Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 00 | $0 | – | 0 | – | 0.00% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | 00 | $0 | – | 0 | – | 0.00% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – | |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -1,250,000 | – | -0.98% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -90,000 | – | -1.95% | – |
| GOGO | Exit | GOGO INC | $0 | – | -3,312,600 | – | -3.26% | – |
| JBLU | Exit | JETBLUE AWYS CORP | $0 | – | -769,000 | – | -3.52% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -2,955,000 | – | -5.10% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -444,500 | – | -5.25% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -547,500 | – | -7.68% | – |
| DAL | Exit | DELTA AIR LINES INC DELcall | $0 | – | -585,000 | – | -8.21% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -11,278,000 | – | -64.05% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COG | New | CABOT OIL & GAS CORP | $258,943,000 | – | 11,278,000 | – | 64.05% | – |
| DAL | New | DELTA AIR LINES INC DELcall | $33,199,000 | – | 585,000 | – | 8.21% | – |
| DAL | New | DELTA AIR LINES INC DEL | $31,071,000 | – | 547,500 | – | 7.68% | – |
| SAVE | New | SPIRIT AIRLS INC | $21,216,000 | – | 444,500 | – | 5.25% | – |
| RRC | New | RANGE RES CORP | $20,626,000 | – | 2,955,000 | – | 5.10% | – |
| JBLU | New | JETBLUE AWYS CORP | $14,219,000 | – | 769,000 | – | 3.52% | – |
| GOGO | New | GOGO INC | $13,184,000 | – | 3,312,600 | – | 3.26% | – |
| UAL | New | UNITED CONTL HLDGS INC | $7,880,000 | – | 90,000 | – | 1.95% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $3,950,000 | – | 1,250,000 | – | 0.98% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBY | Exit | BEST BUY INC | $0 | – | -65,000 | – | -0.28% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -865,000 | – | -0.71% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORPcall | $0 | – | -710,000 | – | -0.74% | – |
| SWN | Exit | SOUTHWESTERN ENERGY COcall | $0 | – | -2,790,500 | – | -0.76% | – |
| SABR | Exit | SABRE CORP | $0 | – | -550,000 | – | -0.77% | – |
| HRTX | Exit | HERON THERAPEUTICS INC | $0 | – | -517,500 | – | -0.88% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -195,000 | – | -0.95% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -161,500 | – | -1.02% | – |
| SO | Exit | SOUTHERN COput | $0 | – | -472,500 | – | -1.10% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -189,000 | – | -1.10% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -439,000 | – | -1.20% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -1,162,500 | – | -1.20% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -255,000 | – | -1.22% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -20,400 | – | -1.32% | – |
| RRC | Exit | RANGE RES CORPcall | $0 | – | -1,491,000 | – | -1.36% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -130,500 | – | -1.45% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -657,500 | – | -1.48% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -247,500 | – | -1.49% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -7,397,500 | – | -1.59% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -230,500 | – | -1.67% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -2,757,500 | – | -1.76% | – |
| EOG | Exit | EOG RES INC | $0 | – | -261,000 | – | -1.78% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -294,500 | – | -1.80% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -2,402,500 | – | -1.92% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -900,000 | – | -1.92% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -6,585,000 | – | -1.96% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -256,000 | – | -2.29% | – |
| GOGO | Exit | GOGO INC | $0 | – | -8,360,400 | – | -2.32% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -677,500 | – | -2.33% | – |
| C | Exit | CITIGROUP INC | $0 | – | -630,000 | – | -2.42% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -176,500 | – | -2.51% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -1,027,500 | – | -2.57% | – |
| Exit | GOGO INCnote 3.750% 3/0 | $0 | – | -65,500,000 | – | -3.30% | – | |
| COG | Exit | CABOT OIL & GAS CORPcall | $0 | – | -3,815,500 | – | -4.60% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -1,585,000 | – | -4.90% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -6,187,500 | – | -5.62% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -400,000 | – | -6.22% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -28,447,500 | – | -7.77% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -16,395,000 | – | -19.75% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COG | Buy | CABOT OIL & GAS CORP | $369,215,000 | -5.0% | 16,395,000 | +0.4% | 19.75% | +10.3% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $145,367,000 | -6.9% | 28,447,500 | -3.4% | 7.77% | +8.2% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $116,288,000 | +114.3% | 400,000 | +100.0% | 6.22% | +149.0% |
| RRC | Sell | RANGE RES CORP | $105,126,000 | -24.8% | 6,187,500 | -25.9% | 5.62% | -12.6% |
| DAL | Sell | DELTA AIR LINES INC DEL | $91,661,000 | +2.8% | 1,585,000 | -11.9% | 4.90% | +19.4% |
| COG | Sell | CABOT OIL & GAS CORPcall | $85,925,000 | -42.0% | 3,815,500 | -38.7% | 4.60% | -32.6% |
| Sell | GOGO INCnote 3.750% 3/0 | $61,693,000 | -15.6% | 65,500,000 | -21.3% | 3.30% | -1.9% | |
| LEN | Buy | LENNAR CORPcl a | $47,974,000 | +1.8% | 1,027,500 | +14.5% | 2.57% | +18.2% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $46,956,000 | -5.0% | 176,500 | -12.4% | 2.51% | +10.3% |
| C | Sell | CITIGROUP INC | $45,196,000 | -1.8% | 630,000 | -8.4% | 2.42% | +14.1% |
| DWDP | Buy | DOWDUPONT INC | $43,570,000 | -1.3% | 677,500 | +1.1% | 2.33% | +14.6% |
| GOGO | Buy | GOGO INC | $43,390,000 | +8.1% | 8,360,400 | +1.3% | 2.32% | +25.6% |
| APD | Sell | AIR PRODS & CHEMS INC | $42,765,000 | -0.1% | 256,000 | -6.9% | 2.29% | +16.0% |
| NOK | Buy | NOKIA CORPsponsored adr | $36,744,000 | +10.3% | 6,585,000 | +13.7% | 1.96% | +28.1% |
| DVN | Buy | DEVON ENERGY CORP NEW | $35,946,000 | +6.5% | 900,000 | +17.3% | 1.92% | +23.7% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $35,845,000 | +9.9% | 2,402,500 | +8.7% | 1.92% | +27.6% |
| MSFT | Sell | MICROSOFT CORP | $33,682,000 | +2.7% | 294,500 | -11.4% | 1.80% | +19.3% |
| EOG | Sell | EOG RES INC | $33,296,000 | -18.9% | 261,000 | -20.9% | 1.78% | -5.8% |
| TROX | Buy | TRONOX LTD | $32,952,000 | -38.1% | 2,757,500 | +1.9% | 1.76% | -28.1% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $31,161,000 | +3.0% | 230,500 | +0.2% | 1.67% | +19.7% |
| ZNGA | Buy | ZYNGA INCcl a | $29,664,000 | -0.8% | 7,397,500 | +0.7% | 1.59% | +15.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $27,928,000 | -13.5% | 247,500 | -20.2% | 1.49% | +0.5% |
| DHI | Sell | D R HORTON INC | $27,733,000 | -21.1% | 657,500 | -23.3% | 1.48% | -8.4% |
| AMGN | Sell | AMGEN INC | $27,051,000 | -10.1% | 130,500 | -19.9% | 1.45% | +4.5% |
| RRC | New | RANGE RES CORPcall | $25,332,000 | – | 1,491,000 | – | 1.36% | – |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $24,624,000 | -0.9% | 20,400 | -7.3% | 1.32% | +15.1% |
| UAL | Buy | UNITED CONTL HLDGS INC | $22,710,000 | +76.0% | 255,000 | +37.8% | 1.22% | +104.5% |
| JBLU | New | JETBLUE AIRWAYS CORP | $22,506,000 | – | 1,162,500 | – | 1.20% | – |
| TRIP | Sell | TRIPADVISOR INC | $22,420,000 | -18.7% | 439,000 | -11.3% | 1.20% | -5.6% |
| DG | Sell | DOLLAR GEN CORP NEW | $20,658,000 | -21.7% | 189,000 | -29.3% | 1.10% | -9.1% |
| SO | New | SOUTHERN COput | $20,601,000 | – | 472,500 | – | 1.10% | – |
| OLED | Sell | UNIVERSAL DISPLAY CORP | $19,041,000 | +27.2% | 161,500 | -7.2% | 1.02% | +47.8% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $17,688,000 | – | 195,000 | – | 0.95% | – |
| HRTX | Buy | HERON THERAPEUTICS INC | $16,379,000 | +185.8% | 517,500 | +250.8% | 0.88% | +231.8% |
| SABR | Sell | SABRE CORP | $14,344,000 | -4.2% | 550,000 | -9.5% | 0.77% | +11.3% |
| SWN | New | SOUTHWESTERN ENERGY COcall | $14,259,000 | – | 2,790,500 | – | 0.76% | – |
| JBLU | New | JETBLUE AIRWAYS CORPcall | $13,746,000 | – | 710,000 | – | 0.74% | – |
| GME | Buy | GAMESTOP CORP NEWcl a | $13,209,000 | +33.8% | 865,000 | +27.7% | 0.71% | +55.2% |
| BBY | New | BEST BUY INC | $5,158,000 | – | 65,000 | – | 0.28% | – |
| GILT | Exit | GILAT SATELLITE NETWORKS LTD | $0 | – | -327,500 | – | -0.14% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -270,000 | – | -0.63% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -1,065,000 | – | -0.90% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -810,000 | – | -1.05% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -173,500 | – | -1.47% | – |
| EBAY | Exit | EBAY INC | $0 | – | -917,500 | – | -1.53% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -332,500 | – | -1.82% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -857,500 | – | -2.00% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -469,000 | – | -2.04% | – |
| CMCSA | Exit | COMCAST CORP NEWcall | $0 | – | -2,436,000 | – | -3.68% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COG | New | CABOT OIL & GAS CORP | $388,654,000 | – | 16,330,000 | – | 17.90% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $156,085,000 | – | 29,450,000 | – | 7.19% | – |
| COG | New | CABOT OIL & GAS CORPcall | $148,072,000 | – | 6,221,500 | – | 6.82% | – |
| RRC | New | RANGE RES CORP | $139,779,000 | – | 8,355,000 | – | 6.44% | – |
| DAL | New | DELTA AIR LINES INC DEL | $89,172,000 | – | 1,800,000 | – | 4.11% | – |
| CMCSA | New | COMCAST CORP NEWcall | $79,925,000 | – | 2,436,000 | – | 3.68% | – |
| New | GOGO INCnote 3.750% 3/0 | $73,055,000 | – | 83,250,000 | – | 3.36% | – | |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $54,256,000 | – | 200,000 | – | 2.50% | – |
| TROX | New | TRONOX LTD | $53,254,000 | – | 2,706,000 | – | 2.45% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $49,436,000 | – | 201,500 | – | 2.28% | – |
| LEN | New | LENNAR CORPcl a | $47,119,000 | – | 897,500 | – | 2.17% | – |
| C | New | CITIGROUP INC | $46,008,000 | – | 687,500 | – | 2.12% | – |
| DY | New | DYCOM INDS INC | $44,325,000 | – | 469,000 | – | 2.04% | – |
| DWDP | New | DOWDUPONT INC | $44,166,000 | – | 670,000 | – | 2.03% | – |
| MTZ | New | MASTEC INC | $43,518,000 | – | 857,500 | – | 2.00% | – |
| APD | New | AIR PRODS & CHEMS INC | $42,826,000 | – | 275,000 | – | 1.97% | – |
| EOG | New | EOG RES INC | $41,062,000 | – | 330,000 | – | 1.89% | – |
| GOGO | New | GOGO INC | $40,123,000 | – | 8,255,800 | – | 1.85% | – |
| GLD | New | SPDR GOLD TRUST | $39,451,000 | – | 332,500 | – | 1.82% | – |
| DHI | New | D R HORTON INC | $35,158,000 | – | 857,500 | – | 1.62% | – |
| DVN | New | DEVON ENERGY CORP NEW | $33,739,000 | – | 767,500 | – | 1.55% | – |
| NOK | New | NOKIA CORPsponsored adr | $33,307,000 | – | 5,792,500 | – | 1.53% | – |
| EBAY | New | EBAY INC | $33,269,000 | – | 917,500 | – | 1.53% | – |
| MSFT | New | MICROSOFT CORP | $32,788,000 | – | 332,500 | – | 1.51% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $32,620,000 | – | 2,210,000 | – | 1.50% | – |
| JPM | New | JPMORGAN CHASE & CO | $32,302,000 | – | 310,000 | – | 1.49% | – |
| AET | New | AETNA INC NEW | $31,837,000 | – | 173,500 | – | 1.47% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $30,261,000 | – | 230,000 | – | 1.39% | – |
| AMGN | New | AMGEN INC | $30,088,000 | – | 163,000 | – | 1.38% | – |
| ZNGA | New | ZYNGA INCcl a | $29,894,000 | – | 7,345,000 | – | 1.38% | – |
| TRIP | New | TRIPADVISOR INC | $27,576,000 | – | 495,000 | – | 1.27% | – |
| DG | New | DOLLAR GEN CORP NEW | $26,376,000 | – | 267,500 | – | 1.22% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $24,842,000 | – | 22,000 | – | 1.14% | – |
| MOS | New | MOSAIC CO NEW | $22,721,000 | – | 810,000 | – | 1.05% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $19,479,000 | – | 1,065,000 | – | 0.90% | – |
| SABR | New | SABRE CORP | $14,969,000 | – | 607,500 | – | 0.69% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $14,964,000 | – | 174,000 | – | 0.69% | – |
| LUV | New | SOUTHWEST AIRLS CO | $13,738,000 | – | 270,000 | – | 0.63% | – |
| UAL | New | UNITED CONTL HLDGS INC | $12,900,000 | – | 185,000 | – | 0.59% | – |
| GME | New | GAMESTOP CORP NEWcl a | $9,871,000 | – | 677,500 | – | 0.46% | – |
| HRTX | New | HERON THERAPEUTICS INC | $5,730,000 | – | 147,500 | – | 0.26% | – |
| GILT | New | GILAT SATELLITE NETWORKS LTD | $3,010,000 | – | 327,500 | – | 0.14% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GILT | Exit | GILAT SATELLITE NETWORKS LTD | $0 | – | -345,000 | – | -0.06% | – |
| ADSW | Exit | ADVANCED DISP SVCS INC DEL | $0 | – | -522,500 | – | -0.40% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORPput | $0 | – | -930,000 | – | -0.52% | – |
| GOLD | Exit | BARRICK GOLD CORPcall | $0 | – | -1,100,000 | – | -0.54% | – |
| AAPL | Exit | APPLE INCput | $0 | – | -155,000 | – | -0.73% | – |
| CHE | Exit | CHEMED CORP NEWput | $0 | – | -121,800 | – | -0.75% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -7,597,500 | – | -1.00% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -632,500 | – | -1.02% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -415,000 | – | -1.02% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -2,627,500 | – | -1.12% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -2,067,500 | – | -1.13% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -195,000 | – | -1.16% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -967,500 | – | -1.18% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -207,500 | – | -1.18% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -415,000 | – | -1.21% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -277,500 | – | -1.28% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,245,000 | – | -1.30% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -1,105,000 | – | -1.32% | – |
| CSRA | Exit | CSRA INC | $0 | – | -1,382,500 | – | -1.36% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -1,590,000 | – | -1.38% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -622,500 | – | -1.41% | – |
| EOG | Exit | EOG RES INC | $0 | – | -485,000 | – | -1.43% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -552,500 | – | -1.45% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -690,000 | – | -1.46% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -8,290,000 | – | -1.51% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -13,820,000 | – | -1.59% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -345,000 | – | -1.67% | – |
| INTC | Exit | INTEL CORP | $0 | – | -1,452,500 | – | -1.69% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -2,660,000 | – | -1.71% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -1,105,000 | – | -1.80% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -3,180,000 | – | -1.93% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -552,500 | – | -2.05% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -830,000 | – | -2.20% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -4,562,500 | – | -2.24% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,037,500 | – | -2.30% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -12,577,700 | – | -2.34% | – |
| Exit | GOGO INCnote 3.750% 3/0 | $0 | – | -89,750,000 | – | -2.53% | – | |
| GOGO | Exit | GOGO INC | $0 | – | -8,490,000 | – | -3.06% | – |
| RRC | Exit | RANGE RES CORPcall | $0 | – | -5,384,800 | – | -3.21% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -2,010,000 | – | -3.55% | – |
| COG | Exit | CABOT OIL & GAS CORPcall | $0 | – | -5,408,500 | – | -4.41% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -3,180,000 | – | -4.60% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -3,180,000 | – | -4.67% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -1,085,000 | – | -4.81% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -8,427,500 | – | -5.03% | – |
| GLD | Exit | SPDR GOLD TRUSTcall | $0 | – | -1,650,000 | – | -6.11% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -11,740,000 | – | -9.57% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COG | Buy | CABOT OIL & GAS CORP | $314,045,000 | +19.0% | 11,740,000 | +11.6% | 9.57% | +12.3% |
| GLD | New | SPDR GOLD TRUSTcall | $200,607,000 | – | 1,650,000 | – | 6.11% | – |
| RRC | Buy | RANGE RES CORP | $164,926,000 | +0.4% | 8,427,500 | +18.9% | 5.03% | -5.2% |
| QQQ | New | POWERSHARES QQQ TRUSTput | $157,813,000 | – | 1,085,000 | – | 4.81% | – |
| DAL | Sell | DELTA AIR LINES INC DEL | $153,340,000 | -15.4% | 3,180,000 | -5.7% | 4.67% | -20.1% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $151,018,000 | -2.4% | 3,180,000 | +3.4% | 4.60% | -7.9% |
| COG | Sell | CABOT OIL & GAS CORPcall | $144,677,000 | -13.9% | 5,408,500 | -19.3% | 4.41% | -18.7% |
| CBS | Buy | CBS CORP NEWcl b | $116,580,000 | -7.3% | 2,010,000 | +1.9% | 3.55% | -12.5% |
| RRC | Sell | RANGE RES CORPcall | $105,381,000 | -43.2% | 5,384,800 | -32.8% | 3.21% | -46.4% |
| GOGO | Sell | GOGO INC | $100,267,000 | +1.2% | 8,490,000 | -1.2% | 3.06% | -4.4% |
| Sell | GOGO INCnote 3.750% 3/0 | $82,963,000 | -8.6% | 89,750,000 | -9.3% | 2.53% | -13.7% | |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $76,850,000 | +37.8% | 12,577,700 | +37.1% | 2.34% | +30.0% |
| C | Buy | CITIGROUP INC | $75,468,000 | +16.0% | 1,037,500 | +6.7% | 2.30% | +9.5% |
| GOLD | Sell | BARRICK GOLD CORP | $73,411,000 | -5.5% | 4,562,500 | -6.6% | 2.24% | -10.8% |
| DLTR | Sell | DOLLAR TREE INC | $72,061,000 | -22.8% | 830,000 | -37.8% | 2.20% | -27.1% |
| GLD | Sell | SPDR GOLD TRUST | $67,173,000 | -18.4% | 552,500 | -20.8% | 2.05% | -23.0% |
| AR | Sell | ANTERO RES CORP | $63,282,000 | -36.5% | 3,180,000 | -31.0% | 1.93% | -40.0% |
| USB | Buy | US BANCORP DEL | $59,217,000 | +11.5% | 1,105,000 | +8.1% | 1.80% | +5.3% |
| TROX | Buy | TRONOX LTD | $56,126,000 | +48.6% | 2,660,000 | +6.5% | 1.71% | +40.4% |
| INTC | Sell | INTEL CORP | $55,311,000 | +0.7% | 1,452,500 | -10.8% | 1.69% | -4.9% |
| AET | Sell | AETNA INC NEW | $54,858,000 | -26.3% | 345,000 | -29.6% | 1.67% | -30.4% |
| ZNGA | Sell | ZYNGA INCcl a | $52,240,000 | -10.8% | 13,820,000 | -14.1% | 1.59% | -15.9% |
| NOK | Buy | NOKIA CORPsponsored adr | $49,574,000 | +41.5% | 8,290,000 | +45.8% | 1.51% | +33.6% |
| DWDP | New | DOWDUPONT INC | $47,769,000 | – | 690,000 | – | 1.46% | – |
| DY | Buy | DYCOM INDS INC | $47,449,000 | +14.0% | 552,500 | +18.8% | 1.45% | +7.6% |
| EOG | Sell | EOG RES INC | $46,919,000 | +5.8% | 485,000 | -1.0% | 1.43% | -0.1% |
| MSFT | Buy | MICROSOFT CORP | $46,370,000 | +23.4% | 622,500 | +14.2% | 1.41% | +16.5% |
| ARRS | Buy | ARRIS INTL INC | $45,299,000 | +15.9% | 1,590,000 | +14.0% | 1.38% | +9.4% |
| CSRA | Sell | CSRA INC | $44,613,000 | -10.4% | 1,382,500 | -11.8% | 1.36% | -15.4% |
| MU | Sell | MICRON TECHNOLOGY INC | $43,460,000 | -34.0% | 1,105,000 | -49.9% | 1.32% | -37.7% |
| OLN | Sell | OLIN CORP | $42,641,000 | -19.1% | 1,245,000 | -28.4% | 1.30% | -23.6% |
| APD | Buy | AIR PRODS & CHEMS INC | $41,964,000 | +6.7% | 277,500 | +0.9% | 1.28% | +0.7% |
| JPM | Sell | JPMORGAN CHASE & CO | $39,637,000 | -1.4% | 415,000 | -5.7% | 1.21% | -6.9% |
| AMGN | Buy | AMGEN INC | $38,688,000 | +15.2% | 207,500 | +6.4% | 1.18% | +8.8% |
| DHI | Sell | D R HORTON INC | $38,632,000 | -41.6% | 967,500 | -49.5% | 1.18% | -44.9% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $38,191,000 | -6.4% | 195,000 | -11.4% | 1.16% | -11.6% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $37,194,000 | -34.7% | 2,067,500 | -44.4% | 1.13% | -38.3% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $36,680,000 | – | 2,627,500 | – | 1.12% | – |
| DG | Sell | DOLLAR GEN CORP NEW | $33,636,000 | -39.0% | 415,000 | -45.8% | 1.02% | -42.4% |
| LEN | Sell | LENNAR CORPcl a | $33,396,000 | -46.1% | 632,500 | -45.6% | 1.02% | -49.1% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $32,669,000 | -12.1% | 7,597,500 | +1.6% | 1.00% | -17.0% |
| CHE | New | CHEMED CORP NEWput | $24,610,000 | – | 121,800 | – | 0.75% | – |
| AAPL | New | APPLE INCput | $23,889,000 | – | 155,000 | – | 0.73% | – |
| GOLD | New | BARRICK GOLD CORPcall | $17,699,000 | – | 1,100,000 | – | 0.54% | – |
| JBLU | New | JETBLUE AIRWAYS CORPput | $17,233,000 | – | 930,000 | – | 0.52% | – |
| ADSW | Sell | ADVANCED DISP SVCS INC DEL | $13,162,000 | -0.6% | 522,500 | -10.3% | 0.40% | -6.1% |
| GILT | Sell | GILAT SATELLITE NETWORKS LTD | $2,070,000 | +14.6% | 345,000 | -1.4% | 0.06% | +8.6% |
| DOW | Exit | DOW CHEM CO | $0 | – | -752,500 | – | -1.53% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -1,530,000 | – | -1.66% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COG | New | CABOT OIL & GAS CORP | $263,904,000 | – | 10,522,500 | – | 8.52% | – |
| RRC | New | RANGE RES CORPcall | $185,650,000 | – | 8,012,500 | – | 5.99% | – |
| DAL | New | DELTA AIR LINES INC DEL | $181,238,000 | – | 3,372,500 | – | 5.85% | – |
| COG | New | CABOT OIL & GAS CORPcall | $168,011,000 | – | 6,699,000 | – | 5.42% | – |
| RRC | New | RANGE RES CORP | $164,275,000 | – | 7,090,000 | – | 5.30% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $154,734,000 | – | 3,075,000 | – | 5.00% | – |
| CBS | New | CBS CORP NEWcl b | $125,806,000 | – | 1,972,500 | – | 4.06% | – |
| AR | New | ANTERO RES CORP | $99,622,000 | – | 4,610,000 | – | 3.22% | – |
| GOGO | New | GOGO INC | $99,043,000 | – | 8,590,000 | – | 3.20% | – |
| DLTR | New | DOLLAR TREE INC | $93,343,000 | – | 1,335,000 | – | 3.01% | – |
| New | GOGO INCnote 3.750% 3/0 | $90,725,000 | – | 98,950,000 | – | 2.93% | – | |
| GLD | New | SPDR GOLD TRUST | $82,319,000 | – | 697,500 | – | 2.66% | – |
| GOLD | New | BARRICK GOLD CORP | $77,720,000 | – | 4,885,000 | – | 2.51% | – |
| AET | New | AETNA INC NEW | $74,397,000 | – | 490,000 | – | 2.40% | – |
| DHI | New | D R HORTON INC | $66,202,000 | – | 1,915,000 | – | 2.14% | – |
| MU | New | MICRON TECHNOLOGY INC | $65,841,000 | – | 2,205,000 | – | 2.13% | – |
| C | New | CITIGROUP INC | $65,041,000 | – | 972,500 | – | 2.10% | – |
| LEN | New | LENNAR CORPcl a | $61,985,000 | – | 1,162,500 | – | 2.00% | – |
| ZNGA | New | ZYNGA INCcl a | $58,586,000 | – | 16,095,000 | – | 1.89% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $56,929,000 | – | 3,716,000 | – | 1.84% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $55,777,000 | – | 9,173,800 | – | 1.80% | – |
| DG | New | DOLLAR GEN CORP NEW | $55,149,000 | – | 765,000 | – | 1.78% | – |
| INTC | New | INTEL CORP | $54,912,000 | – | 1,627,500 | – | 1.77% | – |
| USB | New | US BANCORP DEL | $53,088,000 | – | 1,022,500 | – | 1.71% | – |
| OLN | New | OLIN CORP | $52,687,000 | – | 1,740,000 | – | 1.70% | – |
| VIAB | New | VIACOM INC NEWcl b | $51,362,000 | – | 1,530,000 | – | 1.66% | – |
| CSRA | New | CSRA INC | $49,768,000 | – | 1,567,500 | – | 1.61% | – |
| DOW | New | DOW CHEM CO | $47,460,000 | – | 752,500 | – | 1.53% | – |
| EOG | New | EOG RES INC | $44,355,000 | – | 490,000 | – | 1.43% | – |
| DY | New | DYCOM INDS INC | $41,627,000 | – | 465,000 | – | 1.34% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $40,792,000 | – | 220,000 | – | 1.32% | – |
| JPM | New | JPMORGAN CHASE & CO | $40,216,000 | – | 440,000 | – | 1.30% | – |
| APD | New | AIR PRODS & CHEMS INC | $39,342,000 | – | 275,000 | – | 1.27% | – |
| ARRS | New | ARRIS INTL INC | $39,088,000 | – | 1,395,000 | – | 1.26% | – |
| TROX | New | TRONOX LTD | $37,762,000 | – | 2,497,500 | – | 1.22% | – |
| MSFT | New | MICROSOFT CORP | $37,567,000 | – | 545,000 | – | 1.21% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $37,151,000 | – | 7,475,000 | – | 1.20% | – |
| NOK | New | NOKIA CORPsponsored adr | $35,035,000 | – | 5,687,500 | – | 1.13% | – |
| AMGN | New | AMGEN INC | $33,585,000 | – | 195,000 | – | 1.08% | – |
| ADSW | New | ADVANCED DISP SVCS INC DEL | $13,240,000 | – | 582,500 | – | 0.43% | – |
| GILT | New | GILAT SATELLITE NETWORKS LTD | $1,806,000 | – | 350,000 | – | 0.06% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -535,000 | – | -0.11% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -330,000 | – | -0.57% | – |
| THC | Exit | TENET HEALTHCARE CORPput | $0 | – | -810,000 | – | -0.61% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -1,822,500 | – | -0.70% | – |
| AMAG | Exit | AMAG PHARMACEUTICALS INC | $0 | – | -1,127,500 | – | -0.92% | – |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -26,750,000 | – | -1.01% | – | |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -1,925,000 | – | -1.14% | – |
| BBG | Exit | BARRETT BILL CORP | $0 | – | -6,490,000 | – | -1.21% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -1,925,000 | – | -1.21% | – |
| OLN | Exit | OLIN CORP | $0 | – | -1,997,500 | – | -1.37% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -372,500 | – | -1.44% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -557,500 | – | -1.46% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -1,637,500 | – | -1.55% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -1,925,000 | – | -1.56% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -725,000 | – | -1.62% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -17,592,500 | – | -1.71% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -652,500 | – | -1.72% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -900,000 | – | -1.74% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -612,500 | – | -1.75% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -1,925,000 | – | -1.78% | – |
| CSRA | Exit | CSRA INC | $0 | – | -1,985,000 | – | -1.79% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -707,500 | – | -1.87% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -377,500 | – | -2.11% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -2,245,000 | – | -2.27% | – |
| Exit | GOGO INCnote 3.750% 3/0 | $0 | – | -90,000,000 | – | -2.31% | – | |
| SPLS | Exit | STAPLES INC | $0 | – | -8,770,000 | – | -2.51% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -1,817,500 | – | -2.58% | – |
| INTC | Exit | INTEL CORP | $0 | – | -2,075,000 | – | -2.62% | – |
| GOGO | Exit | GOGO INC | $0 | – | -7,902,500 | – | -2.92% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -2,092,500 | – | -3.00% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -720,000 | – | -3.02% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -1,890,000 | – | -3.46% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -5,880,000 | – | -3.50% | – |
| EOG | Exit | EOG RES INC | $0 | – | -1,127,500 | – | -3.65% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,362,500 | – | -3.73% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -4,337,500 | – | -3.91% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -3,137,500 | – | -4.07% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -5,522,500 | – | -4.77% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -2,810,000 | – | -5.96% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -5,577,500 | – | -6.83% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -6,002,500 | – | -7.91% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DAL | Sell | DELTA AIR LINES INC DEL | $236,258,000 | +7.8% | 6,002,500 | -0.2% | 7.91% | +4.3% |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $204,192,000 | +17.3% | 5,577,500 | -9.3% | 6.83% | +13.5% |
| APC | Sell | ANADARKO PETE CORP | $178,042,000 | +2.1% | 2,810,000 | -14.2% | 5.96% | -1.2% |
| COG | Buy | CABOT OIL & GAS CORP | $142,481,000 | +38.0% | 5,522,500 | +37.7% | 4.77% | +33.5% |
| RRC | Buy | RANGE RES CORP | $121,578,000 | +17.7% | 3,137,500 | +31.0% | 4.07% | +13.9% |
| AR | Buy | ANTERO RES CORP | $116,896,000 | +38.2% | 4,337,500 | +33.3% | 3.91% | +33.7% |
| C | Sell | CITIGROUP INC | $111,581,000 | -17.8% | 2,362,500 | -26.2% | 3.73% | -20.5% |
| EOG | Sell | EOG RES INC | $109,041,000 | -7.1% | 1,127,500 | -19.9% | 3.65% | -10.2% |
| MU | Sell | MICRON TECHNOLOGY INC | $104,546,000 | +11.8% | 5,880,000 | -13.5% | 3.50% | +8.2% |
| CBS | Buy | CBS CORP NEWcl b | $103,459,000 | +31.3% | 1,890,000 | +30.6% | 3.46% | +27.0% |
| ANTM | Sell | ANTHEM INC | $90,223,000 | -10.2% | 720,000 | -5.9% | 3.02% | -13.1% |
| USB | Buy | US BANCORP DEL | $89,747,000 | +9.5% | 2,092,500 | +3.0% | 3.00% | +5.9% |
| GOGO | Sell | GOGO INC | $87,244,000 | +31.3% | 7,902,500 | -0.3% | 2.92% | +27.0% |
| INTC | Sell | INTEL CORP | $78,331,000 | +4.1% | 2,075,000 | -9.6% | 2.62% | +0.7% |
| LEN | Buy | LENNAR CORPcl a | $76,953,000 | +3.8% | 1,817,500 | +13.1% | 2.58% | +0.4% |
| SPLS | Buy | STAPLES INC | $74,984,000 | +5.2% | 8,770,000 | +6.1% | 2.51% | +1.8% |
| Sell | GOGO INCnote 3.750% 3/0 | $69,075,000 | +14.3% | 90,000,000 | -0.3% | 2.31% | +10.6% | |
| DHI | Buy | D R HORTON INC | $67,799,000 | +5.3% | 2,245,000 | +9.8% | 2.27% | +1.9% |
| AMGN | Sell | AMGEN INC | $62,971,000 | -25.8% | 377,500 | -32.3% | 2.11% | -28.2% |
| GILD | Buy | GILEAD SCIENCES INC | $55,977,000 | +7.4% | 707,500 | +13.2% | 1.87% | +3.8% |
| CSRA | Buy | CSRA INC | $53,397,000 | +18.7% | 1,985,000 | +3.4% | 1.79% | +14.8% |
| GME | Buy | GAMESTOP CORP NEWcl a | $53,111,000 | +16.0% | 1,925,000 | +11.8% | 1.78% | +12.2% |
| ALB | Buy | ALBEMARLE CORP | $52,363,000 | +15.3% | 612,500 | +7.0% | 1.75% | +11.6% |
| MSFT | Sell | MICROSOFT CORP | $51,840,000 | -36.6% | 900,000 | -43.7% | 1.74% | -38.6% |
| DLTR | Sell | DOLLAR TREE INC | $51,502,000 | -27.1% | 652,500 | -13.0% | 1.72% | -29.5% |
| ZNGA | Buy | ZYNGA INCcl a | $51,194,000 | +31.4% | 17,592,500 | +12.4% | 1.71% | +27.1% |
| JPM | Sell | JPMORGAN CHASE & CO | $48,278,000 | -7.0% | 725,000 | -13.2% | 1.62% | -10.0% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $46,624,000 | – | 1,925,000 | – | 1.56% | – |
| ARRS | Sell | ARRIS INTL INC | $46,390,000 | +6.2% | 1,637,500 | -21.5% | 1.55% | +2.7% |
| URI | Sell | UNITED RENTALS INC | $43,758,000 | -21.9% | 557,500 | -33.2% | 1.46% | -24.4% |
| AET | New | AETNA INC NEW | $43,005,000 | – | 372,500 | – | 1.44% | – |
| OLN | Buy | OLIN CORP | $40,989,000 | +5.3% | 1,997,500 | +27.4% | 1.37% | +1.9% |
| LPX | Sell | LOUISIANA PAC CORP | $36,248,000 | -27.0% | 1,925,000 | -32.7% | 1.21% | -29.4% |
| GOLD | Buy | BARRICK GOLD CORP | $34,111,000 | +5.8% | 1,925,000 | +27.5% | 1.14% | +2.4% |
| Buy | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $30,177,000 | +7.0% | 26,750,000 | +4.9% | 1.01% | +3.5% | |
| AMAG | Buy | AMAG PHARMACEUTICALS INC | $27,635,000 | +5.5% | 1,127,500 | +3.0% | 0.92% | +2.1% |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $20,977,000 | – | 1,822,500 | – | 0.70% | – |
| THC | New | TENET HEALTHCARE CORPput | $18,355,000 | – | 810,000 | – | 0.61% | – |
| JWN | New | NORDSTROM INC | $17,120,000 | – | 330,000 | – | 0.57% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $3,354,000 | – | 535,000 | – | 0.11% | – |
| LUV | Exit | SOUTHWEST AIRLS COcall | $0 | – | -575,000 | – | -0.78% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -1,127,200 | – | -1.10% | – |
| DAL | Exit | DELTA AIR LINES INC DELcall | $0 | – | -1,110,000 | – | -1.40% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -512,500 | – | -1.40% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -887,500 | – | -1.51% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DAL | New | DELTA AIR LINES INC DEL | $219,126,000 | – | 6,015,000 | – | 7.58% | – |
| APC | New | ANADARKO PETE CORP | $174,394,000 | – | 3,275,000 | – | 6.03% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $174,036,000 | – | 6,147,500 | – | 6.02% | – |
| C | New | CITIGROUP INC | $135,754,000 | – | 3,202,500 | – | 4.70% | – |
| EOG | New | EOG RES INC | $117,414,000 | – | 1,407,500 | – | 4.06% | – |
| RRC | New | RANGE RES CORP | $103,320,000 | – | 2,395,000 | – | 3.57% | – |
| COG | New | CABOT OIL & GAS CORP | $103,217,000 | – | 4,010,000 | – | 3.57% | – |
| ANTM | New | ANTHEM INC | $100,475,000 | – | 765,000 | – | 3.48% | – |
| MU | New | MICRON TECHNOLOGY INC | $93,499,000 | – | 6,795,000 | – | 3.24% | – |
| AMGN | New | AMGEN INC | $84,824,000 | – | 557,500 | – | 2.94% | – |
| AR | New | ANTERO RES CORP | $84,565,000 | – | 3,255,000 | – | 2.93% | – |
| USB | New | US BANCORP DEL | $81,971,000 | – | 2,032,500 | – | 2.84% | – |
| MSFT | New | MICROSOFT CORP | $81,744,000 | – | 1,597,500 | – | 2.83% | – |
| CBS | New | CBS CORP NEWcl b | $78,802,000 | – | 1,447,500 | – | 2.73% | – |
| INTC | New | INTEL CORP | $75,276,000 | – | 2,295,000 | – | 2.60% | – |
| LEN | New | LENNAR CORPcl a | $74,106,000 | – | 1,607,500 | – | 2.56% | – |
| SPLS | New | STAPLES INC | $71,244,000 | – | 8,265,000 | – | 2.46% | – |
| DLTR | New | DOLLAR TREE INC | $70,680,000 | – | 750,000 | – | 2.44% | – |
| GOGO | New | GOGO INC | $66,470,000 | – | 7,922,500 | – | 2.30% | – |
| DHI | New | D R HORTON INC | $64,377,000 | – | 2,045,000 | – | 2.23% | – |
| New | GOGO INCnote 3.750% 3/0 | $60,411,000 | – | 90,250,000 | – | 2.09% | – | |
| URI | New | UNITED RENTALS INC | $56,029,000 | – | 835,000 | – | 1.94% | – |
| GILD | New | GILEAD SCIENCES INC | $52,138,000 | – | 625,000 | – | 1.80% | – |
| JPM | New | JPMORGAN CHASE & CO | $51,887,000 | – | 835,000 | – | 1.80% | – |
| LPX | New | LOUISIANA PAC CORP | $49,621,000 | – | 2,860,000 | – | 1.72% | – |
| GME | New | GAMESTOP CORP NEWcl a | $45,784,000 | – | 1,722,500 | – | 1.58% | – |
| ALB | New | ALBEMARLE CORP | $45,405,000 | – | 572,500 | – | 1.57% | – |
| CSRA | New | CSRA INC | $44,986,000 | – | 1,920,000 | – | 1.56% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $43,754,000 | – | 887,500 | – | 1.51% | – |
| ARRS | New | ARRIS INTL INC | $43,702,000 | – | 2,085,000 | – | 1.51% | – |
| BBG | New | BARRETT BILL CORP | $41,471,000 | – | 6,490,000 | – | 1.44% | – |
| LOW | New | LOWES COS INC | $40,575,000 | – | 512,500 | – | 1.40% | – |
| DAL | New | DELTA AIR LINES INC DELcall | $40,437,000 | – | 1,110,000 | – | 1.40% | – |
| ZNGA | New | ZYNGA INCcl a | $38,969,000 | – | 15,650,000 | – | 1.35% | – |
| OLN | New | OLIN CORP | $38,937,000 | – | 1,567,500 | – | 1.35% | – |
| GOLD | New | BARRICK GOLD CORP | $32,239,000 | – | 1,510,000 | – | 1.12% | – |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $31,911,000 | – | 1,127,200 | – | 1.10% | – |
| New | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $28,209,000 | – | 25,500,000 | – | 0.98% | – | |
| AMAG | New | AMAG PHARMACEUTICALS INC | $26,192,000 | – | 1,095,000 | – | 0.91% | – |
| LUV | New | SOUTHWEST AIRLS COcall | $22,546,000 | – | 575,000 | – | 0.78% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBG | Exit | BARRETT BILL CORP | $0 | – | -530,000 | – | -0.04% | – |
| GOGO | Exit | GOGO INCcall | $0 | – | -415,000 | – | -0.16% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -5,010,000 | – | -0.72% | – |
| GOLD | Exit | BARRICK GOLD CORPcall | $0 | – | -4,755,000 | – | -0.75% | – |
| HWAY | Exit | HEALTHWAYS INC | $0 | – | -3,225,000 | – | -0.89% | – |
| CLH | Exit | CLEAN HARBORS INC | $0 | – | -825,000 | – | -0.90% | – |
| TGT | Exit | TARGET CORP | $0 | – | -495,000 | – | -0.97% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -740,000 | – | -0.98% | – |
| COG | Exit | CABOT OIL & GAS CORPcall | $0 | – | -1,822,500 | – | -0.99% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -767,500 | – | -0.99% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -865,000 | – | -1.02% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -552,500 | – | -1.04% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -667,500 | – | -1.05% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -1,460,000 | – | -1.06% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -1,350,000 | – | -1.12% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,237,500 | – | -1.13% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,060,000 | – | -1.16% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -2,170,000 | – | -1.18% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -1,015,000 | – | -1.25% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -842,500 | – | -1.26% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -900,000 | – | -1.36% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -1,132,500 | – | -1.39% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -952,500 | – | -1.44% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -3,702,500 | – | -1.45% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -495,000 | – | -1.50% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -1,425,000 | – | -1.56% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -10,175,000 | – | -1.61% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -1,795,000 | – | -1.65% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -632,500 | – | -1.68% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -494,700 | – | -1.70% | – |
| GOGO | Exit | GOGO INC | $0 | – | -4,621,400 | – | -1.75% | – |
| PXD | Exit | PIONEER NAT RES COcall | $0 | – | -630,000 | – | -1.90% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -1,692,500 | – | -2.02% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -3,487,500 | – | -2.10% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -1,270,000 | – | -2.10% | – |
| PVH | Exit | PVH CORP | $0 | – | -842,500 | – | -2.13% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -5,920,000 | – | -2.20% | – |
| EOG | Exit | EOG RES INC | $0 | – | -1,237,500 | – | -2.24% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -3,122,500 | – | -2.28% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -1,645,000 | – | -2.31% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,902,500 | – | -2.34% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -2,380,000 | – | -2.42% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -1,640,000 | – | -2.46% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -2,877,500 | – | -2.73% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -9,792,500 | – | -2.85% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -2,802,500 | – | -2.87% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -3,075,000 | – | -2.97% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -2,443,600 | – | -3.04% | – |
| EOG | Exit | EOG RES INCcall | $0 | – | -1,764,000 | – | -3.19% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -4,125,000 | – | -3.29% | – |
| INTC | Exit | INTEL CORP | $0 | – | -5,127,500 | – | -3.84% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -5,615,000 | – | -6.26% | – |
| GLD | Exit | SPDR GOLD TRUSTcall | $0 | – | -2,520,000 | – | -6.69% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | Sell | SPDR GOLD TRUSTcall | $269,287,000 | -30.0% | 2,520,000 | -26.4% | 6.69% | -17.8% |
| DAL | Sell | DELTA AIR LINES INC DEL | $251,945,000 | -9.3% | 5,615,000 | -16.9% | 6.26% | +6.5% |
| INTC | Sell | INTEL CORP | $154,543,000 | -4.8% | 5,127,500 | -3.9% | 3.84% | +11.8% |
| RRC | Buy | RANGE RES CORP | $132,495,000 | +11.5% | 4,125,000 | +71.3% | 3.29% | +30.8% |
| EOG | New | EOG RES INCcall | $128,419,000 | – | 1,764,000 | – | 3.19% | – |
| ALTR | Buy | ALTERA CORP | $122,375,000 | +16.6% | 2,443,600 | +19.2% | 3.04% | +36.8% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $119,402,000 | +45.8% | 3,075,000 | +50.0% | 2.97% | +71.1% |
| GME | Buy | GAMESTOP CORP NEWcl a | $115,491,000 | +14.9% | 2,802,500 | +19.8% | 2.87% | +34.8% |
| SPLS | Buy | STAPLES INC | $114,866,000 | -8.7% | 9,792,500 | +19.2% | 2.85% | +7.1% |
| AER | Buy | AERCAP HOLDINGS NV | $110,036,000 | -7.2% | 2,877,500 | +11.1% | 2.73% | +8.9% |
| APC | Buy | ANADARKO PETE CORP | $99,040,000 | +47.1% | 1,640,000 | +90.1% | 2.46% | +72.6% |
| USB | Buy | US BANCORP DEL | $97,604,000 | +5.5% | 2,380,000 | +11.6% | 2.42% | +23.8% |
| C | Sell | CITIGROUP INC | $94,383,000 | -15.9% | 1,902,500 | -6.4% | 2.34% | -1.3% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDadr | $92,877,000 | +15.6% | 1,645,000 | +21.0% | 2.31% | +35.6% |
| DHI | Buy | D R HORTON INC | $91,677,000 | +10.6% | 3,122,500 | +3.1% | 2.28% | +29.7% |
| EOG | Buy | EOG RES INC | $90,090,000 | +31.9% | 1,237,500 | +58.7% | 2.24% | +54.9% |
| MU | Sell | MICRON TECHNOLOGY INC | $88,682,000 | -23.6% | 5,920,000 | -3.9% | 2.20% | -10.3% |
| PVH | Buy | PVH CORP | $85,884,000 | +11.7% | 842,500 | +26.2% | 2.13% | +31.0% |
| DLTR | Sell | DOLLAR TREE INC | $84,658,000 | -20.2% | 1,270,000 | -5.4% | 2.10% | -6.3% |
| PWR | Sell | QUANTA SVCS INC | $84,432,000 | -17.5% | 3,487,500 | -1.8% | 2.10% | -3.2% |
| LEN | Buy | LENNAR CORPcl a | $81,460,000 | +0.2% | 1,692,500 | +6.3% | 2.02% | +17.6% |
| PXD | New | PIONEER NAT RES COcall | $76,633,000 | – | 630,000 | – | 1.90% | – |
| GOGO | Buy | GOGO INC | $70,615,000 | +0.5% | 4,621,400 | +40.9% | 1.75% | +17.9% |
| AMGN | Sell | AMGEN INC | $68,427,000 | -15.9% | 494,700 | -6.7% | 1.70% | -1.3% |
| GLD | Buy | SPDR GOLD TRUST | $67,589,000 | +17.4% | 632,500 | +23.4% | 1.68% | +37.7% |
| THC | Buy | TENET HEALTHCARE CORP | $66,271,000 | +27.6% | 1,795,000 | +100.0% | 1.65% | +49.8% |
| GOLD | Buy | BARRICK GOLD CORP | $64,713,000 | -9.5% | 10,175,000 | +51.6% | 1.61% | +6.1% |
| ALB | Buy | ALBEMARLE CORP | $62,843,000 | -11.2% | 1,425,000 | +11.3% | 1.56% | +4.3% |
| PXD | Buy | PIONEER NAT RES CO | $60,212,000 | +6.5% | 495,000 | +21.5% | 1.50% | +25.1% |
| KND | Buy | KINDRED HEALTHCARE INC | $58,314,000 | -18.1% | 3,702,500 | +5.6% | 1.45% | -3.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $58,074,000 | -11.6% | 952,500 | -1.8% | 1.44% | +3.7% |
| MRK | Buy | MERCK & CO INC NEW | $55,934,000 | -3.2% | 1,132,500 | +11.6% | 1.39% | +13.6% |
| ODFL | Buy | OLD DOMINION FGHT LINES INC | $54,900,000 | +1.3% | 900,000 | +13.9% | 1.36% | +18.9% |
| URI | Buy | UNITED RENTALS INC | $50,592,000 | -28.9% | 842,500 | +3.7% | 1.26% | -16.6% |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $50,374,000 | – | 1,015,000 | – | 1.25% | – |
| COG | New | CABOT OIL & GAS CORP | $47,436,000 | – | 2,170,000 | – | 1.18% | – |
| MSFT | New | MICROSOFT CORP | $46,916,000 | – | 1,060,000 | – | 1.16% | – |
| ALLY | Buy | ALLY FINL INC | $45,600,000 | -8.9% | 2,237,500 | +0.2% | 1.13% | +6.9% |
| SERV | Sell | SERVICEMASTER GLOBAL HLDGS I | $45,293,000 | -11.8% | 1,350,000 | -4.9% | 1.12% | +3.5% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $42,822,000 | -22.5% | 1,460,000 | -20.3% | 1.06% | -9.0% |
| HRL | Sell | HORMEL FOODS CORP | $42,259,000 | -11.9% | 667,500 | -21.6% | 1.05% | +3.4% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $42,012,000 | -27.4% | 552,500 | -18.8% | 1.04% | -14.8% |
| HP | Buy | HELMERICH & PAYNE INC | $40,880,000 | +1.0% | 865,000 | +50.4% | 1.02% | +18.4% |
| DFS | New | DISCOVER FINL SVCS | $39,902,000 | – | 767,500 | – | 0.99% | – |
| COG | New | CABOT OIL & GAS CORPcall | $39,840,000 | – | 1,822,500 | – | 0.99% | – |
| UAL | Sell | UNITED CONTL HLDGS INC | $39,257,000 | -48.7% | 740,000 | -48.7% | 0.98% | -39.7% |
| TGT | New | TARGET CORP | $38,937,000 | – | 495,000 | – | 0.97% | – |
| CLH | Buy | CLEAN HARBORS INC | $36,275,000 | -16.9% | 825,000 | +1.5% | 0.90% | -2.5% |
| HWAY | Buy | HEALTHWAYS INC | $35,862,000 | +5.2% | 3,225,000 | +13.4% | 0.89% | +23.6% |
| GOLD | Sell | BARRICK GOLD CORPcall | $30,242,000 | -62.2% | 4,755,000 | -36.6% | 0.75% | -55.6% |
| GOGO | New | GOGO INCcall | $6,341,000 | – | 415,000 | – | 0.16% | – |
| BBG | New | BARRETT BILL CORP | $1,749,000 | – | 530,000 | – | 0.04% | – |
| SFXEQ | Exit | SFX ENTMT INC | $0 | – | -915,000 | – | -0.09% | – |
| RRC | Exit | RANGE RES CORPcall | $0 | – | -200,000 | – | -0.21% | – |
| BHI | Exit | BAKER HUGHES INCput | $0 | – | -330,000 | – | -0.43% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -640,000 | – | -0.43% | – |
| SPLS | Exit | STAPLES INCcall | $0 | – | -1,354,900 | – | -0.44% | – |
| MU | Exit | MICRON TECHNOLOGY INCcall | $0 | – | -2,050,000 | – | -0.82% | – |
| HAL | Exit | HALLIBURTON COput | $0 | – | -900,000 | – | -0.82% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -802,500 | – | -0.89% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -407,500 | – | -1.05% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -1,392,500 | – | -1.13% | – |
| UAL | Exit | UNITED CONTL HLDGS INCcall | $0 | – | -1,025,000 | – | -1.15% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -1,800,000 | – | -1.23% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -1,725,000 | – | -1.56% | – |
| M | Exit | MACYS INC | $0 | – | -1,225,000 | – | -1.75% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -3,075,000 | – | -2.60% | – |
| DAL | Exit | DELTA AIR LINES INC DELcall | $0 | – | -5,125,000 | – | -4.46% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | New | SPDR GOLD TRUSTcall | $384,699,000 | – | 3,423,500 | – | 8.14% | – |
| DAL | New | DELTA AIR LINES INC DEL | $277,701,000 | – | 6,760,000 | – | 5.88% | – |
| DAL | New | DELTA AIR LINES INC DELcall | $210,535,000 | – | 5,125,000 | – | 4.46% | – |
| INTC | New | INTEL CORP | $162,264,000 | – | 5,335,000 | – | 3.43% | – |
| SPLS | New | STAPLES INC | $125,810,000 | – | 8,217,500 | – | 2.66% | – |
| AAL | New | AMERICAN AIRLS GROUP INCcall | $122,800,000 | – | 3,075,000 | – | 2.60% | – |
| RRC | New | RANGE RES CORP | $118,882,000 | – | 2,407,500 | – | 2.52% | – |
| AER | New | AERCAP HOLDINGS NV | $118,596,000 | – | 2,590,000 | – | 2.51% | – |
| MU | New | MICRON TECHNOLOGY INC | $116,054,000 | – | 6,160,000 | – | 2.46% | – |
| C | New | CITIGROUP INC | $112,275,000 | – | 2,032,500 | – | 2.38% | – |
| DLTR | New | DOLLAR TREE INC | $106,044,000 | – | 1,342,500 | – | 2.24% | – |
| ALTR | New | ALTERA CORP | $104,960,000 | – | 2,050,000 | – | 2.22% | – |
| PWR | New | QUANTA SVCS INC | $102,383,000 | – | 3,552,500 | – | 2.17% | – |
| GME | New | GAMESTOP CORP NEWcl a | $100,526,000 | – | 2,340,000 | – | 2.13% | – |
| USB | New | US BANCORP DEL | $92,551,000 | – | 2,132,500 | – | 1.96% | – |
| DHI | New | D R HORTON INC | $82,901,000 | – | 3,030,000 | – | 1.76% | – |
| M | New | MACYS INC | $82,651,000 | – | 1,225,000 | – | 1.75% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $81,867,000 | – | 2,050,000 | – | 1.73% | – |
| AMGN | New | AMGEN INC | $81,366,000 | – | 530,000 | – | 1.72% | – |
| LEN | New | LENNAR CORPcl a | $81,281,000 | – | 1,592,500 | – | 1.72% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $80,376,000 | – | 1,360,000 | – | 1.70% | – |
| GOLD | New | BARRICK GOLD CORPcall | $79,982,000 | – | 7,503,000 | – | 1.69% | – |
| PVH | New | PVH CORP | $76,896,000 | – | 667,500 | – | 1.63% | – |
| UAL | New | UNITED CONTL HLDGS INC | $76,467,000 | – | 1,442,500 | – | 1.62% | – |
| HFC | New | HOLLYFRONTIER CORP | $73,640,000 | – | 1,725,000 | – | 1.56% | – |
| GOLD | New | BARRICK GOLD CORP | $71,529,000 | – | 6,710,000 | – | 1.51% | – |
| URI | New | UNITED RENTALS INC | $71,191,000 | – | 812,500 | – | 1.51% | – |
| KND | New | KINDRED HEALTHCARE INC | $71,167,000 | – | 3,507,500 | – | 1.51% | – |
| ALB | New | ALBEMARLE CORP | $70,746,000 | – | 1,280,000 | – | 1.50% | – |
| GOGO | New | GOGO INC | $70,290,000 | – | 3,280,000 | – | 1.49% | – |
| EOG | New | EOG RES INC | $68,289,000 | – | 780,000 | – | 1.44% | – |
| APC | New | ANADARKO PETE CORP | $67,327,000 | – | 862,500 | – | 1.42% | – |
| JPM | New | JPMORGAN CHASE & CO | $65,727,000 | – | 970,000 | – | 1.39% | – |
| BERY | New | BERRY PLASTICS GROUP INC | $58,320,000 | – | 1,800,000 | – | 1.23% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $57,861,000 | – | 680,000 | – | 1.22% | – |
| MRK | New | MERCK & CO INC NEW | $57,784,000 | – | 1,015,000 | – | 1.22% | – |
| GLD | New | SPDR GOLD TRUST | $57,590,000 | – | 512,500 | – | 1.22% | – |
| PXD | New | PIONEER NAT RES CO | $56,516,000 | – | 407,500 | – | 1.20% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $55,250,000 | – | 1,832,500 | – | 1.17% | – |
| UAL | New | UNITED CONTL HLDGS INCcall | $54,335,000 | – | 1,025,000 | – | 1.15% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $54,198,000 | – | 790,000 | – | 1.15% | – |
| TOL | New | TOLL BROTHERS INC | $53,180,000 | – | 1,392,500 | – | 1.13% | – |
| THC | New | TENET HEALTHCARE CORP | $51,947,000 | – | 897,500 | – | 1.10% | – |
| SERV | New | SERVICEMASTER GLOBAL HLDGS I | $51,361,000 | – | 1,420,000 | – | 1.09% | – |
| ALLY | New | ALLY FINL INC | $50,075,000 | – | 2,232,500 | – | 1.06% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $49,397,000 | – | 407,500 | – | 1.05% | – |
| HRL | New | HORMEL FOODS CORP | $47,965,000 | – | 850,900 | – | 1.02% | – |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $45,992,000 | – | 5,010,000 | – | 0.97% | – |
| CLH | New | CLEAN HARBORS INC | $43,664,000 | – | 812,500 | – | 0.92% | – |
| MPC | New | MARATHON PETE CORP | $41,979,000 | – | 802,500 | – | 0.89% | – |
| HP | New | HELMERICH & PAYNE INC | $40,492,000 | – | 575,000 | – | 0.86% | – |
| HAL | New | HALLIBURTON COput | $38,763,000 | – | 900,000 | – | 0.82% | – |
| MU | New | MICRON TECHNOLOGY INCcall | $38,622,000 | – | 2,050,000 | – | 0.82% | – |
| HWAY | New | HEALTHWAYS INC | $34,083,000 | – | 2,845,000 | – | 0.72% | – |
| SPLS | New | STAPLES INCcall | $20,744,000 | – | 1,354,900 | – | 0.44% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $20,426,000 | – | 640,000 | – | 0.43% | – |
| BHI | New | BAKER HUGHES INCput | $20,361,000 | – | 330,000 | – | 0.43% | – |
| RRC | New | RANGE RES CORPcall | $9,876,000 | – | 200,000 | – | 0.21% | – |
| SFXEQ | New | SFX ENTMT INC | $4,108,000 | – | 915,000 | – | 0.09% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PCRX | Exit | PACIRA PHARMACEUTICALS INCput | $0 | – | -47,000 | – | -0.12% | – |
| SFXEQ | Exit | SFX ENTMT INC | $0 | – | -1,744,200 | – | -0.23% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -602,500 | – | -0.31% | – |
| ALTR | Exit | ALTERA CORPcall | $0 | – | -560,000 | – | -0.53% | – |
| DHI | Exit | D R HORTON INCcall | $0 | – | -1,000,000 | – | -0.54% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -400,000 | – | -0.60% | – |
| CSX | Exit | CSX CORP | $0 | – | -757,500 | – | -0.64% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -1,645,000 | – | -1.02% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -610,000 | – | -1.03% | – |
| SABR | Exit | SABRE CORP | $0 | – | -2,242,500 | – | -1.06% | – |
| HWAY | Exit | HEALTHWAYS INC | $0 | – | -2,532,000 | – | -1.07% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -820,000 | – | -1.11% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -3,812,500 | – | -1.12% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -1,775,000 | – | -1.18% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -3,150,000 | – | -1.22% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -820,000 | – | -1.24% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -400,000 | – | -1.26% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -1,545,000 | – | -1.27% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -917,500 | – | -1.30% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -517,500 | – | -1.33% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -587,500 | – | -1.34% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -1,417,500 | – | -1.36% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -610,000 | – | -1.36% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -995,000 | – | -1.40% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -757,500 | – | -1.41% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -2,192,500 | – | -1.46% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -917,500 | – | -1.48% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -517,500 | – | -1.52% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -1,320,000 | – | -1.52% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -867,500 | – | -1.55% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -1,535,000 | – | -1.57% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -4,585,000 | – | -1.58% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -647,500 | – | -1.63% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -450,000 | – | -1.67% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -1,545,000 | – | -1.70% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -710,000 | – | -1.72% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -2,742,500 | – | -1.72% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -615,000 | – | -1.74% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -775,000 | – | -1.77% | – |
| M | Exit | MACYS INC | $0 | – | -1,165,000 | – | -1.79% | – |
| GLD | Exit | SPDR GOLD TRUSTput | $0 | – | -587,500 | – | -1.80% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -1,990,000 | – | -1.83% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,310,000 | – | -1.97% | – |
| ALTR | Exit | ALTERA CORP | $0 | – | -2,242,500 | – | -2.12% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -1,417,500 | – | -2.25% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -1,550,000 | – | -2.29% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -1,655,000 | – | -2.34% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -2,892,500 | – | -2.61% | – |
| INTC | Exit | INTEL CORPcall | $0 | – | -3,000,000 | – | -2.75% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -2,650,000 | – | -2.86% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,095,000 | – | -2.86% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -2,760,000 | – | -3.00% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -587,500 | – | -3.05% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -5,685,000 | – | -3.08% | – |
| PFE | Exit | PFIZER INC | $0 | – | -4,140,000 | – | -3.23% | – |
| APA | Exit | APACHE CORP | $0 | – | -1,375,000 | – | -3.40% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -4,655,000 | – | -4.44% | – |
| INTC | Exit | INTEL CORP | $0 | – | -5,085,000 | – | -4.67% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INTC | Buy | INTEL CORP | $177,060,000 | +24.2% | 5,085,000 | +10.2% | 4.67% | +22.6% |
| DAL | Buy | DELTA AIR LINES INC DEL | $168,278,000 | +14.7% | 4,655,000 | +22.8% | 4.44% | +13.2% |
| APA | Buy | APACHE CORP | $129,071,000 | +25.1% | 1,375,000 | +34.1% | 3.40% | +23.5% |
| PFE | Buy | PFIZER INC | $122,420,000 | +15.0% | 4,140,000 | +15.4% | 3.23% | +13.5% |
| DHI | Buy | D R HORTON INC | $116,656,000 | +11.7% | 5,685,000 | +33.8% | 3.08% | +10.3% |
| SPY | New | SPDR S&P 500 ETF TRput | $115,749,000 | – | 587,500 | – | 3.05% | – |
| GME | Buy | GAMESTOP CORP NEWcl a | $113,712,000 | +5.5% | 2,760,000 | +3.7% | 3.00% | +4.2% |
| C | Buy | CITIGROUP INC | $108,563,000 | +23.1% | 2,095,000 | +11.9% | 2.86% | +21.5% |
| AER | Buy | AERCAP HOLDINGS NV | $108,385,000 | +32.2% | 2,650,000 | +48.0% | 2.86% | +30.5% |
| INTC | Buy | INTEL CORPcall | $104,460,000 | +274.8% | 3,000,000 | +232.6% | 2.75% | +270.2% |
| MU | Sell | MICRON TECHNOLOGY INC | $99,097,000 | -32.5% | 2,892,500 | -35.1% | 2.61% | -33.4% |
| RJF | Buy | RAYMOND JAMES FINANCIAL INC | $88,675,000 | +28.5% | 1,655,000 | +21.7% | 2.34% | +26.9% |
| DLTR | Buy | DOLLAR TREE INC | $86,909,000 | +57.2% | 1,550,000 | +52.7% | 2.29% | +55.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $85,390,000 | -0.4% | 1,417,500 | -4.7% | 2.25% | -1.7% |
| ALTR | New | ALTERA CORP | $80,237,000 | – | 2,242,500 | – | 2.12% | – |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $74,756,000 | -10.9% | 3,310,000 | +9.6% | 1.97% | -12.0% |
| VECO | Sell | VEECO INSTRS INC DEL | $69,551,000 | -19.7% | 1,990,000 | -14.4% | 1.83% | -20.7% |
| GLD | New | SPDR GOLD TRUSTput | $68,273,000 | – | 587,500 | – | 1.80% | – |
| M | Sell | MACYS INC | $67,780,000 | -17.4% | 1,165,000 | -17.7% | 1.79% | -18.5% |
| F113PS | New | COVIDIEN PLC | $67,045,000 | – | 775,000 | – | 1.77% | – |
| HBI | Buy | HANESBRANDS INC | $66,076,000 | +30.6% | 615,000 | +19.6% | 1.74% | +28.9% |
| HD | Buy | HOME DEPOT INC | $65,135,000 | +18.8% | 710,000 | +4.8% | 1.72% | +17.2% |
| STAY | Buy | EXTENDED STAY AMER INCunit 99/99/9999b | $65,107,000 | +814.2% | 2,742,500 | +791.9% | 1.72% | +803.7% |
| USB | New | US BANCORP DEL | $64,627,000 | – | 1,545,000 | – | 1.70% | – |
| AMGN | Sell | AMGEN INC | $63,207,000 | -5.1% | 450,000 | -20.0% | 1.67% | -6.2% |
| GWR | Buy | GENESEE & WYO INCcl a | $61,713,000 | -5.6% | 647,500 | +4.0% | 1.63% | -6.8% |
| CX | Buy | CEMEX SAB DE CVspon adr new | $59,788,000 | +29.7% | 4,585,000 | +31.6% | 1.58% | +28.0% |
| LEN | Buy | LENNAR CORPcl a | $59,604,000 | +165.4% | 1,535,000 | +186.9% | 1.57% | +162.0% |
| RRC | Buy | RANGE RES CORP | $58,825,000 | +4.9% | 867,500 | +34.5% | 1.55% | +3.5% |
| HFC | Sell | HOLLYFRONTIER CORP | $57,658,000 | -12.3% | 1,320,000 | -12.3% | 1.52% | -13.4% |
| URI | Sell | UNITED RENTALS INC | $57,494,000 | +2.6% | 517,500 | -3.3% | 1.52% | +1.3% |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $56,279,000 | -5.9% | 917,500 | +5.5% | 1.48% | -7.1% |
| BERY | Buy | BERRY PLASTICS GROUP INC | $55,339,000 | +11.9% | 2,192,500 | +14.3% | 1.46% | +10.4% |
| ODFL | Sell | OLD DOMINION FGHT LINES INC | $53,510,000 | +2.5% | 757,500 | -7.6% | 1.41% | +1.1% |
| SJI | Buy | SOUTH JERSEY INDS INC | $53,093,000 | -2.2% | 995,000 | +10.7% | 1.40% | -3.4% |
| MPC | Sell | MARATHON PETE CORP | $51,649,000 | -13.6% | 610,000 | -20.4% | 1.36% | -14.7% |
| PWR | Sell | QUANTA SVCS INC | $51,441,000 | -6.9% | 1,417,500 | -11.3% | 1.36% | -8.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $50,672,000 | -2.2% | 587,500 | -7.3% | 1.34% | -3.5% |
| WDC | Sell | WESTERN DIGITAL CORP | $50,363,000 | +2.0% | 517,500 | -3.3% | 1.33% | +0.7% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $49,316,000 | – | 917,500 | – | 1.30% | – |
| TOL | Buy | TOLL BROTHERS INC | $48,142,000 | +2.1% | 1,545,000 | +20.9% | 1.27% | +0.8% |
| V107SC | Sell | WELLPOINT INC | $47,848,000 | -36.0% | 400,000 | -42.4% | 1.26% | -36.8% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $46,961,000 | -44.4% | 820,000 | -44.9% | 1.24% | -45.1% |
| GOLD | Sell | BARRICK GOLD CORP | $46,179,000 | -47.2% | 3,150,000 | -34.1% | 1.22% | -47.9% |
| CSCO | Buy | CISCO SYS INC | $44,677,000 | +5.6% | 1,775,000 | +4.3% | 1.18% | +4.2% |
| RJETQ | Buy | REPUBLIC AWYS HLDGS INC | $42,357,000 | +825.0% | 3,812,500 | +802.6% | 1.12% | +815.6% |
| HRL | Buy | HORMEL FOODS CORP | $42,140,000 | +6.7% | 820,000 | +2.5% | 1.11% | +5.4% |
| HWAY | Buy | HEALTHWAYS INC | $40,563,000 | +4.8% | 2,532,000 | +14.7% | 1.07% | +3.5% |
| SABR | Buy | SABRE CORP | $40,174,000 | +34.7% | 2,242,500 | +50.8% | 1.06% | +32.9% |
| PKG | New | PACKAGING CORP AMER | $38,930,000 | – | 610,000 | – | 1.03% | – |
| SNV | New | SYNOVUS FINL CORP | $38,888,000 | – | 1,645,000 | – | 1.02% | – |
| CSX | New | CSX CORP | $24,285,000 | – | 757,500 | – | 0.64% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $22,952,000 | – | 400,000 | – | 0.60% | – |
| DHI | New | D R HORTON INCcall | $20,520,000 | – | 1,000,000 | – | 0.54% | – |
| ALTR | New | ALTERA CORPcall | $20,037,000 | – | 560,000 | – | 0.53% | – |
| KND | New | KINDRED HEALTHCARE INC | $11,689,000 | – | 602,500 | – | 0.31% | – |
| SFXEQ | New | SFX ENTMT INC | $8,756,000 | – | 1,744,200 | – | 0.23% | – |
| PCRX | New | PACIRA PHARMACEUTICALS INCput | $4,555,000 | – | 47,000 | – | 0.12% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -105,000 | – | -0.09% | – |
| NESCQ | Exit | NUVERRA ENVIRONMENTAL SOLUTIput | $0 | – | -528,000 | – | -0.28% | – |
| VECO | Exit | VEECO INSTRS INC DELcall | $0 | – | -320,000 | – | -0.32% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -717,500 | – | -1.08% | – |
| MU | Exit | MICRON TECHNOLOGY INCcall | $0 | – | -1,249,600 | – | -1.10% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -1,025,000 | – | -1.14% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -902,500 | – | -1.22% | – |
| GOLD | Exit | BARRICK GOLD CORPcall | $0 | – | -2,562,500 | – | -1.25% | – |
| VC | Exit | VISTEON CORP | $0 | – | -490,500 | – | -1.27% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -480,000 | – | -1.34% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -407,500 | – | -1.36% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -562,500 | – | -1.64% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -2,205,000 | – | -2.14% | – |
| GLD | Exit | SPDR GOLD TRUSTcall | $0 | – | -633,500 | – | -2.17% | – |
| MET | Exit | METLIFE INC | $0 | – | -1,487,500 | – | -2.21% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -1,229,000 | – | -4.20% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | New | SPDR GOLD TRUST | $157,361,000 | – | 1,229,000 | – | 4.20% | – |
| MU | New | MICRON TECHNOLOGY INC | $146,875,000 | – | 4,457,500 | – | 3.92% | – |
| DAL | New | DELTA AIR LINES INC DEL | $146,749,000 | – | 3,790,000 | – | 3.92% | – |
| INTC | New | INTEL CORP | $142,526,000 | – | 4,612,500 | – | 3.81% | – |
| GME | New | GAMESTOP CORP NEWcl a | $107,751,000 | – | 2,662,500 | – | 2.88% | – |
| PFE | New | PFIZER INC | $106,477,000 | – | 3,587,500 | – | 2.84% | – |
| DHI | New | D R HORTON INC | $104,404,000 | – | 4,247,500 | – | 2.79% | – |
| APA | New | APACHE CORP | $103,136,000 | – | 1,025,000 | – | 2.76% | – |
| C | New | CITIGROUP INC | $88,195,000 | – | 1,872,500 | – | 2.36% | – |
| GOLD | New | BARRICK GOLD CORP | $87,520,000 | – | 4,782,500 | – | 2.34% | – |
| VECO | New | VEECO INSTRS INC DEL | $86,596,000 | – | 2,324,095 | – | 2.31% | – |
| JPM | New | JPMORGAN CHASE & CO | $85,710,000 | – | 1,487,500 | – | 2.29% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $84,520,000 | – | 1,487,500 | – | 2.26% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $83,896,000 | – | 3,020,000 | – | 2.24% | – |
| MET | New | METLIFE INC | $82,646,000 | – | 1,487,500 | – | 2.21% | – |
| M | New | MACYS INC | $82,098,000 | – | 1,415,000 | – | 2.19% | – |
| AER | New | AERCAP HOLDINGS NV | $81,982,000 | – | 1,790,000 | – | 2.19% | – |
| GLD | New | SPDR GOLD TRUSTcall | $81,113,000 | – | 633,500 | – | 2.17% | – |
| GM | New | GENERAL MTRS CO | $80,042,000 | – | 2,205,000 | – | 2.14% | – |
| V107SC | New | WELLPOINT INC | $74,789,000 | – | 695,000 | – | 2.00% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $68,993,000 | – | 1,360,000 | – | 1.84% | – |
| AMGN | New | AMGEN INC | $66,583,000 | – | 562,500 | – | 1.78% | – |
| HFC | New | HOLLYFRONTIER CORP | $65,753,000 | – | 1,505,000 | – | 1.76% | – |
| GWR | New | GENESEE & WYO INCcl a | $65,363,000 | – | 622,500 | – | 1.75% | – |
| APC | New | ANADARKO PETE CORP | $61,577,000 | – | 562,500 | – | 1.64% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $59,804,000 | – | 870,000 | – | 1.60% | – |
| MPC | New | MARATHON PETE CORP | $59,802,000 | – | 766,000 | – | 1.60% | – |
| RRC | New | RANGE RES CORP | $56,083,000 | – | 645,000 | – | 1.50% | – |
| URI | New | UNITED RENTALS INC | $56,031,000 | – | 535,000 | – | 1.50% | – |
| DLTR | New | DOLLAR TREE INC | $55,277,000 | – | 1,015,000 | – | 1.48% | – |
| PWR | New | QUANTA SVCS INC | $55,242,000 | – | 1,597,500 | – | 1.48% | – |
| HD | New | HOME DEPOT INC | $54,850,000 | – | 677,500 | – | 1.46% | – |
| SJI | New | SOUTH JERSEY INDS INC | $54,284,000 | – | 898,600 | – | 1.45% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $52,218,000 | – | 820,000 | – | 1.40% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $51,830,000 | – | 634,000 | – | 1.38% | – |
| MON | New | MONSANTO CO NEW | $50,832,000 | – | 407,500 | – | 1.36% | – |
| HBI | New | HANESBRANDS INC | $50,598,000 | – | 514,000 | – | 1.35% | – |
| SNDK | New | SANDISK CORP | $50,126,000 | – | 480,000 | – | 1.34% | – |
| BERY | New | BERRY PLASTICS GROUP INC | $49,472,000 | – | 1,917,500 | – | 1.32% | – |
| WDC | New | WESTERN DIGITAL CORP | $49,381,000 | – | 535,000 | – | 1.32% | – |
| VC | New | VISTEON CORP | $47,583,000 | – | 490,500 | – | 1.27% | – |
| TOL | New | TOLL BROTHERS INC | $47,140,000 | – | 1,277,500 | – | 1.26% | – |
| GOLD | New | BARRICK GOLD CORPcall | $46,894,000 | – | 2,562,500 | – | 1.25% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $46,107,000 | – | 3,485,000 | – | 1.23% | – |
| HUBG | New | HUB GROUP INCcl a | $45,486,000 | – | 902,500 | – | 1.22% | – |
| HNT | New | HEALTH NET INC | $42,579,000 | – | 1,025,000 | – | 1.14% | – |
| CSCO | New | CISCO SYS INC | $42,307,000 | – | 1,702,500 | – | 1.13% | – |
| MU | New | MICRON TECHNOLOGY INCcall | $41,174,000 | – | 1,249,600 | – | 1.10% | – |
| HCA | New | HCA HOLDINGS INC | $40,453,000 | – | 717,500 | – | 1.08% | – |
| HRL | New | HORMEL FOODS CORP | $39,480,000 | – | 800,000 | – | 1.05% | – |
| HWAY | New | HEALTHWAYS INC | $38,720,000 | – | 2,207,500 | – | 1.03% | – |
| SABR | New | SABRE CORP | $29,824,000 | – | 1,487,500 | – | 0.80% | – |
| INTC | New | INTEL CORPcall | $27,872,000 | – | 902,000 | – | 0.74% | – |
| LEN | New | LENNAR CORPcl a | $22,459,000 | – | 535,000 | – | 0.60% | – |
| VECO | New | VEECO INSTRS INC DELcall | $11,923,000 | – | 320,000 | – | 0.32% | – |
| NESCQ | New | NUVERRA ENVIRONMENTAL SOLUTIput | $10,618,000 | – | 528,000 | – | 0.28% | – |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $7,122,000 | – | 307,500 | – | 0.19% | – |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $4,579,000 | – | 422,400 | – | 0.12% | – |
| DY | New | DYCOM INDS INC | $3,288,000 | – | 105,000 | – | 0.09% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HOV | Exit | HOVNANIAN ENTERPRISES INCcl a | $0 | – | -1,165,000 | – | -0.29% | – |
| BBG | Exit | BARRETT BILL CORPput | $0 | – | -250,000 | – | -0.30% | – |
| LOGI | Exit | LOGITECH INTL S A | $0 | – | -735,000 | – | -0.31% | – |
| VECO | Exit | VEECO INSTRS INC DELcall | $0 | – | -236,500 | – | -0.42% | – |
| Exit | JETBLUE AIRWAYS CORPdbcv 6.75% 10/15/39 | $0 | – | -8,825,000 | – | -0.61% | – | |
| MPC | Exit | MARATHON PETE CORPcall | $0 | – | -236,500 | – | -0.72% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -2,306,500 | – | -0.73% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -850,000 | – | -0.74% | – |
| Exit | TAKE-TWO INTERACTIVE SOFTWARnote 1.00% 07/01/18 | $0 | – | -14,600,000 | – | -0.77% | – | |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -1,160,000 | – | -1.10% | – |
| KND | Exit | KINDRED HEALTHCARE INC | $0 | – | -1,729,400 | – | -1.11% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -1,380,000 | – | -1.16% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -1,147,500 | – | -1.23% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -2,867,500 | – | -1.26% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -288,500 | – | -1.28% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -470,000 | – | -1.31% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -775,000 | – | -1.35% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,850,000 | – | -1.37% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -320,000 | – | -1.42% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -647,500 | – | -1.42% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -925,000 | – | -1.43% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -412,500 | – | -1.49% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -1,638,300 | – | -1.52% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -870,000 | – | -1.57% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -817,500 | – | -1.62% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -552,500 | – | -1.67% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -1,287,500 | – | -1.69% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -690,000 | – | -1.74% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -937,500 | – | -1.88% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -1,861,000 | – | -1.99% | – |
| HEROQ | Exit | HERCULES OFFSHORE INC | $0 | – | -5,785,000 | – | -2.03% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -742,500 | – | -2.06% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -520,000 | – | -2.07% | – |
| APA | Exit | APACHE CORP | $0 | – | -517,500 | – | -2.10% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -1,230,000 | – | -2.11% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -1,030,000 | – | -2.13% | – |
| VECO | Exit | VEECO INSTRS INC DEL | $0 | – | -1,223,000 | – | -2.17% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -2,357,500 | – | -2.18% | – |
| PFE | Exit | PFIZER INC | $0 | – | -1,667,500 | – | -2.28% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -700,000 | – | -2.29% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -862,500 | – | -2.44% | – |
| MET | Exit | METLIFE INC | $0 | – | -1,095,000 | – | -2.45% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -892,500 | – | -2.48% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -312,500 | – | -2.50% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -1,095,000 | – | -2.70% | – |
| M | Exit | MACYS INC | $0 | – | -1,325,000 | – | -2.73% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -932,500 | – | -2.86% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -1,445,000 | – | -2.90% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -1,465,000 | – | -3.05% | – |
| INTC | Exit | INTEL CORP | $0 | – | -2,907,500 | – | -3.17% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDadr | $0 | – | -1,837,500 | – | -3.31% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -4,567,500 | – | -3.80% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -1,775,000 | – | -4.20% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -4,015,000 | – | -4.51% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DAL | Buy | DELTA AIR LINES INC DEL | $94,714,000 | +44.3% | 4,015,000 | +14.5% | 4.51% | +26.6% |
| GME | Buy | GAMESTOP CORP NEWcl a | $88,129,000 | +29.6% | 1,775,000 | +9.7% | 4.20% | +13.7% |
| MU | Buy | MICRON TECHNOLOGY INC | $79,794,000 | +30.3% | 4,567,500 | +6.9% | 3.80% | +14.3% |
| TEVA | Buy | TEVA PHARMACEUTICAL INDS LTDadr | $69,421,000 | +28.1% | 1,837,500 | +32.9% | 3.31% | +12.4% |
| INTC | Sell | INTEL CORP | $66,640,000 | -31.3% | 2,907,500 | -27.4% | 3.17% | -39.8% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $64,079,000 | +35.5% | 1,465,000 | +38.9% | 3.05% | +18.8% |
| HFC | Buy | HOLLYFRONTIER CORP | $60,849,000 | +73.9% | 1,445,000 | +76.7% | 2.90% | +52.5% |
| MPC | Buy | MARATHON PETE CORP | $59,978,000 | +105.9% | 932,500 | +127.4% | 2.86% | +80.6% |
| M | Buy | MACYS INC | $57,333,000 | +48.4% | 1,325,000 | +64.6% | 2.73% | +30.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $56,601,000 | -2.3% | 1,095,000 | -0.2% | 2.70% | -14.3% |
| SPY | New | SPDR S&P 500 ETF TRput | $52,503,000 | – | 312,500 | – | 2.50% | – |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $52,140,000 | +33.0% | 892,500 | +15.4% | 2.48% | +16.6% |
| MET | Buy | METLIFE INC | $51,410,000 | +24.5% | 1,095,000 | +21.3% | 2.45% | +9.2% |
| SNDK | Sell | SANDISK CORP | $51,327,000 | -20.9% | 862,500 | -18.8% | 2.44% | -30.6% |
| COF | Sell | CAPITAL ONE FINL CORP | $48,118,000 | -18.2% | 700,000 | -25.3% | 2.29% | -28.2% |
| PFE | Buy | PFIZER INC | $47,874,000 | +19.6% | 1,667,500 | +16.7% | 2.28% | +4.9% |
| DHI | Buy | D R HORTON INC | $45,806,000 | +41.4% | 2,357,500 | +54.8% | 2.18% | +24.0% |
| VECO | Buy | VEECO INSTRS INC DEL | $45,532,000 | +58.7% | 1,223,000 | +51.0% | 2.17% | +39.2% |
| CMCSK | Buy | COMCAST CORP NEWcl a spl | $44,671,000 | +20.3% | 1,030,000 | +10.0% | 2.13% | +5.6% |
| GM | Buy | GENERAL MTRS CO | $44,243,000 | +29.0% | 1,230,000 | +19.4% | 2.11% | +13.1% |
| APA | Sell | APACHE CORP | $44,060,000 | -25.2% | 517,500 | -26.3% | 2.10% | -34.4% |
| V107SC | Buy | WELLPOINT INC | $43,477,000 | +20.7% | 520,000 | +18.2% | 2.07% | +5.9% |
| URI | Buy | UNITED RENTALS INC | $43,280,000 | +28.3% | 742,500 | +9.8% | 2.06% | +12.5% |
| HEROQ | Buy | HERCULES OFFSHORE INC | $42,635,000 | +25.8% | 5,785,000 | +20.2% | 2.03% | +10.4% |
| PBF | Buy | PBF ENERGY INCcl a | $41,779,000 | +30.9% | 1,861,000 | +51.0% | 1.99% | +14.8% |
| HRL | Buy | HORMEL FOODS CORP | $39,488,000 | +24.8% | 937,500 | +14.3% | 1.88% | +9.5% |
| CE | Sell | CELANESE CORP DEL | $36,425,000 | -27.1% | 690,000 | -38.1% | 1.74% | -36.0% |
| PWR | Buy | QUANTA SVCS INC | $35,419,000 | +31.2% | 1,287,500 | +26.2% | 1.69% | +15.2% |
| WDC | Buy | WESTERN DIGITAL CORP | $35,029,000 | +24.4% | 552,500 | +21.8% | 1.67% | +9.1% |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $34,065,000 | – | 817,500 | – | 1.62% | – |
| AXLL | Buy | AXIALL CORP | $32,877,000 | +5.1% | 870,000 | +18.4% | 1.57% | -7.8% |
| AER | Sell | AERCAP HOLDINGS NV | $31,881,000 | -4.7% | 1,638,300 | -14.5% | 1.52% | -16.5% |
| RRC | Buy | RANGE RES CORP | $31,305,000 | +14.9% | 412,500 | +17.0% | 1.49% | +0.7% |
| TOL | Buy | TOLL BROTHERS INC | $29,998,000 | +20.5% | 925,000 | +21.2% | 1.43% | +5.7% |
| ODFL | Buy | OLD DOMINION FGHT LINES INC | $29,779,000 | +32.7% | 647,500 | +20.1% | 1.42% | +16.4% |
| APC | Sell | ANADARKO PETE CORP | $29,757,000 | -10.3% | 320,000 | -17.1% | 1.42% | -21.3% |
| NVDA | New | NVIDIA CORP | $28,786,000 | – | 1,850,000 | – | 1.37% | – |
| USB | Buy | US BANCORP DEL | $28,350,000 | +25.5% | 775,000 | +24.0% | 1.35% | +10.0% |
| SJI | Buy | SOUTH JERSEY INDS INC | $27,533,000 | +20.6% | 470,000 | +18.2% | 1.31% | +5.8% |
| GWR | New | GENESEE & WYO INCcl a | $26,822,000 | – | 288,500 | – | 1.28% | – |
| RF | New | REGIONS FINL CORP NEW | $26,553,000 | – | 2,867,500 | – | 1.26% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $25,761,000 | – | 1,147,500 | – | 1.23% | – |
| LPX | New | LOUISIANA PAC CORP | $24,274,000 | – | 1,380,000 | – | 1.16% | – |
| KND | Buy | KINDRED HEALTHCARE INC | $23,226,000 | +70.5% | 1,729,400 | +66.7% | 1.11% | +49.5% |
| BERY | Buy | BERRY PLASTICS GROUP INC | $23,165,000 | -2.4% | 1,160,000 | +7.9% | 1.10% | -14.4% |
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.00% 07/01/18 | $16,170,000 | -24.8% | 14,600,000 | -33.6% | 0.77% | -34.1% | |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWAR | $15,436,000 | -46.5% | 850,000 | -55.9% | 0.74% | -53.1% |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $15,361,000 | -25.9% | 2,306,500 | -29.9% | 0.73% | -34.9% |
| MPC | New | MARATHON PETE CORPcall | $15,212,000 | – | 236,500 | – | 0.72% | – |
| Sell | JETBLUE AIRWAYS CORPdbcv 6.75% 10/15/39 | $12,879,000 | -31.0% | 8,825,000 | -33.9% | 0.61% | -39.5% | |
| VECO | New | VEECO INSTRS INC DELcall | $8,805,000 | – | 236,500 | – | 0.42% | – |
| LOGI | New | LOGITECH INTL S A | $6,505,000 | – | 735,000 | – | 0.31% | – |
| BBG | New | BARRETT BILL CORPput | $6,278,000 | – | 250,000 | – | 0.30% | – |
| HOV | Buy | HOVNANIAN ENTERPRISES INCcl a | $6,093,000 | +18.1% | 1,165,000 | +26.6% | 0.29% | +3.6% |
| VMC | Exit | VULCAN MATLS COput | $0 | – | -53,000 | – | -0.14% | – |
| SMA | Exit | SYMMETRY MED INC | $0 | – | -614,900 | – | -0.28% | – |
| Exit | BARRETT BILL CORPput | $0 | – | -264,000 | – | -0.29% | – | |
| Exit | ACCURAY INCnote 3.50% 02/01/18 | $0 | – | -5,750,000 | – | -0.39% | – | |
| COH | Exit | COACH INCput | $0 | – | -132,000 | – | -0.41% | – |
| Exit | ACCURAY INCnote 3.75% 08/01/16 | $0 | – | -9,250,000 | – | -0.48% | – | |
| OIH | Exit | MARKET VECTORS ETF TRput | $0 | – | -264,000 | – | -0.61% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -406,995 | – | -0.68% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -2,305,000 | – | -0.72% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -782,500 | – | -1.04% | – |
| KSS | Exit | KOHLS CORPput | $0 | – | -382,500 | – | -1.05% | – |
| CLW | Exit | CLEARWATER PAPER CORP | $0 | – | -446,200 | – | -1.14% | – |
| INTC | Exit | INTEL CORPcall | $0 | – | -907,500 | – | -1.19% | – |
| WPRT | Exit | WESTPORT INNOVATIONS INC | $0 | – | -681,000 | – | -1.24% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -547,500 | – | -1.39% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -1,585,000 | – | -1.41% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INTC | New | INTEL CORP | $97,062,000 | – | 4,007,500 | – | 5.27% | – |
| GME | New | GAMESTOP CORP NEWcl a | $67,984,000 | – | 1,617,500 | – | 3.69% | – |
| DAL | New | DELTA AIR LINES INC DEL | $65,625,000 | – | 3,507,500 | – | 3.56% | – |
| SNDK | New | SANDISK CORP | $64,919,000 | – | 1,062,500 | – | 3.52% | – |
| MU | New | MICRON TECHNOLOGY INC | $61,225,000 | – | 4,272,500 | – | 3.32% | – |
| APA | New | APACHE CORP | $58,891,000 | – | 702,500 | – | 3.20% | – |
| COF | New | CAPITAL ONE FINL CORP | $58,822,000 | – | 936,500 | – | 3.19% | – |
| JPM | New | JPMORGAN CHASE & CO | $57,937,000 | – | 1,097,500 | – | 3.15% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $54,194,000 | – | 1,382,500 | – | 2.94% | – |
| CE | New | CELANESE CORP DEL | $49,952,000 | – | 1,115,000 | – | 2.71% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $47,296,000 | – | 1,055,000 | – | 2.57% | – |
| MET | New | METLIFE INC | $41,298,000 | – | 902,500 | – | 2.24% | – |
| PFE | New | PFIZER INC | $40,021,000 | – | 1,428,810 | – | 2.17% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $39,209,000 | – | 773,500 | – | 2.13% | – |
| M | New | MACYS INC | $38,640,000 | – | 805,000 | – | 2.10% | – |
| CMCSK | New | COMCAST CORP NEWcl a | $37,131,000 | – | 936,000 | – | 2.02% | – |
| V107SC | New | WELLPOINT INC | $36,010,000 | – | 440,000 | – | 1.96% | – |
| HFC | New | HOLLYFRONTIER CORP | $34,994,000 | – | 818,000 | – | 1.90% | – |
| GM | New | GENERAL MTRS CO | $34,309,000 | – | 1,030,000 | – | 1.86% | – |
| HEROQ | New | HERCULES OFFSHORE INC | $33,878,000 | – | 4,812,200 | – | 1.84% | – |
| URI | New | UNITED RENTALS INC | $33,739,000 | – | 676,000 | – | 1.83% | – |
| AER | New | AERCAP HOLDINGS NV | $33,467,000 | – | 1,916,800 | – | 1.82% | – |
| APC | New | ANADARKO PETE CORP | $33,169,000 | – | 386,000 | – | 1.80% | – |
| DHI | New | D R HORTON INC | $32,399,000 | – | 1,522,500 | – | 1.76% | – |
| PBF | New | PBF ENERGY INCcl a | $31,922,000 | – | 1,232,500 | – | 1.73% | – |
| HRL | New | HORMEL FOODS CORP | $31,636,000 | – | 820,000 | – | 1.72% | – |
| AXLL | New | AXIALL CORP | $31,296,000 | – | 735,000 | – | 1.70% | – |
| MPC | New | MARATHON PETE CORP | $29,135,000 | – | 410,000 | – | 1.58% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $28,855,000 | – | 1,927,500 | – | 1.57% | – |
| VECO | New | VEECO INSTRS INC DEL | $28,690,000 | – | 810,000 | – | 1.56% | – |
| WDC | New | WESTERN DIGITAL CORP | $28,158,000 | – | 453,500 | – | 1.53% | – |
| RRC | New | RANGE RES CORP | $27,255,000 | – | 352,500 | – | 1.48% | – |
| PWR | New | QUANTA SVCS INC | $26,989,000 | – | 1,020,000 | – | 1.46% | – |
| LCC | New | U S AIRWAYS GROUP INC | $26,026,000 | – | 1,585,000 | – | 1.41% | – |
| CIT | New | CIT GROUP INC | $25,530,000 | – | 547,500 | – | 1.39% | – |
| TOL | New | TOLL BROTHERS INC | $24,897,000 | – | 763,000 | – | 1.35% | – |
| BERY | New | BERRY PLASTICS GROUP INC | $23,725,000 | – | 1,075,000 | – | 1.29% | – |
| WPRT | New | WESTPORT INNOVATIONS INC | $22,834,000 | – | 681,000 | – | 1.24% | – |
| SJI | New | SOUTH JERSEY INDS INC | $22,826,000 | – | 397,600 | – | 1.24% | – |
| USB | New | US BANCORP DEL | $22,594,000 | – | 625,000 | – | 1.23% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $22,433,000 | – | 539,000 | – | 1.22% | – |
| INTC | New | INTEL CORPcall | $21,980,000 | – | 907,500 | – | 1.19% | – |
| New | TAKE-TWO INTERACTIVE SOFTWARnote 1.00% 07/01/18 | $21,505,000 | – | 22,000,000 | – | 1.17% | – | |
| CLW | New | CLEARWATER PAPER CORP | $20,998,000 | – | 446,200 | – | 1.14% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $20,727,000 | – | 3,290,000 | – | 1.12% | – |
| KSS | New | KOHLS CORPput | $19,320,000 | – | 382,500 | – | 1.05% | – |
| GBX | New | GREENBRIER COS INC | $19,070,000 | – | 782,500 | – | 1.04% | – |
| New | JETBLUE AIRWAYS CORPdbcv 6.75% 10/15/39 | $18,657,000 | – | 13,350,000 | – | 1.01% | – | |
| KND | New | KINDRED HEALTHCARE INC | $13,622,000 | – | 1,037,500 | – | 0.74% | – |
| ARAY | New | ACCURAY INC | $13,231,000 | – | 2,305,000 | – | 0.72% | – |
| ZTS | New | ZOETIS INCcl a | $12,572,000 | – | 406,995 | – | 0.68% | – |
| OIH | New | MARKET VECTORS ETF TRput | $11,294,000 | – | 264,000 | – | 0.61% | – |
| New | ACCURAY INCnote 3.75% 08/01/16 | $8,915,000 | – | 9,250,000 | – | 0.48% | – | |
| COH | New | COACH INCput | $7,536,000 | – | 132,000 | – | 0.41% | – |
| New | ACCURAY INCnote 3.50% 02/01/18 | $7,223,000 | – | 5,750,000 | – | 0.39% | – | |
| New | BARRETT BILL CORPput | $5,338,000 | – | 264,000 | – | 0.29% | – | |
| SMA | New | SYMMETRY MED INC | $5,177,000 | – | 614,900 | – | 0.28% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $5,161,000 | – | 920,000 | – | 0.28% | – |
| VMC | New | VULCAN MATLS COput | $2,566,000 | – | 53,000 | – | 0.14% | – |