Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 00 | $0 | – | 0 | – | 0.00% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | 00 | $0 | – | 0 | – | 0.00% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | 00 | $0 | – | 0 | – | 0.00% | – | |
| Exit | VALIDUS HOLDINGS LTDput | $0 | – | -17,100 | – | -0.12% | – | |
| AXLL | Exit | AXIALL CORP | $0 | – | -25,000 | – | -0.20% | – |
| USG | Exit | U S G CORP | $0 | – | -48,100 | – | -0.21% | – |
| GBCI | Exit | GLACIER BANCORP INC NEW | $0 | – | -50,000 | – | -0.21% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -55,000 | – | -0.26% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -40,000 | – | -0.30% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -15,000 | – | -0.32% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -31,500 | – | -0.32% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -30,000 | – | -0.32% | – |
| POL | Exit | POLYONE CORP | $0 | – | -70,000 | – | -0.33% | – |
| Exit | INTERCONTINENTALEXCHANGE INCput | $0 | – | -10,000 | – | -0.34% | – | |
| Exit | NATIONSTAR MTG HLDGS INCput | $0 | – | -50,000 | – | -0.36% | – | |
| Exit | EATON CORP PLCput | $0 | – | -30,000 | – | -0.38% | – | |
| Exit | AGCO CORPcall | $0 | – | -40,000 | – | -0.38% | – | |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -30,000 | – | -0.44% | – |
| MET | Exit | METLIFE INC | $0 | – | -50,000 | – | -0.44% | – |
| AOS | Exit | SMITH A O | $0 | – | -63,700 | – | -0.44% | – |
| CHMT | Exit | CHEMTURA CORP | $0 | – | -115,000 | – | -0.45% | – |
| C | Exit | CITIGROUP INC | $0 | – | -50,000 | – | -0.46% | – |
| Exit | CITIGROUP INCcall | $0 | – | -50,000 | – | -0.46% | – | |
| Exit | JOY GLOBAL INCcall | $0 | – | -50,000 | – | -0.46% | – | |
| FDX | Exit | FEDEX CORP | $0 | – | -25,000 | – | -0.47% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -150,000 | – | -0.49% | – |
| Exit | STATE STR CORPput | $0 | – | -40,000 | – | -0.50% | – | |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -55,000 | – | -0.51% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -65,000 | – | -0.53% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -60,000 | – | -0.53% | – |
| AFL | Exit | AFLAC INC | $0 | – | -50,000 | – | -0.56% | – |
| Exit | DEUTSCHE BANK AGput | $0 | – | -70,000 | – | -0.56% | – | |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -40,000 | – | -0.57% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -95,000 | – | -0.60% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -50,000 | – | -0.61% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -150,000 | – | -0.61% | – |
| WSO | Exit | WATSCO INC | $0 | – | -40,000 | – | -0.64% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -15,000 | – | -0.65% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -34,500 | – | -0.65% | – |
| HUBB | Exit | HUBBELL INC | $0 | – | -35,000 | – | -0.66% | – |
| VC | Exit | VISTEON CORP | $0 | – | -60,000 | – | -0.72% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -120,000 | – | -0.73% | – |
| Exit | DEERE & COcall | $0 | – | -50,000 | – | -0.78% | – | |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -110,000 | – | -0.79% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -33,000 | – | -0.81% | – |
| CB | Exit | CHUBB CORP | $0 | – | -50,000 | – | -0.81% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -380,000 | – | -0.81% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -60,000 | – | -0.87% | – |
| Exit | GOLDMAN SACHS GROUP INCput | $0 | – | -30,000 | – | -0.87% | – | |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -300,000 | – | -0.90% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -100,000 | – | -0.92% | – |
| KCG | Exit | KNIGHT CAP GROUP INC | $0 | – | -1,373,220 | – | -0.94% | – |
| Exit | BERKSHIRE HATHAWAY INC DELput | $0 | – | -45,000 | – | -0.96% | – | |
| AGCO | Exit | AGCO CORP | $0 | – | -102,000 | – | -0.98% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -80,000 | – | -0.99% | – |
| PNR | Exit | PENTAIR LTD | $0 | – | -90,000 | – | -0.99% | – |
| Exit | UNION PAC CORPput | $0 | – | -35,000 | – | -1.03% | – | |
| KEY | Exit | KEYCORP NEW | $0 | – | -500,000 | – | -1.06% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -350,000 | – | -1.10% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -135,000 | – | -1.11% | – |
| Exit | AFLAC INCcall | $0 | – | -100,000 | – | -1.11% | – | |
| Exit | AMERICAN INTL GROUP INCput | $0 | – | -130,000 | – | -1.11% | – | |
| UNM | Exit | UNUM GROUP | $0 | – | -200,000 | – | -1.12% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -70,000 | – | -1.24% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -82,301 | – | -1.25% | – |
| Exit | CME GROUP INCput | $0 | – | -90,000 | – | -1.31% | – | |
| JNS | Exit | JANUS CAP GROUP INC | $0 | – | -820,000 | – | -1.34% | – |
| Exit | PRUDENTIAL FINL INCput | $0 | – | -100,000 | – | -1.40% | – | |
| Exit | ISHARES TRcall | $0 | – | -110,000 | – | -1.40% | – | |
| TCF | Exit | TCF FINL CORP | $0 | – | -520,000 | – | -1.41% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -235,000 | – | -1.42% | – |
| HPY | Exit | HEARTLAND PMT SYS INC | $0 | – | -200,000 | – | -1.42% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -250,000 | – | -1.48% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -150,000 | – | -1.52% | – |
| CYN | Exit | CITY NATL CORP | $0 | – | -125,000 | – | -1.52% | – |
| Exit | JPMORGAN CHASE & COcall | $0 | – | -150,000 | – | -1.52% | – | |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -800,000 | – | -1.54% | – |
| Exit | DISCOVER FINL SVCScall | $0 | – | -175,000 | – | -1.60% | – | |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -130,000 | – | -1.72% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -1,500,000 | – | -1.76% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -265,000 | – | -1.83% | – |
| Exit | BANK OF AMERICA CORPORATIONput | $0 | – | -800,000 | – | -1.97% | – | |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -145,000 | – | -2.03% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -78,000 | – | -2.03% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -426,300 | – | -2.09% | – |
| CYT | Exit | CYTEC INDS INC | $0 | – | -155,000 | – | -2.17% | – |
| Exit | FEDEX CORPcall | $0 | – | -120,000 | – | -2.26% | – | |
| USB | Exit | US BANCORP DEL | $0 | – | -350,000 | – | -2.42% | – |
| Exit | LINCOLN NATL CORP INDcall | $0 | – | -400,000 | – | -2.79% | – | |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -400,000 | – | -2.79% | – |
| Exit | ISHARES TRput | $0 | – | -180,000 | – | -3.35% | – | |
| Exit | SELECT SECTOR SPDR TRput | $0 | – | -1,050,000 | – | -3.92% | – | |
| Exit | SPDR S&P 500 ETF TRput | $0 | – | -250,000 | – | -7.65% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | SPDR S&P 500 ETF TRput | $40,003,000 | – | 250,000 | – | 7.65% | – | |
| New | SELECT SECTOR SPDR TRput | $20,465,000 | – | 1,050,000 | – | 3.92% | – | |
| New | ISHARES TRput | $17,489,000 | – | 180,000 | – | 3.35% | – | |
| New | LINCOLN NATL CORP INDcall | $14,588,000 | – | 400,000 | – | 2.79% | – | |
| LNC | New | LINCOLN NATL CORP IND | $14,588,000 | – | 400,000 | – | 2.79% | – |
| USB | New | US BANCORP DEL | $12,653,000 | – | 350,000 | – | 2.42% | – |
| New | FEDEX CORPcall | $11,830,000 | – | 120,000 | – | 2.26% | – | |
| CYT | New | CYTEC INDS INC | $11,354,000 | – | 155,000 | – | 2.17% | – |
| WBS | New | WEBSTER FINL CORP CONN | $10,947,000 | – | 426,300 | – | 2.09% | – |
| BEN | New | FRANKLIN RES INC | $10,610,000 | – | 78,000 | – | 2.03% | – |
| PRU | New | PRUDENTIAL FINL INC | $10,589,000 | – | 145,000 | – | 2.03% | – |
| New | BANK OF AMERICA CORPORATIONput | $10,288,000 | – | 800,000 | – | 1.97% | – | |
| VR | New | VALIDUS HOLDINGS LTD | $9,572,000 | – | 265,000 | – | 1.83% | – |
| RSO | New | RESOURCE CAP CORP | $9,225,000 | – | 1,500,000 | – | 1.76% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $8,984,000 | – | 130,000 | – | 1.72% | – |
| New | DISCOVER FINL SVCScall | $8,337,000 | – | 175,000 | – | 1.60% | – | |
| FNFG | New | FIRST NIAGARA FINL GP INC | $8,056,000 | – | 800,000 | – | 1.54% | – |
| New | JPMORGAN CHASE & COcall | $7,919,000 | – | 150,000 | – | 1.52% | – | |
| JPM | New | JPMORGAN CHASE & CO | $7,919,000 | – | 150,000 | – | 1.52% | – |
| CYN | New | CITY NATL CORP | $7,921,000 | – | 125,000 | – | 1.52% | – |
| LM | New | LEGG MASON INC | $7,753,000 | – | 250,000 | – | 1.48% | – |
| HPY | New | HEARTLAND PMT SYS INC | $7,450,000 | – | 200,000 | – | 1.42% | – |
| PIPR | New | PIPER JAFFRAY COS | $7,428,000 | – | 235,000 | – | 1.42% | – |
| TCF | New | TCF FINL CORP | $7,374,000 | – | 520,000 | – | 1.41% | – |
| New | ISHARES TRcall | $7,303,000 | – | 110,000 | – | 1.40% | – | |
| New | PRUDENTIAL FINL INCput | $7,303,000 | – | 100,000 | – | 1.40% | – | |
| JNS | New | JANUS CAP GROUP INC | $6,978,000 | – | 820,000 | – | 1.34% | – |
| New | CME GROUP INCput | $6,838,000 | – | 90,000 | – | 1.31% | – | |
| KEX | New | KIRBY CORP | $6,546,000 | – | 82,301 | – | 1.25% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $6,506,000 | – | 70,000 | – | 1.24% | – |
| UNM | New | UNUM GROUP | $5,874,000 | – | 200,000 | – | 1.12% | – |
| New | AFLAC INCcall | $5,812,000 | – | 100,000 | – | 1.11% | – | |
| New | AMERICAN INTL GROUP INCput | $5,811,000 | – | 130,000 | – | 1.11% | – | |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $5,802,000 | – | 135,000 | – | 1.11% | – |
| HTH | New | HILLTOP HOLDINGS INC | $5,740,000 | – | 350,000 | – | 1.10% | – |
| KEY | New | KEYCORP NEW | $5,520,000 | – | 500,000 | – | 1.06% | – |
| New | UNION PAC CORPput | $5,400,000 | – | 35,000 | – | 1.03% | – | |
| PNR | New | PENTAIR LTD | $5,192,000 | – | 90,000 | – | 0.99% | – |
| LII | New | LENNOX INTL INC | $5,163,000 | – | 80,000 | – | 0.99% | – |
| AGCO | New | AGCO CORP | $5,119,000 | – | 102,000 | – | 0.98% | – |
| New | BERKSHIRE HATHAWAY INC DELput | $5,036,000 | – | 45,000 | – | 0.96% | – | |
| KCG | New | KNIGHT CAP GROUP INC | $4,930,000 | – | 1,373,220 | – | 0.94% | – |
| ALL | New | ALLSTATE CORP | $4,812,000 | – | 100,000 | – | 0.92% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $4,710,000 | – | 300,000 | – | 0.90% | – |
| New | GOLDMAN SACHS GROUP INCput | $4,538,000 | – | 30,000 | – | 0.87% | – | |
| AYI | New | ACUITY BRANDS INC | $4,531,000 | – | 60,000 | – | 0.87% | – |
| FHN | New | FIRST HORIZON NATL CORP | $4,256,000 | – | 380,000 | – | 0.81% | – |
| CB | New | CHUBB CORP | $4,233,000 | – | 50,000 | – | 0.81% | – |
| RE | New | EVEREST RE GROUP LTD | $4,233,000 | – | 33,000 | – | 0.81% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $4,118,000 | – | 110,000 | – | 0.79% | – |
| New | DEERE & COcall | $4,063,000 | – | 50,000 | – | 0.78% | – | |
| IVZ | New | INVESCO LTD | $3,816,000 | – | 120,000 | – | 0.73% | – |
| VC | New | VISTEON CORP | $3,787,000 | – | 60,000 | – | 0.72% | – |
| HUBB | New | HUBBELL INC | $3,465,000 | – | 35,000 | – | 0.66% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $3,395,000 | – | 34,500 | – | 0.65% | – |
| PCP | New | PRECISION CASTPARTS CORP | $3,390,000 | – | 15,000 | – | 0.65% | – |
| WSO | New | WATSCO INC | $3,358,000 | – | 40,000 | – | 0.64% | – |
| PVTB | New | PRIVATEBANCORP INC | $3,182,000 | – | 150,000 | – | 0.61% | – |
| DHR | New | DANAHER CORP DEL | $3,165,000 | – | 50,000 | – | 0.61% | – |
| GM | New | GENERAL MTRS CO | $3,164,000 | – | 95,000 | – | 0.60% | – |
| AXP | New | AMERICAN EXPRESS CO | $2,990,000 | – | 40,000 | – | 0.57% | – |
| New | DEUTSCHE BANK AGput | $2,937,000 | – | 70,000 | – | 0.56% | – | |
| AFL | New | AFLAC INC | $2,906,000 | – | 50,000 | – | 0.56% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $2,747,000 | – | 60,000 | – | 0.53% | – |
| AME | New | AMETEK INC NEW | $2,750,000 | – | 65,000 | – | 0.53% | – |
| JOY | New | JOY GLOBAL INC | $2,669,000 | – | 55,000 | – | 0.51% | – |
| New | STATE STR CORPput | $2,608,000 | – | 40,000 | – | 0.50% | – | |
| RWT | New | REDWOOD TR INC | $2,550,000 | – | 150,000 | – | 0.49% | – |
| FDX | New | FEDEX CORP | $2,465,000 | – | 25,000 | – | 0.47% | – |
| New | JOY GLOBAL INCcall | $2,427,000 | – | 50,000 | – | 0.46% | – | |
| New | CITIGROUP INCcall | $2,399,000 | – | 50,000 | – | 0.46% | – | |
| C | New | CITIGROUP INC | $2,399,000 | – | 50,000 | – | 0.46% | – |
| CHMT | New | CHEMTURA CORP | $2,335,000 | – | 115,000 | – | 0.45% | – |
| AOS | New | SMITH A O | $2,311,000 | – | 63,700 | – | 0.44% | – |
| MET | New | METLIFE INC | $2,288,000 | – | 50,000 | – | 0.44% | – |
| AXE | New | ANIXTER INTL INC | $2,274,000 | – | 30,000 | – | 0.44% | – |
| New | AGCO CORPcall | $2,008,000 | – | 40,000 | – | 0.38% | – | |
| New | EATON CORP PLCput | $1,974,000 | – | 30,000 | – | 0.38% | – | |
| New | NATIONSTAR MTG HLDGS INCput | $1,872,000 | – | 50,000 | – | 0.36% | – | |
| New | INTERCONTINENTALEXCHANGE INCput | $1,778,000 | – | 10,000 | – | 0.34% | – | |
| POL | New | POLYONE CORP | $1,735,000 | – | 70,000 | – | 0.33% | – |
| TKR | New | TIMKEN CO | $1,688,000 | – | 30,000 | – | 0.32% | – |
| WAB | New | WABTEC CORP | $1,683,000 | – | 31,500 | – | 0.32% | – |
| MTB | New | M & T BK CORP | $1,676,000 | – | 15,000 | – | 0.32% | – |
| CNW | New | CON-WAY INC | $1,558,000 | – | 40,000 | – | 0.30% | – |
| GBX | New | GREENBRIER COS INC | $1,340,000 | – | 55,000 | – | 0.26% | – |
| USG | New | U S G CORP | $1,109,000 | – | 48,100 | – | 0.21% | – |
| GBCI | New | GLACIER BANCORP INC NEW | $1,110,000 | – | 50,000 | – | 0.21% | – |
| AXLL | New | AXIALL CORP | $1,065,000 | – | 25,000 | – | 0.20% | – |
| New | VALIDUS HOLDINGS LTDput | $618,000 | – | 17,100 | – | 0.12% | – |