Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRput | $7,571,000 | -27.7% | 35,000 | -30.0% | 43.27% | -20.4% |
| VIG | Buy | VANGUARD SPECIALIZED PORTFOLdiv app etf | $2,098,000 | +101.5% | 25,000 | +100.0% | 11.99% | +122.0% |
| TLT | New | ISHARES TR20 yr tr bd etf | $2,063,000 | – | 15,000 | – | 11.79% | – |
| RSP | New | RYDEX ETF TRUSTgug s&p500 eq wt | $1,672,000 | – | 20,000 | – | 9.56% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $1,328,000 | – | 15,000 | – | 7.59% | – |
| NMFC | Sell | NEW MTN FIN CORP | $963,000 | -12.2% | 70,000 | -17.6% | 5.50% | -3.3% |
| PAM | Buy | PAMPA ENERGIA S Aspons adr lvl i | $810,000 | +48.1% | 25,000 | +25.0% | 4.63% | +63.1% |
| APO | Sell | APOLLO GLOBAL MGMT LLC | $449,000 | -60.5% | 25,000 | -66.7% | 2.57% | -56.5% |
| MRO | New | MARATHON OIL CORP | $395,000 | – | 25,000 | – | 2.26% | – |
| FOLD | New | AMICUS THERAPEUTICS INC | $74,000 | – | 10,000 | – | 0.42% | – |
| New | SOLARCITY CORPnote 1.625%11/0 | $74,000 | – | 100,000 | – | 0.42% | – | |
| BLL | Exit | BALL CORP | $0 | – | -5,000 | – | -1.87% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -5,000 | – | -1.91% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -7,500 | – | -4.54% | – |
| HUM | Exit | HUMANA INC | $0 | – | -5,000 | – | -4.74% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -12,500 | – | -4.98% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -15,000 | – | -7.79% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $10,474,000 | – | 50,000 | – | 54.34% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $1,502,000 | – | 15,000 | – | 7.79% | – |
| APO | New | APOLLO GLOBAL MGMT LLC | $1,136,000 | – | 75,000 | – | 5.89% | – |
| NMFC | New | NEW MTN FIN CORP | $1,097,000 | – | 85,000 | – | 5.69% | – |
| VIG | New | VANGUARD SPECIALIZED PORTFOLdiv app etf | $1,041,000 | – | 12,500 | – | 5.40% | – |
| SYT | New | SYNGENTA AGsponsored adr | $960,000 | – | 12,500 | – | 4.98% | – |
| HUM | New | HUMANA INC | $913,000 | – | 5,000 | – | 4.74% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $876,000 | – | 7,500 | – | 4.54% | – |
| PAM | New | PAMPA ENERGIA S Aspons adr lvl i | $547,000 | – | 20,000 | – | 2.84% | – |
| TWX | New | TIME WARNER INC | $368,000 | – | 5,000 | – | 1.91% | – |
| BLL | New | BALL CORP | $361,000 | – | 5,000 | – | 1.87% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RAD | Exit | RITE AID CORP | $0 | – | -25,000 | – | -0.41% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -25,000 | – | -1.05% | – |
| HES | Exit | HESS CORP | $0 | – | -20,000 | – | -2.69% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -25,000 | – | -2.81% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -7,500 | – | -3.17% | – |
| M | Exit | MACYS INC | $0 | – | -25,000 | – | -3.44% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -45,000 | – | -4.45% | – |
| HOT | Exit | STARWOOD HOTELS&RESORTS WRLD | $0 | – | -25,000 | – | -4.46% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -50,000 | – | -5.13% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -25,000 | – | -5.36% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -12,500 | – | -5.83% | – |
| CLNY | Exit | COLONY CAP INCcl a | $0 | – | -125,000 | – | -6.56% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -15,000 | – | -7.22% | – |
| PFE | Exit | PFIZER INC | $0 | – | -100,000 | – | -8.43% | – |
| TLT | Exit | ISHARES TRcall | $0 | – | -40,000 | – | -13.26% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -50,000 | – | -25.72% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $9,582,000 | – | 50,000 | – | 25.72% | – |
| TLT | New | ISHARES TRcall | $4,942,000 | – | 40,000 | – | 13.26% | – |
| PFE | Sell | PFIZER INC | $3,141,000 | -37.6% | 100,000 | -33.3% | 8.43% | +17.4% |
| TWC | Sell | TIME WARNER CABLE INC | $2,691,000 | -39.6% | 15,000 | -40.0% | 7.22% | +13.6% |
| CLNY | Sell | COLONY CAP INCcl a | $2,445,000 | -56.8% | 125,000 | -50.0% | 6.56% | -18.8% |
| GS | New | GOLDMAN SACHS GROUP INC | $2,172,000 | – | 12,500 | – | 5.83% | – |
| YUM | Sell | YUM BRANDS INC | $1,999,000 | -55.6% | 25,000 | -50.0% | 5.36% | -16.6% |
| AER | Sell | AERCAP HOLDINGS NV | $1,912,000 | -58.2% | 50,000 | -50.0% | 5.13% | -21.5% |
| HOT | Buy | STARWOOD HOTELS&RESORTS WRLD | $1,662,000 | +2.5% | 25,000 | +25.0% | 4.46% | +92.7% |
| WMB | Sell | WILLIAMS COS INC DEL | $1,658,000 | -42.2% | 45,000 | -10.0% | 4.45% | +8.6% |
| M | New | MACYS INC | $1,283,000 | – | 25,000 | – | 3.44% | – |
| PRGO | Sell | PERRIGO CO PLC | $1,180,000 | -57.4% | 7,500 | -50.0% | 3.17% | -20.0% |
| MDLZ | New | MONDELEZ INTL INCcl a | $1,047,000 | – | 25,000 | – | 2.81% | – |
| HES | New | HESS CORP | $1,001,000 | – | 20,000 | – | 2.69% | – |
| BAC | New | BANK AMER CORP | $390,000 | – | 25,000 | – | 1.05% | – |
| RAD | New | RITE AID CORP | $152,000 | – | 25,000 | – | 0.41% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -25,000 | – | -1.84% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -20,000 | – | -2.23% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -25,000 | – | -2.72% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -50,000 | – | -2.80% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -20,000 | – | -3.04% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -50,000 | – | -3.86% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -15,000 | – | -4.28% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -25,000 | – | -4.59% | – |
| HUM | Exit | HUMANA INC | $0 | – | -17,500 | – | -4.78% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -40,000 | – | -4.82% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -50,000 | – | -6.24% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -70,000 | – | -6.37% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -75,000 | – | -7.48% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CLNY | New | COLONY CAP INCcl a | $5,663,000 | – | 250,000 | – | 8.08% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $5,236,000 | – | 75,000 | – | 7.48% | – |
| PFE | New | PFIZER INC | $5,030,000 | – | 150,000 | – | 7.18% | – |
| AER | New | AERCAP HOLDINGS NV | $4,579,000 | – | 100,000 | – | 6.54% | – |
| YUM | New | YUM BRANDS INC | $4,504,000 | – | 50,000 | – | 6.43% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $4,460,000 | – | 70,000 | – | 6.37% | – |
| TWC | New | TIME WARNER CABLE INC | $4,454,000 | – | 25,000 | – | 6.36% | – |
| TWX | New | TIME WARNER INC | $4,371,000 | – | 50,000 | – | 6.24% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $3,378,000 | – | 40,000 | – | 4.82% | – |
| HUM | New | HUMANA INC | $3,347,000 | – | 17,500 | – | 4.78% | – |
| PRE | New | PARTNERRE LTD | $3,213,000 | – | 25,000 | – | 4.59% | – |
| PCP | New | PRECISION CASTPARTS CORP | $2,998,000 | – | 15,000 | – | 4.28% | – |
| WMB | New | WILLIAMS COS INC DEL | $2,870,000 | – | 50,000 | – | 4.10% | – |
| PRGO | New | PERRIGO CO PLC | $2,772,000 | – | 15,000 | – | 3.96% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $2,704,000 | – | 50,000 | – | 3.86% | – |
| MON | New | MONSANTO CO NEW | $2,132,000 | – | 20,000 | – | 3.04% | – |
| YHOO | New | YAHOO INC | $1,965,000 | – | 50,000 | – | 2.80% | – |
| GWR | New | GENESEE & WYO INCcl a | $1,905,000 | – | 25,000 | – | 2.72% | – |
| HOT | New | STARWOOD HOTELS&RESORTS WRLD | $1,622,000 | – | 20,000 | – | 2.32% | – |
| APC | New | ANADARKO PETE CORP | $1,561,000 | – | 20,000 | – | 2.23% | – |
| BRCM | New | BROADCOM CORPcl a | $1,287,000 | – | 25,000 | – | 1.84% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EQC | Exit | EQUITY COMWLTH | $0 | – | -50,000 | – | -0.79% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -25,000 | – | -0.89% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -20,000 | – | -0.94% | – |
| LPG | Exit | DORIAN LPG LTD | $0 | – | -100,000 | – | -1.10% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -25,000 | – | -1.10% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -50,000 | – | -1.14% | – |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -25,000 | – | -1.27% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -100,000 | – | -1.30% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -50,000 | – | -1.65% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -60,000 | – | -1.77% | – |
| PFE | Exit | PFIZER INC | $0 | – | -100,000 | – | -1.82% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -75,000 | – | -1.90% | – |
| ETN | Exit | EATON CORP PLCcall | $0 | – | -50,000 | – | -1.96% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -250,000 | – | -2.18% | – |
| LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -50,000 | – | -2.22% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -15,000 | – | -2.23% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -50,000 | – | -2.32% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -75,000 | – | -2.56% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -50,000 | – | -2.67% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -40,000 | – | -2.78% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -40,000 | – | -3.00% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -50,000 | – | -3.13% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -125,000 | – | -3.15% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -250,000 | – | -3.57% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -125,000 | – | -4.04% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -70,000 | – | -4.37% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -50,000 | – | -4.43% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -60,000 | – | -6.60% | – |
| AZN | Exit | ASTRAZENECA PLCcall | $0 | – | -200,000 | – | -8.81% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -200,000 | – | -24.31% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGN | Buy | ALLERGAN INC | $10,691,000 | +26.4% | 60,000 | +20.0% | 6.60% | +34.3% |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $7,088,000 | – | 70,000 | – | 4.37% | – |
| DOW | New | DOW CHEM CO | $6,555,000 | – | 125,000 | – | 4.04% | – |
| ALLY | New | ALLY FINL INC | $5,785,000 | – | 250,000 | – | 3.57% | – |
| AER | Buy | AERCAP HOLDINGS NV | $5,113,000 | +48.9% | 125,000 | +66.7% | 3.15% | +58.3% |
| APC | Buy | ANADARKO PETE CORP | $5,072,000 | +32.4% | 50,000 | +42.9% | 3.13% | +40.8% |
| MON | New | MONSANTO CO NEW | $4,500,000 | – | 40,000 | – | 2.78% | – |
| F113PS | Buy | COVIDIEN PLC | $4,326,000 | +91.8% | 50,000 | +100.0% | 2.67% | +103.8% |
| WMB | Sell | WILLIAMS COS INC DEL | $4,151,000 | -28.7% | 75,000 | -25.0% | 2.56% | -24.2% |
| TWX | New | TIME WARNER INC | $3,761,000 | – | 50,000 | – | 2.32% | – |
| B108PS | New | ACTAVIS PLC | $3,619,000 | – | 15,000 | – | 2.23% | – |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $3,591,000 | +393.9% | 50,000 | +400.0% | 2.22% | +424.9% |
| ACAS | New | AMERICAN CAP LTD | $3,540,000 | – | 250,000 | – | 2.18% | – |
| ETN | Sell | EATON CORP PLCcall | $3,169,000 | -54.4% | 50,000 | -44.4% | 1.96% | -51.5% |
| LBTYA | Sell | LIBERTY GLOBAL PLC | $3,076,000 | -27.3% | 75,000 | -25.0% | 1.90% | -22.7% |
| PFE | New | PFIZER INC | $2,957,000 | – | 100,000 | – | 1.82% | – |
| IP | New | INTL PAPER CO | $2,864,000 | – | 60,000 | – | 1.77% | – |
| CBS | New | CBS CORP NEWcl b | $2,675,000 | – | 50,000 | – | 1.65% | – |
| SCI | Sell | SERVICE CORP INTL | $2,114,000 | -54.7% | 100,000 | -55.6% | 1.30% | -51.8% |
| DRC | New | DRESSER-RAND GROUP INC | $2,057,000 | – | 25,000 | – | 1.27% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $1,850,000 | – | 50,000 | – | 1.14% | – |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $1,786,000 | -68.0% | 25,000 | -66.7% | 1.10% | -65.9% |
| LPG | Buy | DORIAN LPG LTD | $1,782,000 | +55.0% | 100,000 | +100.0% | 1.10% | +64.8% |
| ROC | New | ROCKWOOD HLDGS INC | $1,529,000 | – | 20,000 | – | 0.94% | – |
| ABBV | New | ABBVIE INC | $1,444,000 | – | 25,000 | – | 0.89% | – |
| EQC | New | EQUITY COMWLTH | $1,286,000 | – | 50,000 | – | 0.79% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -10,000 | – | -0.91% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -100,000 | – | -0.91% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -100,000 | – | -1.00% | – |
| OPEN | Exit | OPENTABLE INC | $0 | – | -20,000 | – | -1.20% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -75,000 | – | -1.22% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -25,000 | – | -1.35% | – |
| FMC | Exit | F M C CORP | $0 | – | -35,000 | – | -1.45% | – |
| 3101SC | Exit | COMMONWEALTH REIT | $0 | – | -100,000 | – | -1.53% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -50,000 | – | -1.66% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -30,000 | – | -1.83% | – |
| SWY | Exit | SAFEWAY IN | $0 | – | -100,000 | – | -1.99% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -50,000 | – | -2.15% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -50,000 | – | -2.16% | – |
| CKH | Exit | SEACOR HOLDINGS INC | $0 | – | -50,000 | – | -2.39% | – |
| AER | Exit | AERCAP HOLDINGS NVput | $0 | – | -90,000 | – | -2.39% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -75,000 | – | -2.69% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -75,000 | – | -3.36% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -75,000 | – | -4.13% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $39,144,000 | – | 200,000 | – | 22.72% | – |
| AZN | New | ASTRAZENECA PLCcall | $14,862,000 | – | 200,000 | – | 8.62% | – |
| AGN | New | ALLERGAN INC | $8,461,000 | – | 50,000 | – | 4.91% | – |
| TWC | New | TIME WARNER CABLE INC | $7,365,000 | – | 50,000 | – | 4.27% | – |
| AXP | New | AMERICAN EXPRESS CO | $7,115,000 | – | 75,000 | – | 4.13% | – |
| ETN | New | EATON CORP PLCcall | $6,946,000 | – | 90,000 | – | 4.03% | – |
| WMB | New | WILLIAMS COS INC DEL | $5,821,000 | – | 100,000 | – | 3.38% | – |
| ETN | New | EATON CORP PLC | $5,789,000 | – | 75,000 | – | 3.36% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $5,573,000 | – | 75,000 | – | 3.23% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $4,720,000 | – | 40,000 | – | 2.74% | – |
| SCI | New | SERVICE CORP INTL | $4,662,000 | – | 225,000 | – | 2.71% | – |
| TEL | New | TE CONNECTIVITY LTD | $4,638,000 | – | 75,000 | – | 2.69% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $4,231,000 | – | 100,000 | – | 2.46% | – |
| AER | New | AERCAP HOLDINGS NVput | $4,122,000 | – | 90,000 | – | 2.39% | – |
| CKH | New | SEACOR HOLDINGS INC | $4,113,000 | – | 50,000 | – | 2.39% | – |
| APC | New | ANADARKO PETE CORP | $3,831,000 | – | 35,000 | – | 2.22% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $3,713,000 | – | 50,000 | – | 2.16% | – |
| WAG | New | WALGREEN CO | $3,707,000 | – | 50,000 | – | 2.15% | – |
| AER | New | AERCAP HOLDINGS NV | $3,435,000 | – | 75,000 | – | 1.99% | – |
| SWY | New | SAFEWAY IN | $3,434,000 | – | 100,000 | – | 1.99% | – |
| GWR | New | GENESEE & WYO INCcl a | $3,150,000 | – | 30,000 | – | 1.83% | – |
| DG | New | DOLLAR GEN CORP NEW | $2,868,000 | – | 50,000 | – | 1.66% | – |
| 3101SC | New | COMMONWEALTH REIT | $2,632,000 | – | 100,000 | – | 1.53% | – |
| FMC | New | F M C CORP | $2,492,000 | – | 35,000 | – | 1.45% | – |
| HON | New | HONEYWELL INTL INC | $2,324,000 | – | 25,000 | – | 1.35% | – |
| F113PS | New | COVIDIEN PLC | $2,255,000 | – | 25,000 | – | 1.31% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $2,102,000 | – | 75,000 | – | 1.22% | – |
| OPEN | New | OPENTABLE INC | $2,072,000 | – | 20,000 | – | 1.20% | – |
| MN | New | MANNING & NAPIER INCcl a | $1,726,000 | – | 100,000 | – | 1.00% | – |
| TPH | New | TRI POINTE HOMES INC | $1,572,000 | – | 100,000 | – | 0.91% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,563,000 | – | 10,000 | – | 0.91% | – |
| LPG | New | DORIAN LPG LTD | $1,150,000 | – | 50,000 | – | 0.67% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $727,000 | – | 10,000 | – | 0.42% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SNY | Exit | SANOFIsponsored adr | $0 | – | -75,000 | – | -0.11% | – |
| PRAN | Exit | PRANA BIOTECHNOLOGY LTDsponsored adr | $0 | – | -50,000 | – | -0.15% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -150,000 | – | -1.24% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -75,000 | – | -1.44% | – |
| GPK | Exit | GRAPHIC PACKAGING HOLDING CO | $0 | – | -250,000 | – | -1.53% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -125,000 | – | -1.54% | – |
| LAMR | Exit | LAMAR ADVERTISING COcl a | $0 | – | -50,000 | – | -1.68% | – |
| DXJ | Exit | WISDOMTREE TRjapn hedge eqt | $0 | – | -50,000 | – | -1.72% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -75,000 | – | -1.79% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -75,000 | – | -1.93% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -250,000 | – | -2.19% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -50,000 | – | -2.26% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -175,000 | – | -2.34% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -75,000 | – | -2.39% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -40,000 | – | -2.50% | – |
| LAMR | Exit | LAMAR ADVERTISING COcall | $0 | – | -75,000 | – | -2.53% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -75,000 | – | -2.78% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -50,000 | – | -2.84% | – |
| MDLZ | Exit | MONDELEZ INTL INCcall | $0 | – | -150,000 | – | -3.38% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -150,000 | – | -3.91% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -100,000 | – | -4.18% | – |
| AAPL | Exit | APPLE INC | $0 | – | -12,500 | – | -4.27% | – |
| GE | Exit | GENERAL ELECTRICcall | $0 | – | -250,000 | – | -4.28% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -30,000 | – | -4.88% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -350,000 | – | -42.14% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRput | $58,804,000 | +22.2% | 350,000 | +16.7% | 42.14% | +74.6% |
| PCP | New | PRECISION CASTPARTS CORP | $6,817,000 | – | 30,000 | – | 4.88% | – |
| GE | New | GENERAL ELECTRICcall | $5,973,000 | – | 250,000 | – | 4.28% | – |
| AAPL | New | APPLE INC | $5,959,000 | – | 12,500 | – | 4.27% | – |
| URI | New | UNITED RENTALS INC | $5,829,000 | – | 100,000 | – | 4.18% | – |
| WMB | Sell | WILLIAMS COS INC DEL | $5,454,000 | -4.0% | 150,000 | -14.3% | 3.91% | +37.2% |
| MDLZ | New | MONDELEZ INTL INCcall | $4,713,000 | – | 150,000 | – | 3.38% | – |
| TEL | Sell | TE CONNECTIVITY LTD | $3,884,000 | -31.8% | 75,000 | -40.0% | 2.78% | -2.5% |
| LAMR | New | LAMAR ADVERTISING COcall | $3,527,000 | – | 75,000 | – | 2.53% | – |
| GRA | Buy | GRACE W R & CO DEL NEW | $3,496,000 | +18.9% | 40,000 | +14.3% | 2.50% | +69.8% |
| RIG | New | TRANSOCEAN LTD | $3,338,000 | – | 75,000 | – | 2.39% | – |
| NUAN | New | NUANCE COMMUNICATIONS INC | $3,269,000 | – | 175,000 | – | 2.34% | – |
| ALB | New | ALBEMARLE CORP | $3,147,000 | – | 50,000 | – | 2.26% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $3,050,000 | – | 250,000 | – | 2.19% | – |
| GM | Sell | GENERAL MOTORS CO | $2,698,000 | -35.2% | 75,000 | -40.0% | 1.93% | -7.4% |
| MSFT | New | MICROSOFT CORP | $2,496,000 | – | 75,000 | – | 1.79% | – |
| DXJ | Sell | WISDOMTREE TRjapn hedge eqt | $2,397,000 | -47.4% | 50,000 | -50.0% | 1.72% | -24.9% |
| LAMR | Sell | LAMAR ADVERTISING COcl a | $2,352,000 | -27.7% | 50,000 | -33.3% | 1.68% | +3.2% |
| AMED | New | AMEDISYS INC | $2,151,000 | – | 125,000 | – | 1.54% | – |
| GPK | New | GRAPHIC PACKAGING HOLDING CO | $2,140,000 | – | 250,000 | – | 1.53% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $2,002,000 | – | 75,000 | – | 1.44% | – |
| TLM | New | TALISMAN ENERGY INC | $1,725,000 | – | 150,000 | – | 1.24% | – |
| PRAN | New | PRANA BIOTECHNOLOGY LTDsponsored adr | $206,000 | – | 50,000 | – | 0.15% | – |
| SNY | New | SANOFIsponsored adr | $152,000 | – | 75,000 | – | 0.11% | – |
| AXDX | Exit | ACCELERATE DIAGNOSTICS INC | $0 | – | -65,000 | – | -0.26% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -200,000 | – | -0.62% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -150,000 | – | -0.80% | – |
| KBR | Exit | KBR INC | $0 | – | -50,000 | – | -0.82% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -20,000 | – | -0.92% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -100,000 | – | -1.06% | – |
| TLM | Exit | TALISMAN ENERGY INCcall | $0 | – | -200,000 | – | -1.15% | – |
| CLW | Exit | CLEARWATER PAPER CORP | $0 | – | -50,000 | – | -1.18% | – |
| FMC | Exit | F M C CORP | $0 | – | -50,000 | – | -1.53% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -100,000 | – | -1.56% | – |
| DOW | Exit | DOW CHEM COcall | $0 | – | -100,000 | – | -1.61% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -100,000 | – | -1.61% | – |
| HES | Exit | HESS CORP | $0 | – | -50,000 | – | -1.67% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -175,000 | – | -1.85% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -150,000 | – | -2.01% | – |
| 3101SC | Exit | COMMONWEALTH REIT | $0 | – | -175,000 | – | -2.03% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -175,000 | – | -2.52% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -125,000 | – | -2.80% | – |
| CB | Exit | CHUBB CORP | $0 | – | -70,000 | – | -2.97% | – |
| TLT | Exit | ISHARES TRbarclys 20+ yr | $0 | – | -75,000 | – | -4.15% | – |
| APC | Exit | ANADARKO PETE CORPcall | $0 | – | -150,000 | – | -6.46% | – |
| HES | Exit | HESS CORPcall | $0 | – | -200,000 | – | -6.67% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -300,000 | – | -14.59% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $48,126,000 | – | 300,000 | – | 24.13% | – |
| IWM | New | ISHARES TRput | $29,100,000 | – | 300,000 | – | 14.59% | – |
| HES | New | HESS CORPcall | $13,298,000 | – | 200,000 | – | 6.67% | – |
| APC | New | ANADARKO PETE CORPcall | $12,890,000 | – | 150,000 | – | 6.46% | – |
| TLT | New | ISHARES TRbarclys 20+ yr | $8,283,000 | – | 75,000 | – | 4.15% | – |
| CB | New | CHUBB CORP | $5,926,000 | – | 70,000 | – | 2.97% | – |
| TEL | New | TE CONNECTIVITY LTD | $5,693,000 | – | 125,000 | – | 2.85% | – |
| WMB | New | WILLIAMS COS INC DEL | $5,682,000 | – | 175,000 | – | 2.85% | – |
| AIG | New | AMERICAN INTL GROUP INC | $5,588,000 | – | 125,000 | – | 2.80% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $5,030,000 | – | 175,000 | – | 2.52% | – |
| DXJ | New | WISDOMTREE TRUSTjapn hedge eqt | $4,561,000 | – | 100,000 | – | 2.29% | – |
| GM | New | GENERAL MTRS CO | $4,164,000 | – | 125,000 | – | 2.09% | – |
| 3101SC | New | COMMONWEALTH REIT | $4,046,000 | – | 175,000 | – | 2.03% | – |
| NRG | New | NRG ENERGY INC | $4,005,000 | – | 150,000 | – | 2.01% | – |
| PMT | New | PENNYMAC MTG INVT TR | $3,684,000 | – | 175,000 | – | 1.85% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $3,675,000 | – | 50,000 | – | 1.84% | – |
| HES | New | HESS CORP | $3,325,000 | – | 50,000 | – | 1.67% | – |
| LAMR | New | LAMAR ADVERTISING COcl a | $3,254,000 | – | 75,000 | – | 1.63% | – |
| DOW | New | DOW CHEM CO | $3,217,000 | – | 100,000 | – | 1.61% | – |
| DOW | New | DOW CHEM COcall | $3,217,000 | – | 100,000 | – | 1.61% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $3,102,000 | – | 100,000 | – | 1.56% | – |
| FMC | New | F M C CORP | $3,053,000 | – | 50,000 | – | 1.53% | – |
| GRA | New | GRACE W R & CO DEL NEW | $2,941,000 | – | 35,000 | – | 1.48% | – |
| CLW | New | CLEARWATER PAPER CORP | $2,353,000 | – | 50,000 | – | 1.18% | – |
| TLM | New | TALISMAN ENERGY INCcall | $2,286,000 | – | 200,000 | – | 1.15% | – |
| SONY | New | SONY CORPadr new | $2,119,000 | – | 100,000 | – | 1.06% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,845,000 | – | 20,000 | – | 0.92% | – |
| KBR | New | KBR INC | $1,625,000 | – | 50,000 | – | 0.82% | – |
| PWE | New | PENN WEST PETE LTD NEW | $1,587,000 | – | 150,000 | – | 0.80% | – |
| SVU | New | SUPERVALU INC | $1,244,000 | – | 200,000 | – | 0.62% | – |
| AXDX | New | ACCELERATE DIAGNOSTICS INC | $528,000 | – | 65,000 | – | 0.26% | – |