48.5M	-2,000,000
TESLA INCTESLA INC NOTE 1.250% 3/0	principal	34,495,000	$31.5M	new
CEMEX SAB DE CVCEMEX SAB DE CV NOTE 3.750% 3/1	principal	16,633,000	$23.8M	+15,633,000
TESLA MOTORS INC 1.500TESLA MOTORS INC 1.500 NOTE 1.500% 6/0	principal	9,250,000	$16.6M	new
ENERSYS 3.375ENERSYS 3.375 NOTE	principal	8,750,000	$15.3M	-3,250,000
GOLDCORP INC NEWGOLDCORP INC NEW NOTE 2.000% 8/0	principal	15,000,000	$15.1M	0
TESLA INCTESLA INC NOTE 0.250 3/0	principal	16,001,000	$14.8M	new
TTM TECHNOLOGIES INCTTM TECHNOLOGIES INC NOTE 1.750%12/1	principal	12,500,000	$13.9M	new
L-3 COMMUNICATIONS CORPL-3 COMMUNICATIONS CORP DEBT 3.000% 8/0	principal	9,000,000	$12M	+1,500,000
AMERICAN RLTY CAP PPTYS INCAMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1	principal	10,000,000	$11M	new
CEMEX SAB DE CVCEMEX SAB DE CV NOTE	principal	7,000,000	$9.59M	new
VIPSHOP HLDGS LTDVIPSHOP HLDGS LTD NOTE 1.500% 3/1	principal	9,000,000	$9.18M	new
GT Advanced Technologies In…GT Advanced Technologies Inc. CONV	principal	5,400,000	$8.76M	new
APOLLO COML REAL EST FIN INCAPOLLO COML REAL EST FIN INC NOTE 5.500% 3/1	principal	8,500,000	$8.73M	new
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE	principal	4,000,000	$8.31M	0
RAS 4 10/1/33RAS 4 10/1/33 Bond 30/360P2 U	principal	8,000,000	$7.98M	+4,200,000
EXELIXIS INCEXELIXIS INC NOTE 4.250% 8/1	principal	7,621,000	$6.85M	-4,525,000
CACI INTL INCCACI INTL INC NOTE 2.125% 5/0	principal	5,000,000	$6.78M	-8,200,000
ASCENT CAP GROUP INCASCENT CAP GROUP INC NOTE 4.000 7/1	principal	6,199,000	$6.32M	+2,199,000
COVANTA HLDG CORPCOVANTA HLDG CORP NOTE 3.250% 6/0	principal	5,000,000	$5.89M	0
NEWMONT MINING CORPNEWMONT MINING CORP NOTE	principal	5,000,000	$5.03M	0
TELEFLEX INCTELEFLEX INC NOTE 3.875% 8/0	principal	2,662,000	$4.76M	-4,500,000
OMNICOM GROUP INCOMNICOM GROUP INC NOTE 7/3	principal	3,250,000	$4.33M	0
LINEAR TECH INCLINEAR TECH INC CORPORATE OBLIG	principal	3,000,000	$3.62M	0
CHESAPEAKE ENERGY CORPCHESAPEAKE ENERGY CORP NOTE 2.750%11/1	principal	3,000,000	$3.15M	0
AMTRUST FINANCIAL SERVICES IAMTRUST FINANCIAL SERVICES I NOTE 5.500%12/1	principal	2,000,000	$2.98M	0
ALTRA HOLDINGS INCALTRA HOLDINGS INC NOTE 2.750% 3/0	principal	2,000,000	$2.86M	new
ICONIX BRAND GROUP INCICONIX BRAND GROUP INC NOTE	principal	2,000,000	$2.73M	new
PROSPECT CAPITAL CORPORATIO…PROSPECT CAPITAL CORPORATION 5.75… Convertible	principal	2,500,000	$2.67M	0
ANR 4.875 12/20ANR 4.875 12/20 Bond 30/360P2 U	principal	3,000,000	$2.5M	-1,000,000
AK STL CORPAK STL CORP NOTE 5.000%11/1	principal	1,500,000	$2.32M	new
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1	principal	2,150,000	$2.3M	new
RESOURCE CAP CORPRESOURCE CAP CORP NOTE 6.000prct12/0	principal	2,000,000	$2.05M	0
COLONY FINL INCCOLONY FINL INC NOTE 5.000% 4/1	principal	1,873,000	$2.03M	new
ARAY 3.5 02/18ARAY 3.5 02/18 Bond 30/360P2 U	principal	1,000,000	$1.92M	new
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION MTNF 5.375%10/1	principal	1,000,000	$1.08M	0
YRC Worldwide IncYRC Worldwide Inc Note 10.000% 3/3	principal	1,000,000	$1.02M	-11,000,000

Sold out in Q1 2014

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

The largest 100 of 197. All 197

Security	Shares before	Value before	Type
SPYSTATE STR SPDR S&P 500 ETF T	500,000	$92.3M	shares
MICROCHIP TECHNOLOGY INCMICROCHIP TECHNOLOGY INC	24,546,000	$41.7M	principal
MUMICRON TECHNOLOGY INC	726,320	$15.8M	shares
ENPRO INDS INCENPRO INDS INC	7,707,000	$13.4M	principal
ARCHER DANIELS MIDLAND COARCHER DANIELS MIDLAND CO	10,000,000	$13.3M	principal
Vaneck Vectors Gold Miners …Vaneck Vectors Gold Miners ETF	625,000	$13.2M	call
OMNICAREOMNICARE	11,500,000	$12.4M	principal
RDNRADIAN GROUP INC	848,080	$12M	shares
POWERSHARESPOWERSHARES	264,000	$11.4M	shares
METAMETA PLATFORMS INC	200,000	$10.9M	put
CZRCZR	500,000	$10.8M	call
IBMINTERNATIONAL BUSINESS MACHS	50,000	$9.38M	put
NOVELLUS SYS INCNOVELLUS SYS INC	5,661,000	$9.15M	principal
BARCLAYS IPTH SRS B S&P SHR…BARCLAYS IPTH SRS B S&P SHRT TRM …	212,600	$9.05M	put
AMERICAN RLTY CAP PPTYS INCAMERICAN RLTY CAP PPTYS INC	16,500,000	$8.6M	principal
LIFE TECHNOLOGIES CORPLIFE TECHNOLOGIES CORP	111,561	$8.46M	shares
PGPROCTER & GAMBLE CO	100,000	$8.14M	put
CTRIP COM INTL LTDCTRIP COM INTL LTD	150,000	$7.44M	call
XLKSELECT SECTOR SPDR TR	200,000	$7.15M	call
BARRICK GOLD CORPBARRICK GOLD CORP	400,000	$7.05M	call
VWOVANGUARD INTL EQUITY INDEX F	150,000	$6.17M	shares
FAMILY DLR STORES INCFAMILY DLR STORES INC	90,000	$5.85M	call
ANTHEM INCANTHEM INC	3,277,000	$4.47M	principal
FOOT LOCKER INCFOOT LOCKER INC	106,840	$4.43M	shares
OKEONEOK INC NEW	78,900	$4.29M	shares
GMGENERAL MTRS CO	101,120	$4.13M	shares
DXJWISDOMTREE TR	81,126	$4.12M	shares
FXIISHARES TR	100,000	$3.84M	shares
VIACOM INCVIACOM INC	43,900	$3.83M	shares
OXYOCCIDENTAL PETE CORP	40,300	$3.83M	shares
IBMINTERNATIONAL BUSINESS MACHS	19,800	$3.71M	shares
GROUPON INCGROUPON INC	300,000	$3.53M	put
MTBM & T BK CORP	30,000	$3.49M	put
TIME WARNER CABLE INCTIME WARNER CABLE INC	25,503	$3.46M	shares
SPDR SERIES TRUSTSPDR SERIES TRUST	50,000	$3.43M	put
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG	180,000	$3.27M	call
KBRKBR INC	100,100	$3.19M	shares
LVSLAS VEGAS SANDS CORP	40,353	$3.18M	shares
WYWEYERHAEUSER CO	100,000	$3.16M	shares
RTI INTL METALS INCRTI INTL METALS INC	2,879,000	$3.1M	principal
GAIN CAP HLDGS INCGAIN CAP HLDGS INC	1,500,000	$3.07M	principal
AALAMERICAN AIRLINES GROUP INC	120,000	$3.03M	shares
HASHASBRO INC	54,054	$2.97M	shares
Hubbell Inc Class BHubbell Inc Class B	26,100	$2.84M	shares
E M C CORP MASSE M C CORP MASS	112,805	$2.84M	shares
HEWLETT PACKARD COHEWLETT PACKARD CO	100,000	$2.8M	put
AMZNAMAZON COM INC	6,700	$2.67M	shares
STARWOOD HOTELS&RESORTS WRLDSTARWOOD HOTELS&RESORTS WRLD	32,872	$2.61M	shares
CORE LABORATORIES N VCORE LABORATORIES N V	13,600	$2.6M	shares
GNC HLDGS INCGNC HLDGS INC	43,051	$2.52M	shares
HEALTH MGMT ASSOC INC NEWHEALTH MGMT ASSOC INC NEW	190,999	$2.5M	shares
ITBISHARES TR	100,000	$2.48M	put
LOWLOWES COS INC	50,000	$2.48M	put
DIRECTVDIRECTV	34,200	$2.36M	shares
HOGHARLEY DAVIDSON INC	31,253	$2.16M	shares
MAGICJACK VOCALTEC LTDMAGICJACK VOCALTEC LTD	178,350	$2.12M	shares
BLACKSTONE MTG TR INCBLACKSTONE MTG TR INC	2,000,000	$2.04M	principal
SBUXSTARBUCKS CORP	25,885	$2.03M	shares
TESORO CORPTESORO CORP	34,294	$2.01M	shares
BONANZA CREEK ENERGY INCBONANZA CREEK ENERGY INC	45,100	$1.96M	shares
WHITEWAVE FOODS COMPANYWHITEWAVE FOODS COMPANY	85,119	$1.95M	shares
MCHIISHARES TR	40,000	$1.93M	shares
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP	100,000	$1.93M	call
PKGPACKAGING CORP AMER	30,000	$1.9M	shares
PENN VIRGINIA CORPPENN VIRGINIA CORP	200,400	$1.89M	shares
WHRWHIRLPOOL CORP	11,863	$1.86M	shares
FAMILY DLR STORES INCFAMILY DLR STORES INC	28,611	$1.86M	shares
CONTINENTAL RES INCCONTINENTAL RES INC	16,476	$1.85M	shares
MEOHMETHANEX CORP	30,000	$1.78M	shares
SILVER STD RES INCSILVER STD RES INC	251,702	$1.75M	shares
Seadrill Partners, LLCSeadrill Partners, LLC	55,000	$1.71M	shares
MASMASCO CORP	74,139	$1.69M	shares
LIBERTY MEDIA CORP DELAWARELIBERTY MEDIA CORP DELAWARE	11,450	$1.68M	shares
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	19,972	$1.62M	shares
ACCURAY INCACCURAY INC	1,000,000	$1.61M	principal
LPXLOUISIANA PAC CORP	83,149	$1.54M	shares
CAMERON INTERNATIONAL CORPCAMERON INTERNATIONAL CORP	25,300	$1.51M	shares
LIBERTY INTERACTIVE CORPLIBERTY INTERACTIVE CORP	11,800	$1.45M	shares
CRICARTERS INC	20,000	$1.44M	call
ESSESSEX PPTY TR INC	10,000	$1.44M	shares
CFRCULLEN FROST BANKERS INC	18,800	$1.4M	shares
DFC GLOBAL CORPDFC GLOBAL CORP	119,500	$1.37M	shares
LIBERTY PROPERTY TRUSTLIBERTY PROPERTY TRUST	40,000	$1.35M	shares
GSGOLDMAN SACHS GROUP INC	7,500	$1.33M	put
CABELAS INCCABELAS INC	19,714	$1.31M	shares
ALBALBEMARLE CORP	20,700	$1.31M	shares
TTWOTAKE-TWO INTERACTIVE SOFTWAR	74,998	$1.3M	shares
UNPUNION PAC CORP	7,700	$1.29M	shares
HHYATT HOTELS CORP	26,100	$1.29M	shares
NORTHERN OIL & GAS INC NEVNORTHERN OIL & GAS INC NEV	85,200	$1.28M	shares
ROKROCKWELL AUTOMATION INC	10,600	$1.25M	shares
NCLHNORWEGIAN CRUISE LINE HLDGS	35,200	$1.25M	shares
OSGOCTAVE SPECIALTY GROUP INC	50,000	$1.23M	call
WUWESTERN UN CO	71,100	$1.23M	shares
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	15,000	$1.22M	call
MTNVAIL RESORTS INC	16,041	$1.21M	shares
FLRFLUOR CORP	14,500	$1.16M	shares
CLCOLGATE PALMOLIVE CO	17,590	$1.15M	shares
MUMICRON TECHNOLOGY INC	52,600	$1.14M	call
MSFTMICROSOFT CORP	30,000	$1.12M	put

How Q1 2014 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 0001140361-14-021601	base		2014-05-15	acceptance time not in the bulk data set	2026-10-07 19:42:28 UTC
13F-HR/A 0001140361-15-007331	added	new holdings	2015-02-17	acceptance time not in the bulk data set	2026-10-07 19:17:13 UTC