Q3 2023
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
ACWI | Buy | ISHARES TRmsci acwi etf | $689,355,001 | +38.2% | 7,462,975 | +43.5% | 53.10% | +4.0% |
XLF | New | SELECT SECTOR SPDR TRfinancial | $134,602,931 | – | 4,057,972 | – | 10.37% | – |
IWM | New | ISHARES TRcall | $123,718,000 | – | 700,000 | – | 9.53% | – |
XRT | New | SPDR SER TRcall | $97,376,000 | – | 1,600,000 | – | 7.50% | – |
RSP | New | INVESCO EXCHANGE TRADED FD Ts&p500 eql wgt | $93,090,330 | – | 657,000 | – | 7.17% | – |
XLI | Buy | SELECT SECTOR SPDR TRindl | $79,293,759 | +34.3% | 782,144 | +42.2% | 6.11% | +1.1% |
C | New | CITIGROUP INC | $31,614,945 | – | 768,659 | – | 2.44% | – |
JETS | New | ETF SER SOLUTIONScall | $17,030,000 | – | 1,000,000 | – | 1.31% | – |
MSFT | New | MICROSOFT CORP | $15,787,500 | – | 50,000 | – | 1.22% | – |
NVDA | New | NVIDIA CORPORATION | $10,004,770 | – | 23,000 | – | 0.77% | – |
JETS | New | ETF SER SOLUTIONSus glb jets | $6,386,250 | – | 375,000 | – | 0.49% | – |
Exit | JOBY AVIATION INCput | $0 | – | -600,000 | – | -0.63% | – | |
T | Exit | AT&T INC | $0 | – | -1,375,791 | – | -2.24% | – |
XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -290,000 | – | -2.41% | – |
EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -614,800 | – | -2.49% | – |
EWZ | Exit | ISHARES INCmsci brazil etf | $0 | – | -774,400 | – | -2.57% | – |
FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -1,331,200 | – | -3.70% | – |
FXI | Exit | ISHARES TRcall | $0 | – | -2,000,000 | – | -5.56% | – |
IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -511,000 | – | -23.30% | – |
Q2 2023
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
ACWI | New | ISHARES TRmsci acwi etf | $498,888,000 | – | 5,200,000 | – | 51.05% | – |
IVV | New | ISHARES TRcore s&p500 etf | $227,757,810 | – | 511,000 | – | 23.30% | – |
XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $59,026,000 | – | 550,000 | – | 6.04% | – |
FXI | New | ISHARES TRcall | $54,380,000 | – | 2,000,000 | – | 5.56% | – |
FXI | New | ISHARES TRchina lg-cap etf | $36,195,328 | – | 1,331,200 | – | 3.70% | – |
EWZ | New | ISHARES INCmsci brazil etf | $25,113,792 | – | 774,400 | – | 2.57% | – |
EEM | New | ISHARES TRmsci emg mkt etf | $24,321,488 | – | 614,800 | – | 2.49% | – |
XLE | New | SELECT SECTOR SPDR TRenergy | $23,539,300 | – | 290,000 | – | 2.41% | – |
T | New | AT&T INC | $21,943,866 | – | 1,375,791 | – | 2.24% | – |
New | JOBY AVIATION INCput | $6,156,000 | – | 600,000 | – | 0.63% | – |
Q4 2022
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
OPEN | Exit | OPENDOOR TECHNOLOGIES INCput | $0 | – | -434,400 | – | -0.39% | – |
GNRC | Exit | GENERAC HLDGS INCcall | $0 | – | -45,000 | – | -2.31% | – |
AGNC | Exit | AGNC INVT CORP | $0 | – | -1,351,317 | – | -3.28% | – |
MSFT | Exit | MICROSOFT CORPput | $0 | – | -78,800 | – | -5.30% | – |
XLF | Exit | SELECT SECTOR SPDR TRfinancial | $0 | – | -5,000,000 | – | -43.80% | – |
ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -2,000,000 | – | -44.92% | – |
Q3 2022
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
XLF | New | SELECT SECTOR SPDR TRfinancial | $151,800,000 | – | 5,000,000 | – | 43.80% | – |
MSFT | New | MICROSOFT CORPput | $18,353,000 | – | 78,800 | – | 5.30% | – |
AGNC | New | AGNC INVT CORP | $11,378,000 | – | 1,351,317 | – | 3.28% | – |
GNRC | New | GENERAC HLDGS INCcall | $8,016,000 | – | 45,000 | – | 2.31% | – |
OPEN | New | OPENDOOR TECHNOLOGIES INCput | $1,351,000 | – | 434,400 | – | 0.39% | – |
OPEN | Exit | OPENDOOR TECHNOLOGIES INC | $0 | – | -434,400 | – | -0.68% | – |
XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -500,000 | – | -11.97% | – |
GDX | Exit | VANECK ETF TRUSTgold miners etf | $0 | – | -1,500,000 | – | -13.74% | – |
JNK | Exit | SPDR SER TRbloomberg high y | $0 | – | -575,000 | – | -17.46% | – |
Q2 2022
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
ACWI | New | ISHARES TRmsci acwi etf | $167,780,000 | – | 2,000,000 | – | 56.15% | – |
JNK | New | SPDR SER TRbloomberg high y | $52,158,000 | – | 575,000 | – | 17.46% | – |
GDX | New | VANECK ETF TRUSTgold miners etf | $41,070,000 | – | 1,500,000 | – | 13.74% | – |
XLE | New | SELECT SECTOR SPDR TRenergy | $35,755,000 | – | 500,000 | – | 11.97% | – |
OPEN | New | OPENDOOR TECHNOLOGIES INC | $2,046,000 | – | 434,400 | – | 0.68% | – |
Q4 2021
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -30,480 | – | -0.06% | – |
OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -17,159 | – | -0.11% | – |
IVE | Exit | ISHARES TRs&p 500 val etf | $0 | – | -8,000 | – | -0.13% | – |
COMP | Exit | COMPASS INCput | $0 | – | -104,200 | – | -0.16% | – |
NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -78,098 | – | -0.20% | – |
JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -14,224 | – | -0.27% | – |
ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -64,276 | – | -0.28% | – |
ESNT | Exit | ESSENT GROUP LTD | $0 | – | -56,197 | – | -0.28% | – |
RDN | Exit | RADIAN GROUP INC | $0 | – | -120,280 | – | -0.31% | – |
TROX | Exit | TRONOX HOLDINGS PLCcall | $0 | – | -118,900 | – | -0.34% | – |
MTG | Exit | MGIC INVT CORP WIS | $0 | – | -203,518 | – | -0.35% | – |
KWEB | Exit | KRANESHARES TRcall | $0 | – | -65,000 | – | -0.35% | – |
WRB | Exit | BERKLEY W R CORP | $0 | – | -43,353 | – | -0.36% | – |
MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -9,435 | – | -0.37% | – |
CRI | Exit | CARTERS INC | $0 | – | -33,422 | – | -0.37% | – |
VMC | Exit | VULCAN MATLS CO | $0 | – | -19,550 | – | -0.38% | – |
PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -33,221 | – | -0.40% | – |
RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -166,901 | – | -0.41% | – |
LPX | Exit | LOUISIANA PAC CORP | $0 | – | -74,162 | – | -0.52% | – |
HUN | Exit | HUNTSMAN CORP | $0 | – | -167,248 | – | -0.57% | – |
OIH | Exit | VANECK VECTORS ETF TRoil svcs etf | $0 | – | -28,706 | – | -0.65% | – |
PPG | Exit | PPG INDS INC | $0 | – | -41,450 | – | -0.68% | – |
LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -71,782 | – | -0.77% | – |
PTC | Exit | PTC INC | $0 | – | -65,000 | – | -0.89% | – |
V | Exit | VISA INC | $0 | – | -36,000 | – | -0.92% | – |
MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -24,000 | – | -0.95% | – |
VMC | Exit | VULCAN MATLS COcall | $0 | – | -50,000 | – | -0.97% | – |
URI | Exit | UNITED RENTALS INC | $0 | – | -26,010 | – | -1.04% | – |
MLM | Exit | MARTIN MARIETTA MATLS INCcall | $0 | – | -30,000 | – | -1.17% | – |
XLB | Exit | SELECT SECTOR SPDR TRsbi materials | $0 | – | -142,290 | – | -1.29% | – |
ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -52,000 | – | -1.75% | – |
EMR | Exit | EMERSON ELEC CO | $0 | – | -163,000 | – | -1.76% | – |
XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -210,806 | – | -2.36% | – |
ITB | Exit | ISHARES TRus home cons etf | $0 | – | -314,500 | – | -2.38% | – |
XLE | Exit | SELECT SECTOR SPDR TRenergy | $0 | – | -736,930 | – | -4.39% | – |
XLV | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -525,000 | – | -7.64% | – |
XLE | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -3,250,000 | – | -19.36% | – |
XLF | Exit | SELECT SECTOR SPDR TRfinancial | $0 | – | -10,438,231 | – | -44.81% | – |
Q3 2021
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
XLF | Sell | SELECT SECTOR SPDR TRfinancial | $391,747,000 | -1.8% | 10,438,231 | -4.0% | 44.81% | +4.2% |
XLE | New | SELECT SECTOR SPDR TRcall | $169,292,000 | – | 3,250,000 | – | 19.36% | – |
XLV | New | SELECT SECTOR SPDR TRcall | $66,832,000 | – | 525,000 | – | 7.64% | – |
XLE | Sell | SELECT SECTOR SPDR TRenergy | $38,387,000 | -17.6% | 736,930 | -14.8% | 4.39% | -12.5% |
ITB | Sell | ISHARES TRus home cons etf | $20,814,000 | -18.7% | 314,500 | -15.0% | 2.38% | -13.7% |
XLI | Sell | SELECT SECTOR SPDR TRsbi int-inds | $20,625,000 | -56.2% | 210,806 | -54.2% | 2.36% | -53.5% |
EMR | New | EMERSON ELEC CO | $15,355,000 | – | 163,000 | – | 1.76% | – |
ROK | New | ROCKWELL AUTOMATION INC | $15,290,000 | – | 52,000 | – | 1.75% | – |
XLB | Sell | SELECT SECTOR SPDR TRsbi materials | $11,257,000 | -59.8% | 142,290 | -58.2% | 1.29% | -57.3% |
MLM | New | MARTIN MARIETTA MATLS INCcall | $10,250,000 | – | 30,000 | – | 1.17% | – |
URI | Sell | UNITED RENTALS INC | $9,128,000 | -41.6% | 26,010 | -46.9% | 1.04% | -38.0% |
VMC | New | VULCAN MATLS COcall | $8,458,000 | – | 50,000 | – | 0.97% | – |
MA | New | MASTERCARD INCORPORATEDcl a | $8,344,000 | – | 24,000 | – | 0.95% | – |
V | New | VISA INC | $8,019,000 | – | 36,000 | – | 0.92% | – |
PTC | New | PTC INC | $7,786,000 | – | 65,000 | – | 0.89% | – |
LYB | Sell | LYONDELLBASELL INDUSTRIES N | $6,737,000 | -50.3% | 71,782 | -45.5% | 0.77% | -47.2% |
PPG | Sell | PPG INDS INC | $5,928,000 | -55.8% | 41,450 | -47.5% | 0.68% | -53.1% |
OIH | Sell | VANECK VECTORS ETF TRoil svcs etf | $5,655,000 | -59.6% | 28,706 | -55.1% | 0.65% | -57.2% |
HUN | Sell | HUNTSMAN CORP | $4,949,000 | -29.8% | 167,248 | -37.1% | 0.57% | -25.4% |
LPX | Sell | LOUISIANA PAC CORP | $4,551,000 | -13.5% | 74,162 | -15.0% | 0.52% | -8.1% |
RF | Sell | REGIONS FINANCIAL CORP NEW | $3,557,000 | -68.8% | 166,901 | -70.5% | 0.41% | -66.9% |
PRU | Sell | PRUDENTIAL FINL INC | $3,495,000 | -70.3% | 33,221 | -71.1% | 0.40% | -68.5% |
VMC | Sell | VULCAN MATLS CO | $3,307,000 | -77.2% | 19,550 | -76.6% | 0.38% | -75.8% |
CRI | Sell | CARTERS INC | $3,250,000 | -47.6% | 33,422 | -44.4% | 0.37% | -44.3% |
MLM | Sell | MARTIN MARIETTA MATLS INC | $3,224,000 | -77.6% | 9,435 | -76.9% | 0.37% | -76.2% |
WRB | Sell | BERKLEY W R CORP | $3,173,000 | -52.1% | 43,353 | -51.3% | 0.36% | -49.2% |
KWEB | Sell | KRANESHARES TRcall | $3,076,000 | -70.6% | 65,000 | -56.7% | 0.35% | -68.8% |
MTG | Sell | MGIC INVT CORP WIS | $3,045,000 | -28.0% | 203,518 | -34.6% | 0.35% | -23.7% |
TROX | New | TRONOX HOLDINGS PLCcall | $2,931,000 | – | 118,900 | – | 0.34% | – |
RDN | Sell | RADIAN GROUP INC | $2,733,000 | -33.0% | 120,280 | -34.4% | 0.31% | -28.9% |
ESNT | Sell | ESSENT GROUP LTD | $2,473,000 | -37.5% | 56,197 | -36.2% | 0.28% | -33.7% |
ACGL | Sell | ARCH CAP GROUP LTDord | $2,454,000 | -39.0% | 64,276 | -37.8% | 0.28% | -35.3% |
JPM | Sell | JPMORGAN CHASE & CO | $2,328,000 | -69.4% | 14,224 | -70.9% | 0.27% | -67.6% |
NMIH | Sell | NMI HLDGS INCcl a | $1,766,000 | -28.1% | 78,098 | -28.5% | 0.20% | -23.8% |
COMP | Sell | COMPASS INCput | $1,382,000 | -3.1% | 104,200 | -4.0% | 0.16% | +2.6% |
IVE | New | ISHARES TRs&p 500 val etf | $1,163,000 | – | 8,000 | – | 0.13% | – |
OMF | New | ONEMAIN HLDGS INC | $949,000 | – | 17,159 | – | 0.11% | – |
USFD | Exit | US FOODS HLDG CORP | $0 | – | -57,906 | – | -0.24% | – |
DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -88,872 | – | -0.41% | – |
RCL | Exit | ROYAL CARIBBEAN GROUP | $0 | – | -48,724 | – | -0.45% | – |
BA | Exit | BOEING CO | $0 | – | -17,981 | – | -0.46% | – |
MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -31,906 | – | -0.47% | – |
SYY | Exit | SYSCO CORP | $0 | – | -57,564 | – | -0.48% | – |
DIS | Exit | DISNEY WALT CO | $0 | – | -26,038 | – | -0.49% | – |
SMH | Exit | VANECK VECTORS ETF TRsemiconductor et | $0 | – | -25,500 | – | -0.72% | – |
VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -145,700 | – | -0.73% | – |
SLG | Exit | SL GREEN RLTY CORP | $0 | – | -93,300 | – | -0.80% | – |
BURL | Exit | BURLINGTON STORES INC | $0 | – | -26,000 | – | -0.90% | – |
ROST | Exit | ROSS STORES INC | $0 | – | -93,000 | – | -1.24% | – |
TJX | Exit | TJX COS INC NEW | $0 | – | -193,000 | – | -1.40% | – |
IVW | Exit | ISHARES TRs&p 500 grwt etf | $0 | – | -188,000 | – | -1.47% | – |
XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -459,500 | – | -3.13% | – |
IYR | Exit | ISHARES TRput | $0 | – | -290,000 | – | -3.19% | – |
SMH | Exit | VANECK VECTORS ETF TRcall | $0 | – | -210,000 | – | -5.93% | – |
Q2 2021
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
XLF | New | SELECT SECTOR SPDR TRfinancial | $398,946,000 | – | 10,873,420 | – | 42.99% | – |
SMH | New | VANECK VECTORS ETF TRcall | $55,070,000 | – | 210,000 | – | 5.93% | – |
XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $47,104,000 | – | 460,000 | – | 5.08% | – |
XLE | New | SELECT SECTOR SPDR TRenergy | $46,576,000 | – | 864,603 | – | 5.02% | – |
IYR | New | ISHARES TRput | $29,563,000 | – | 290,000 | – | 3.19% | – |
XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $29,054,000 | – | 459,500 | – | 3.13% | – |
XLB | New | SELECT SECTOR SPDR TRsbi materials | $27,985,000 | – | 340,000 | – | 3.02% | – |
ITB | New | ISHARES TRus home cons etf | $25,611,000 | – | 370,000 | – | 2.76% | – |
URI | New | UNITED RENTALS INC | $15,622,000 | – | 48,969 | – | 1.68% | – |
VMC | New | VULCAN MATLS CO | $14,527,000 | – | 83,453 | – | 1.56% | – |
MLM | New | MARTIN MARIETTA MATLS INC | $14,372,000 | – | 40,853 | – | 1.55% | – |
OIH | New | VANECK VECTORS ETF TRoil svcs etf | $14,012,000 | – | 64,000 | – | 1.51% | – |
IVW | New | ISHARES TRs&p 500 grwt etf | $13,673,000 | – | 188,000 | – | 1.47% | – |
LYB | New | LYONDELLBASELL INDUSTRIES N | $13,547,000 | – | 131,691 | – | 1.46% | – |
PPG | New | PPG INDS INC | $13,411,000 | – | 78,993 | – | 1.44% | – |
TJX | New | TJX COS INC NEW | $13,012,000 | – | 193,000 | – | 1.40% | – |
PRU | New | PRUDENTIAL FINL INC | $11,783,000 | – | 114,985 | – | 1.27% | – |
ROST | New | ROSS STORES INC | $11,532,000 | – | 93,000 | – | 1.24% | – |
RF | New | REGIONS FINANCIAL CORP NEW | $11,399,000 | – | 564,870 | – | 1.23% | – |
KWEB | New | KRANESHARES TRcall | $10,467,000 | – | 150,000 | – | 1.13% | – |
BURL | New | BURLINGTON STORES INC | $8,372,000 | – | 26,000 | – | 0.90% | – |
JPM | New | JPMORGAN CHASE & CO | $7,606,000 | – | 48,900 | – | 0.82% | – |
SLG | New | SL GREEN RLTY CORP | $7,464,000 | – | 93,300 | – | 0.80% | – |
HUN | New | HUNTSMAN CORP | $7,048,000 | – | 265,763 | – | 0.76% | – |
VNO | New | VORNADO RLTY TRsh ben int | $6,800,000 | – | 145,700 | – | 0.73% | – |
SMH | New | VANECK VECTORS ETF TRsemiconductor et | $6,687,000 | – | 25,500 | – | 0.72% | – |
WRB | New | BERKLEY W R CORP | $6,628,000 | – | 89,053 | – | 0.71% | – |
CRI | New | CARTERS INC | $6,197,000 | – | 60,070 | – | 0.67% | – |
LPX | New | LOUISIANA PAC CORP | $5,260,000 | – | 87,250 | – | 0.57% | – |
DIS | New | DISNEY WALT CO | $4,577,000 | – | 26,038 | – | 0.49% | – |
SYY | New | SYSCO CORP | $4,476,000 | – | 57,564 | – | 0.48% | – |
MAR | New | MARRIOTT INTL INC NEWcl a | $4,356,000 | – | 31,906 | – | 0.47% | – |
BA | New | BOEING CO | $4,308,000 | – | 17,981 | – | 0.46% | – |
MTG | New | MGIC INVT CORP WIS | $4,230,000 | – | 311,048 | – | 0.46% | – |
RCL | New | ROYAL CARIBBEAN GROUP | $4,155,000 | – | 48,724 | – | 0.45% | – |
RDN | New | RADIAN GROUP INC | $4,081,000 | – | 183,431 | – | 0.44% | – |
ACGL | New | ARCH CAP GROUP LTDord | $4,026,000 | – | 103,400 | – | 0.43% | – |
ESNT | New | ESSENT GROUP LTD | $3,959,000 | – | 88,081 | – | 0.43% | – |
DAL | New | DELTA AIR LINES INC DEL | $3,845,000 | – | 88,872 | – | 0.41% | – |
NMIH | New | NMI HLDGS INCcl a | $2,455,000 | – | 109,206 | – | 0.26% | – |
USFD | New | US FOODS HLDG CORP | $2,221,000 | – | 57,906 | – | 0.24% | – |
COMP | New | COMPASS INCput | $1,426,000 | – | 108,500 | – | 0.15% | – |
RLGY | New | REALOGY HLDGS CORP | $555,000 | – | 30,480 | – | 0.06% | – |
Q4 2020
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
FOR | Exit | FORESTAR GROUP INC | $0 | – | -28,838 | – | -0.13% | – |
HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -42,042 | – | -0.24% | – |
BXP | Exit | BOSTON PPTYS LTD PARTNERSHIP | $0 | – | -11,539 | – | -0.24% | – |
MHO | Exit | M/I HOMES INC | $0 | – | -21,133 | – | -0.26% | – |
HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -32,041 | – | -0.28% | – |
ARE | Exit | ALEXANDRIA REAL ESTATE EQ IN | $0 | – | -7,617 | – | -0.32% | – |
RWT | Exit | REDWOOD TR INC | $0 | – | -175,000 | – | -0.35% | – |
CCS | Exit | CENTURY CMNTYS INC | $0 | – | -35,063 | – | -0.39% | – |
TGT | Exit | TARGET CORP | $0 | – | -9,795 | – | -0.40% | – |
VMW | Exit | VMWARE INC | $0 | – | -11,254 | – | -0.42% | – |
DRE | Exit | DUKE REALTY CORP | $0 | – | -47,728 | – | -0.46% | – |
ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -8,126 | – | -0.47% | – |
RLJ | Exit | RLJ LODGING TR | $0 | – | -240,609 | – | -0.55% | – |
MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -9,053 | – | -0.56% | – |
STAG | Exit | STAG INDL INC | $0 | – | -71,708 | – | -0.57% | – |
LSI | Exit | LIFE STORAGE INC | $0 | – | -23,000 | – | -0.64% | – |
PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -155,000 | – | -0.65% | – |
NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -141,404 | – | -0.66% | – |
CUBE | Exit | CUBESMART | $0 | – | -78,000 | – | -0.66% | – |
EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -29,000 | – | -0.82% | – |
BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -95,250 | – | -0.82% | – |
APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -327,990 | – | -0.83% | – |
SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -10,287 | – | -0.86% | – |
RDN | Exit | RADIAN GROUP INC | $0 | – | -241,947 | – | -0.93% | – |
EQIX | Exit | EQUINIX INC | $0 | – | -5,011 | – | -1.00% | – |
SPLK | Exit | SPLUNK INC | $0 | – | -21,237 | – | -1.05% | – |
MTH | Exit | MERITAGE HOMES CORP | $0 | – | -37,395 | – | -1.08% | – |
PSA | Exit | PUBLIC STORAGE | $0 | – | -20,000 | – | -1.17% | – |
KBH | Exit | KB HOME | $0 | – | -125,439 | – | -1.26% | – |
VMC | Exit | VULCAN MATLS CO | $0 | – | -36,388 | – | -1.30% | – |
LPX | Exit | LOUISIANA PAC CORP | $0 | – | -173,500 | – | -1.34% | – |
CRI | Exit | CARTERS INC | $0 | – | -60,809 | – | -1.38% | – |
MAR | Exit | MARRIOTT INTL INC NEWcl a | $0 | – | -57,863 | – | -1.41% | – |
HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -63,535 | – | -1.42% | – |
PLD | Exit | PROLOGIS INC | $0 | – | -54,179 | – | -1.43% | – |
MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -139,393 | – | -1.45% | – |
LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -152,839 | – | -1.50% | – |
LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -83,769 | – | -1.55% | – |
SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -8,952 | – | -1.64% | – |
LEN | Exit | LENNAR CORPcl a | $0 | – | -80,450 | – | -1.73% | – |
INVH | Exit | INVITATION HOMES INC | $0 | – | -243,597 | – | -1.79% | – |
ESNT | Exit | ESSENT GROUP LTD | $0 | – | -185,495 | – | -1.80% | – |
AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -28,619 | – | -1.82% | – |
PHM | Exit | PULTE GROUP INC | $0 | – | -152,155 | – | -1.85% | – |
NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -33,147 | – | -1.86% | – |
AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -66,945 | – | -1.94% | – |
NRG | Exit | NRG ENERGY INC | $0 | – | -252,182 | – | -2.04% | – |
AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -272,408 | – | -2.04% | – |
PPG | Exit | PPG INDS INC | $0 | – | -64,538 | – | -2.07% | – |
CSX | Exit | CSX CORP | $0 | – | -101,770 | – | -2.08% | – |
TOL | Exit | TOLL BROTHERS INC | $0 | – | -163,689 | – | -2.09% | – |
SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -310,313 | – | -2.13% | – |
AVGO | Exit | BROADCOM INC | $0 | – | -22,353 | – | -2.14% | – |
DFS | Exit | DISCOVER FINL SVCS | $0 | – | -145,280 | – | -2.20% | – |
DHI | Exit | D R HORTON INC | $0 | – | -139,260 | – | -2.77% | – |
MTG | Exit | MGIC INVT CORP WIS | $0 | – | -832,151 | – | -2.87% | – |
MSFT | Exit | MICROSOFT CORP | $0 | – | -84,686 | – | -4.68% | – |
NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -2,748,032 | – | -5.14% | – |
AGNC | Exit | AGNC INVT CORP | $0 | – | -6,143,797 | – | -22.45% | – |
Q3 2020
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
AGNC | New | AGNC INVT CORP | $85,460,000 | – | 6,143,797 | – | 22.45% | – |
NLY | New | ANNALY CAPITAL MANAGEMENT IN | $19,566,000 | – | 2,748,032 | – | 5.14% | – |
MSFT | Buy | MICROSOFT CORP | $17,812,000 | +71.3% | 84,686 | +65.7% | 4.68% | +11.0% |
MTG | Buy | MGIC INVT CORP WIS | $10,926,000 | +61.9% | 832,151 | +39.3% | 2.87% | +5.0% |
DHI | Buy | D R HORTON INC | $10,532,000 | +110.0% | 139,260 | +54.0% | 2.77% | +36.1% |
DFS | New | DISCOVER FINL SVCS | $8,394,000 | – | 145,280 | – | 2.20% | – |
AVGO | Buy | BROADCOM INC | $8,144,000 | +123.7% | 22,353 | +93.7% | 2.14% | +45.0% |
SYF | New | SYNCHRONY FINANCIAL | $8,121,000 | – | 310,313 | – | 2.13% | – |
TOL | Buy | TOLL BROTHERS INC | $7,965,000 | +475.1% | 163,689 | +285.2% | 2.09% | +272.9% |
CSX | New | CSX CORP | $7,905,000 | – | 101,770 | – | 2.08% | – |
PPG | New | PPG INDS INC | $7,879,000 | – | 64,538 | – | 2.07% | – |
AMH | Buy | AMERICAN HOMES 4 RENTcl a | $7,758,000 | +112.1% | 272,408 | +100.3% | 2.04% | +37.5% |
NRG | New | NRG ENERGY INC | $7,752,000 | – | 252,182 | – | 2.04% | – |
AKAM | Buy | AKAMAI TECHNOLOGIES INC | $7,400,000 | +110.3% | 66,945 | +103.8% | 1.94% | +36.4% |
NSC | New | NORFOLK SOUTHERN CORP | $7,093,000 | – | 33,147 | – | 1.86% | – |
PHM | Buy | PULTE GROUP INC | $7,043,000 | +417.5% | 152,155 | +280.4% | 1.85% | +235.8% |
AMT | Buy | AMERICAN TOWER CORP NEW | $6,918,000 | +351.6% | 28,619 | +383.0% | 1.82% | +192.6% |
ESNT | Buy | ESSENT GROUP LTD | $6,865,000 | +43.0% | 185,495 | +40.2% | 1.80% | -7.3% |
INVH | Buy | INVITATION HOMES INC | $6,818,000 | +72.1% | 243,597 | +69.3% | 1.79% | +11.6% |
LEN | Buy | LENNAR CORPcl a | $6,571,000 | +374.1% | 80,450 | +257.6% | 1.73% | +207.1% |
SHW | Sell | SHERWIN WILLIAMS CO | $6,237,000 | -8.4% | 8,952 | -24.0% | 1.64% | -40.6% |
LYB | New | LYONDELLBASELL INDUSTRIES N | $5,905,000 | – | 83,769 | – | 1.55% | – |
LUV | New | SOUTHWEST AIRLS CO | $5,732,000 | – | 152,839 | – | 1.50% | – |
MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $5,534,000 | +209.9% | 139,393 | +173.7% | 1.45% | +100.7% |
PLD | Sell | PROLOGIS INC | $5,452,000 | -67.3% | 54,179 | -69.7% | 1.43% | -78.8% |
HLT | New | HILTON WORLDWIDE HLDGS INC | $5,421,000 | – | 63,535 | – | 1.42% | – |
MAR | New | MARRIOTT INTL INC NEWcl a | $5,357,000 | – | 57,863 | – | 1.41% | – |
CRI | New | CARTERS INC | $5,265,000 | – | 60,809 | – | 1.38% | – |
LPX | New | LOUISIANA PAC CORP | $5,120,000 | – | 173,500 | – | 1.34% | – |
VMC | Sell | VULCAN MATLS CO | $4,932,000 | +12.8% | 36,388 | -3.6% | 1.30% | -26.9% |
KBH | Buy | KB HOME | $4,816,000 | +470.6% | 125,439 | +356.1% | 1.26% | +269.9% |
PSA | New | PUBLIC STORAGE | $4,454,000 | – | 20,000 | – | 1.17% | – |
MTH | New | MERITAGE HOMES CORP | $4,128,000 | – | 37,395 | – | 1.08% | – |
SPLK | New | SPLUNK INC | $3,995,000 | – | 21,237 | – | 1.05% | – |
EQIX | Buy | EQUINIX INC | $3,809,000 | +27.3% | 5,011 | +17.6% | 1.00% | -17.5% |
RDN | Buy | RADIAN GROUP INC | $3,535,000 | +33.0% | 241,947 | +41.2% | 0.93% | -13.8% |
SBAC | Buy | SBA COMMUNICATIONS CORP NEWcl a | $3,276,000 | +110.0% | 10,287 | +96.5% | 0.86% | +36.1% |
APLE | New | APPLE HOSPITALITY REIT INC | $3,152,000 | – | 327,990 | – | 0.83% | – |
BLDR | New | BUILDERS FIRSTSOURCE INC | $3,107,000 | – | 95,250 | – | 0.82% | – |
EXR | New | EXTRA SPACE STORAGE INC | $3,103,000 | – | 29,000 | – | 0.82% | – |
CUBE | New | CUBESMART | $2,520,000 | – | 78,000 | – | 0.66% | – |
NMIH | Buy | NMI HLDGS INCcl a | $2,517,000 | +60.0% | 141,404 | +44.6% | 0.66% | +3.8% |
PMT | Sell | PENNYMAC MTG INVT TR | $2,491,000 | -29.0% | 155,000 | -22.5% | 0.65% | -53.9% |
LSI | New | LIFE STORAGE INC | $2,421,000 | – | 23,000 | – | 0.64% | – |
STAG | Buy | STAG INDL INC | $2,186,000 | +21.2% | 71,708 | +16.6% | 0.57% | -21.4% |
MLM | Sell | MARTIN MARIETTA MATLS INC | $2,131,000 | +7.8% | 9,053 | -5.3% | 0.56% | -30.1% |
RLJ | New | RLJ LODGING TR | $2,084,000 | – | 240,609 | – | 0.55% | – |
ROK | New | ROCKWELL AUTOMATION INC | $1,793,000 | – | 8,126 | – | 0.47% | – |
DRE | Sell | DUKE REALTY CORP | $1,761,000 | -75.0% | 47,728 | -76.0% | 0.46% | -83.8% |
VMW | New | VMWARE INC | $1,617,000 | – | 11,254 | – | 0.42% | – |
TGT | Sell | TARGET CORP | $1,542,000 | -20.6% | 9,795 | -39.5% | 0.40% | -48.5% |
CCS | Buy | CENTURY CMNTYS INC | $1,484,000 | +222.6% | 35,063 | +133.8% | 0.39% | +109.7% |
RWT | New | REDWOOD TR INC | $1,316,000 | – | 175,000 | – | 0.35% | – |
ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $1,219,000 | -46.2% | 7,617 | -45.4% | 0.32% | -65.1% |
HIW | Sell | HIGHWOODS PPTYS INC | $1,076,000 | -13.9% | 32,041 | -4.4% | 0.28% | -44.1% |
MHO | New | M/I HOMES INC | $973,000 | – | 21,133 | – | 0.26% | – |
BXP | Sell | BOSTON PPTYS LTD PARTNERSHIP | $927,000 | -49.9% | 11,539 | -43.7% | 0.24% | -67.6% |
HPP | Sell | HUDSON PAC PPTYS INC | $922,000 | -56.7% | 42,042 | -50.3% | 0.24% | -72.0% |
FOR | New | FORESTAR GROUP INC | $510,000 | – | 28,838 | – | 0.13% | – |
ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -87,800 | – | -1.69% | – |
BA | Exit | BOEING COput | $0 | – | -58,900 | – | -4.37% | – |
FB | Exit | FACEBOOK INCput | $0 | – | -59,800 | – | -5.50% | – |
IWM | Exit | ISHARES TRcall | $0 | – | -750,000 | – | -43.51% | – |
Q2 2020
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
IWM | New | ISHARES TRcall | $107,385,000 | – | 750,000 | – | 43.51% | – |
PLD | New | PROLOGIS INC | $16,671,000 | – | 178,621 | – | 6.75% | – |
FB | New | FACEBOOK INCput | $13,579,000 | – | 59,800 | – | 5.50% | – |
BA | New | BOEING COput | $10,796,000 | – | 58,900 | – | 4.37% | – |
MSFT | New | MICROSOFT CORP | $10,400,000 | – | 51,102 | – | 4.21% | – |
DRE | New | DUKE REALTY CORP | $7,038,000 | – | 198,865 | – | 2.85% | – |
SHW | New | SHERWIN WILLIAMS CO | $6,810,000 | – | 11,786 | – | 2.76% | – |
MTG | New | MGIC INVT CORP WIS | $6,748,000 | – | 597,177 | – | 2.73% | – |
DHI | New | D R HORTON INC | $5,015,000 | – | 90,440 | – | 2.03% | – |
ESNT | New | ESSENT GROUP LTD | $4,800,000 | – | 132,332 | – | 1.94% | – |
VMC | New | VULCAN MATLS CO | $4,374,000 | – | 37,754 | – | 1.77% | – |
ENPH | New | ENPHASE ENERGY INC | $4,177,000 | – | 87,800 | – | 1.69% | – |
INVH | New | INVITATION HOMES INC | $3,961,000 | – | 143,886 | – | 1.60% | – |
AMH | New | AMERICAN HOMES 4 RENTcl a | $3,657,000 | – | 135,970 | – | 1.48% | – |
AVGO | New | BROADCOM INC | $3,641,000 | – | 11,538 | – | 1.48% | – |
AKAM | New | AKAMAI TECHNOLOGIES INC | $3,518,000 | – | 32,848 | – | 1.42% | – |
PMT | New | PENNYMAC MTG INVT TR | $3,506,000 | – | 200,000 | – | 1.42% | – |
EQIX | New | EQUINIX INC | $2,992,000 | – | 4,261 | – | 1.21% | – |
RDN | New | RADIAN GROUP INC | $2,658,000 | – | 171,365 | – | 1.08% | – |
ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $2,264,000 | – | 13,954 | – | 0.92% | – |
HPP | New | HUDSON PAC PPTYS INC | $2,129,000 | – | 84,633 | – | 0.86% | – |
MLM | New | MARTIN MARIETTA MATLS INC | $1,976,000 | – | 9,564 | – | 0.80% | – |
TGT | New | TARGET CORP | $1,943,000 | – | 16,200 | – | 0.79% | – |
BXP | New | BOSTON PPTYS LTD Partnership | $1,851,000 | – | 20,480 | – | 0.75% | – |
STAG | New | STAG INDL INC | $1,803,000 | – | 61,500 | – | 0.73% | – |
MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $1,786,000 | – | 50,935 | – | 0.72% | – |
NMIH | New | NMI HLDGS INCcl a | $1,573,000 | – | 97,805 | – | 0.64% | – |
SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $1,560,000 | – | 5,235 | – | 0.63% | – |
AMT | New | AMERICAN TOWER CORP NEW | $1,532,000 | – | 5,925 | – | 0.62% | – |
LEN | New | LENNAR CORPcl a | $1,386,000 | – | 22,500 | – | 0.56% | – |
TOL | New | TOLL BROTHERS INC | $1,385,000 | – | 42,500 | – | 0.56% | – |
PHM | New | PULTE GROUP INC | $1,361,000 | – | 40,000 | – | 0.55% | – |
HIW | New | HIGHWOODS PPTYS INC | $1,250,000 | – | 33,500 | – | 0.51% | – |
KBH | New | KB HOME | $844,000 | – | 27,500 | – | 0.34% | – |
CCS | New | CENTURY CMNTYS INC | $460,000 | – | 15,000 | – | 0.19% | – |
Q4 2019
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDput | $0 | – | -16,000 | – | -0.05% | – |
BTU | Exit | PEABODY ENERGY CORP NEWput | $0 | – | -10,000 | – | -0.07% | – |
TMUS | Exit | T MOBILE US INCput | $0 | – | -3,000 | – | -0.11% | – |
SGMS | Exit | SCIENTIFIC GAMES CORPput | $0 | – | -15,000 | – | -0.14% | – |
JCPNQ | Exit | PENNEY J C CORP INCput | $0 | – | -372,300 | – | -0.16% | – |
CRCQQ | Exit | CALIFORNIA RES CORPput | $0 | – | -35,200 | – | -0.17% | – |
KBH | Exit | KB HOMEput | $0 | – | -11,500 | – | -0.18% | – |
OC | Exit | OWENS CORNING NEW | $0 | – | -7,000 | – | -0.21% | – |
BZH | Exit | BEAZER HOMES USA INCput | $0 | – | -30,000 | – | -0.21% | – |
UBER | Exit | UBER TECHNOLOGIES INCput | $0 | – | -15,000 | – | -0.22% | – |
AU | Exit | ANGLOGOLD ASHANTI LTDput | $0 | – | -30,000 | – | -0.26% | – |
DELL | Exit | DELL TECHNOLOGIES INCput | $0 | – | -11,500 | – | -0.28% | – |
MDC | Exit | M D C HLDGS INCput | $0 | – | -14,100 | – | -0.28% | – |
BHC | Exit | BAUSCH HEALTH COS INCput | $0 | – | -30,000 | – | -0.31% | – |
PHM | Exit | PULTE GROUP INCcall | $0 | – | -20,000 | – | -0.34% | – |
NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -35,600 | – | -0.44% | – |
TPH | Exit | TRI POINTE GROUP INC | $0 | – | -78,499 | – | -0.56% | – |
LGIH | Exit | LGI HOMES INC | $0 | – | -15,000 | – | -0.59% | – |
NFLX | Exit | NETFLIX INCcall | $0 | – | -6,000 | – | -0.75% | – |
L100PS | Exit | ARCONIC INCput | $0 | – | -83,500 | – | -1.02% | – |
CCS | Exit | CENTURY CMNTYS INC | $0 | – | -75,000 | – | -1.08% | – |
RDN | Exit | RADIAN GROUP INC | $0 | – | -101,077 | – | -1.08% | – |
WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -125,000 | – | -1.20% | – |
RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -400,000 | – | -1.26% | – |
MTG | Exit | MGIC INVT CORP WIS | $0 | – | -213,026 | – | -1.26% | – |
ESNT | Exit | ESSENT GROUP LTD | $0 | – | -60,264 | – | -1.35% | – |
VST | Exit | VISTRA ENERGY CORPput | $0 | – | -112,500 | – | -1.41% | – |
TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -129,007 | – | -1.57% | – |
ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -90,000 | – | -1.77% | – |
MDC | Exit | M D C HLDGS INC | $0 | – | -144,561 | – | -2.93% | – |
MTH | Exit | MERITAGE HOMES CORP | $0 | – | -104,626 | – | -3.46% | – |
LEN | Exit | LENNAR CORPcl a | $0 | – | -136,583 | – | -3.58% | – |
MAS | Exit | MASCO CORP | $0 | – | -185,000 | – | -3.62% | – |
TSLA | Exit | TESLA INCput | $0 | – | -35,000 | – | -3.96% | – |
GE | Exit | GENERAL ELECTRIC COput | $0 | – | -1,009,200 | – | -4.24% | – |
PHM | Exit | PULTE GROUP INC | $0 | – | -281,800 | – | -4.84% | – |
KBH | Exit | KB HOME | $0 | – | -313,000 | – | -5.00% | – |
F | Exit | FORD MTR CO DELput | $0 | – | -1,929,600 | – | -8.30% | – |
SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -122,000 | – | -8.92% | – |
DHI | Exit | D R HORTON INC | $0 | – | -381,766 | – | -9.45% | – |
CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -202,000 | – | -10.53% | – |
MAA | Exit | MID AMER APT CMNTYS INC | $0 | – | -211,000 | – | -12.88% | – |
Q3 2019
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
MAA | Buy | MID AMER APT CMNTYS INC | $27,432,000 | +117.3% | 211,000 | +96.8% | 12.88% | +81.9% |
CPT | Buy | CAMDEN PPTY TRsh ben int | $22,424,000 | +79.0% | 202,000 | +68.3% | 10.53% | +49.9% |
DHI | Buy | D R HORTON INC | $20,123,000 | +90.4% | 381,766 | +55.8% | 9.45% | +59.5% |
SPG | New | SIMON PPTY GROUP INC NEW | $18,989,000 | – | 122,000 | – | 8.92% | – |
F | Sell | FORD MTR CO DELput | $17,675,000 | -17.7% | 1,929,600 | -8.1% | 8.30% | -31.1% |
KBH | Sell | KB HOME | $10,642,000 | +14.9% | 313,000 | -13.1% | 5.00% | -3.8% |
PHM | Buy | PULTE GROUP INC | $10,300,000 | +17.2% | 281,800 | +1.4% | 4.84% | -1.9% |
GE | Sell | GENERAL ELECTRIC COput | $9,022,000 | -53.0% | 1,009,200 | -44.8% | 4.24% | -60.6% |
TSLA | Buy | TESLA INCput | $8,430,000 | +57.2% | 35,000 | +45.8% | 3.96% | +31.6% |
MAS | Sell | MASCO CORP | $7,711,000 | -45.9% | 185,000 | -49.0% | 3.62% | -54.7% |
LEN | Sell | LENNAR CORPcl a | $7,628,000 | -31.0% | 136,583 | -40.1% | 3.58% | -42.2% |
MTH | New | MERITAGE HOMES CORP | $7,360,000 | – | 104,626 | – | 3.46% | – |
MDC | New | M D C HLDGS INC | $6,231,000 | – | 144,561 | – | 2.93% | – |
ACGL | New | ARCH CAP GROUP LTDord | $3,778,000 | – | 90,000 | – | 1.77% | – |
TMHC | Buy | TAYLOR MORRISON HOME CORP | $3,346,000 | +59.6% | 129,007 | +29.0% | 1.57% | +33.7% |
VST | Buy | VISTRA ENERGY CORPput | $3,007,000 | +121.4% | 112,500 | +87.5% | 1.41% | +85.5% |
ESNT | New | ESSENT GROUP LTD | $2,873,000 | – | 60,264 | – | 1.35% | – |
MTG | New | MGIC INVT CORP WIS | $2,680,000 | – | 213,026 | – | 1.26% | – |
RLGY | New | REALOGY HLDGS CORP | $2,672,000 | – | 400,000 | – | 1.26% | – |
WLH | Sell | LYON WILLIAM HOMEScl a new | $2,545,000 | -3.7% | 125,000 | -13.8% | 1.20% | -19.4% |
RDN | New | RADIAN GROUP INC | $2,309,000 | – | 101,077 | – | 1.08% | – |
CCS | New | CENTURY CMNTYS INC | $2,297,000 | – | 75,000 | – | 1.08% | – |
NFLX | New | NETFLIX INCcall | $1,606,000 | – | 6,000 | – | 0.75% | – |
LGIH | New | LGI HOMES INC | $1,250,000 | – | 15,000 | – | 0.59% | – |
TPH | New | TRI POINTE GROUP INC | $1,181,000 | – | 78,499 | – | 0.56% | – |
NMIH | New | NMI HLDGS INCcl a | $935,000 | – | 35,600 | – | 0.44% | – |
PHM | Sell | PULTE GROUP INCcall | $731,000 | -42.2% | 20,000 | -50.0% | 0.34% | -51.6% |
BHC | Sell | BAUSCH HEALTH COS INCput | $655,000 | -25.8% | 30,000 | -14.3% | 0.31% | -37.8% |
MDC | New | M D C HLDGS INCput | $608,000 | – | 14,100 | – | 0.28% | – |
DELL | Buy | DELL TECHNOLOGIES INCput | $596,000 | +23.4% | 11,500 | +21.1% | 0.28% | +3.3% |
AU | New | ANGLOGOLD ASHANTI LTDput | $548,000 | – | 30,000 | – | 0.26% | – |
UBER | New | UBER TECHNOLOGIES INCput | $457,000 | – | 15,000 | – | 0.22% | – |
BZH | New | BEAZER HOMES USA INCput | $447,000 | – | 30,000 | – | 0.21% | – |
OC | New | OWENS CORNING NEW | $442,000 | – | 7,000 | – | 0.21% | – |
KBH | New | KB HOMEput | $391,000 | – | 11,500 | – | 0.18% | – |
CRCQQ | New | CALIFORNIA RES CORPput | $359,000 | – | 35,200 | – | 0.17% | – |
JCPNQ | Sell | PENNEY J C CORP INCput | $331,000 | -48.1% | 372,300 | -33.5% | 0.16% | -56.7% |
SGMS | Buy | SCIENTIFIC GAMES CORPput | $305,000 | +54.0% | 15,000 | +50.0% | 0.14% | +28.8% |
TMUS | Sell | T MOBILE US INCput | $236,000 | -73.5% | 3,000 | -75.0% | 0.11% | -77.8% |
BTU | New | PEABODY ENERGY CORP NEWput | $147,000 | – | 10,000 | – | 0.07% | – |
TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDput | $110,000 | -71.6% | 16,000 | -61.9% | 0.05% | -76.1% |
HOG | Exit | HARLEY DAVIDSON INCput | $0 | – | -4,000 | – | -0.08% | – |
HTZGQ | Exit | HERTZ GLOBAL HLDGS INCput | $0 | – | -12,500 | – | -0.11% | – |
QEP | Exit | QEP RES INCput | $0 | – | -30,000 | – | -0.12% | – |
RCII | Exit | RENT A CTR INC NEWput | $0 | – | -20,000 | – | -0.30% | – |
RHT | Exit | RED HAT INC | $0 | – | -3,000 | – | -0.32% | – |
MDC | Exit | M D C HLDGS INCcall | $0 | – | -30,000 | – | -0.55% | – |
STZ | Exit | CONSTELLATION BRANDS INCput | $0 | – | -5,000 | – | -0.55% | – |
KBH | Exit | KB HOMEcall | $0 | – | -40,000 | – | -0.58% | – |
LEN | Exit | LENNAR CORPcall | $0 | – | -25,000 | – | -0.68% | – |
TOL | Exit | TOLL BROTHERS INCcall | $0 | – | -80,000 | – | -1.64% | – |
TOL | Exit | TOLL BROTHERS INC | $0 | – | -183,000 | – | -3.76% | – |
AAPL | Exit | APPLE INCput | $0 | – | -125,000 | – | -13.87% | – |
Q2 2019
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
AAPL | New | APPLE INCput | $24,740,000 | – | 125,000 | – | 13.87% | – |
F | New | FORD MTR CO DELput | $21,483,000 | – | 2,100,000 | – | 12.05% | – |
GE | New | GENERAL ELECTRIC COput | $19,192,000 | – | 1,827,800 | – | 10.76% | – |
MAS | New | MASCO CORP | $14,244,000 | – | 363,000 | – | 7.99% | – |
MAA | New | MID AMER APT CMNTYS INC | $12,624,000 | – | 107,200 | – | 7.08% | – |
CPT | New | CAMDEN PPTY TRsh ben int | $12,527,000 | – | 120,000 | – | 7.02% | – |
LEN | New | LENNAR CORPcl a | $11,049,000 | – | 228,000 | – | 6.20% | – |
DHI | New | D R HORTON INC | $10,567,000 | – | 245,000 | – | 5.92% | – |
KBH | New | KB HOME | $9,263,000 | – | 360,000 | – | 5.19% | – |
PHM | New | PULTE GROUP INC | $8,790,000 | – | 278,000 | – | 4.93% | – |
TOL | New | TOLL BROTHERS INC | $6,701,000 | – | 183,000 | – | 3.76% | – |
TSLA | New | TESLA INCput | $5,363,000 | – | 24,000 | – | 3.01% | – |
TOL | New | TOLL BROTHERS INCcall | $2,930,000 | – | 80,000 | – | 1.64% | – |
WLH | New | LYON WILLIAM HOMEScl a new | $2,643,000 | – | 145,000 | – | 1.48% | – |
L100PS | New | ARCONIC INCput | $2,156,000 | – | 83,500 | – | 1.21% | – |
TMHC | New | TAYLOR MORRISON HOME CORPcl a | $2,096,000 | – | 100,000 | – | 1.18% | – |
VST | New | VISTRA ENERGY CORPput | $1,358,000 | – | 60,000 | – | 0.76% | – |
PHM | New | PULTE GROUP INCcall | $1,265,000 | – | 40,000 | – | 0.71% | – |
LEN | New | LENNAR CORPcall | $1,211,000 | – | 25,000 | – | 0.68% | – |
KBH | New | KB HOMEcall | $1,029,000 | – | 40,000 | – | 0.58% | – |
STZ | New | CONSTELLATION BRANDS INCput | $985,000 | – | 5,000 | – | 0.55% | – |
MDC | New | M D C HLDGS INCcall | $983,000 | – | 30,000 | – | 0.55% | – |
TMUS | New | T MOBILE US INCput | $890,000 | – | 12,000 | – | 0.50% | – |
BHC | New | BAUSCH HEALTH COS INCput | $883,000 | – | 35,000 | – | 0.50% | – |
JCPNQ | New | PENNEY J C CORP INCput | $638,000 | – | 559,500 | – | 0.36% | – |
RHT | New | RED HAT INC | $563,000 | – | 3,000 | – | 0.32% | – |
RCII | New | RENT A CTR INC NEWput | $533,000 | – | 20,000 | – | 0.30% | – |
DELL | New | DELL TECHNOLOGIES INCput | $483,000 | – | 9,500 | – | 0.27% | – |
TEVA | New | TEVA PHARMACEUTICAL INDS LTDput | $388,000 | – | 42,000 | – | 0.22% | – |
QEP | New | QEP RES INCput | $217,000 | – | 30,000 | – | 0.12% | – |
HTZGQ | New | HERTZ GLOBAL HLDGS INCput | $199,000 | – | 12,500 | – | 0.11% | – |
SGMS | New | SCIENTIFIC GAMES CORPput | $198,000 | – | 10,000 | – | 0.11% | – |
HOG | New | HARLEY DAVIDSON INCput | $143,000 | – | 4,000 | – | 0.08% | – |
Q4 2018
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
HTZGQ | Exit | HERTZ GLOBAL HLDGS INC | $0 | – | -4,000 | – | -0.01% | – |
RCII | Exit | RENT A CTR INC NEWput | $0 | – | -100,200 | – | -0.10% | – |
BHC | Exit | BAUSCH HEALTH COS INCput | $0 | – | -65,000 | – | -0.12% | – |
ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -21,055 | – | -0.14% | – |
TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDput | $0 | – | -100,000 | – | -0.15% | – |
TSLA | Exit | TESLA INCput | $0 | – | -20,000 | – | -0.38% | – |
QQQ | Exit | INVESCO QQQ TRput | $0 | – | -125,000 | – | -1.64% | – |
IWM | Exit | ISHARES TRput | $0 | – | -1,372,000 | – | -16.37% | – |
XLF | Exit | SELECT SECTOR SPDR TRsbi int-finl | $0 | – | -11,922,500 | – | -23.28% | – |
HTZGQ | Exit | HERTZ GLOBAL HLDGS INCput | $0 | – | -50,000 | – | -57.81% | – |
Q3 2018
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
HTZGQ | New | HERTZ GLOBAL HLDGS INCput | $816,500,000 | – | 50,000 | – | 57.81% | – |
XLF | New | SELECT SECTOR SPDR TRsbi int-finl | $328,823,000 | – | 11,922,500 | – | 23.28% | – |
IWM | Buy | ISHARES TRput | $231,251,000 | +21.0% | 1,372,000 | +17.6% | 16.37% | -82.4% |
QQQ | New | INVESCO QQQ TRput | $23,224,000 | – | 125,000 | – | 1.64% | – |
TSLA | Buy | TESLA INCput | $5,295,000 | +170.8% | 20,000 | +250.9% | 0.38% | -60.5% |
TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDput | $2,154,000 | -53.4% | 100,000 | -47.4% | 0.15% | -93.2% |
ESRX | New | EXPRESS SCRIPTS HLDG CO | $2,000,000 | – | 21,055 | – | 0.14% | – |
BHC | New | BAUSCH HEALTH COS INCput | $1,669,000 | – | 65,000 | – | 0.12% | – |
RCII | New | RENT A CTR INC NEWput | $1,441,000 | – | 100,200 | – | 0.10% | – |
HTZGQ | New | HERTZ GLOBAL HLDGS INC | $65,000 | – | 4,000 | – | 0.01% | – |
CRK | Exit | COMSTOCK RES INCput | $0 | – | -50,000 | – | -0.26% | – |
NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -11,298 | – | -0.60% | – |
SGMS | Exit | SCIENTIFIC GAMES CORPput | $0 | – | -30,000 | – | -0.72% | – |
NXPI | Exit | NXP SEMICONDUCTORS N Vcall | $0 | – | -20,000 | – | -1.06% | – |
VRX | Exit | VALEANT PHARMACEUTICALS INTLput | $0 | – | -125,000 | – | -1.41% | – |
Q2 2018
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
IWM | New | ISHARES TRput | $191,136,000 | – | 1,167,100 | – | 92.77% | – |
TEVA | New | TEVA PHARMACEUTICAL INDS LTDput | $4,621,000 | – | 190,000 | – | 2.24% | – |
VRX | New | VALEANT PHARMACEUTICALS INTLput | $2,905,000 | – | 125,000 | – | 1.41% | – |
NXPI | New | NXP SEMICONDUCTORS N Vcall | $2,185,000 | – | 20,000 | – | 1.06% | – |
TSLA | New | TESLA INCput | $1,955,000 | – | 5,700 | – | 0.95% | – |
SGMS | New | SCIENTIFIC GAMES CORPput | $1,474,000 | – | 30,000 | – | 0.72% | – |
NXPI | New | NXP SEMICONDUCTORS N V | $1,234,000 | – | 11,298 | – | 0.60% | – |
CRK | New | COMSTOCK RES INCput | $525,000 | – | 50,000 | – | 0.26% | – |
Q4 2017
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
TSLA | Exit | TESLA INCput | $0 | – | -2,800 | – | -0.12% | – |
TWX | Exit | TIME WARNER INC | $0 | – | -19,000 | – | -0.24% | – |
SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -23,460 | – | -0.25% | – |
HTZGQ | Exit | HERTZ GLOBAL HLDGS INCput | $0 | – | -175,000 | – | -0.49% | – |
NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -36,150 | – | -0.51% | – |
ESV | Exit | ENSCO PLC | $0 | – | -833,436 | – | -0.62% | – |
JWN | Exit | NORDSTROM INC | $0 | – | -130,700 | – | -0.77% | – |
IWM | Exit | ISHARES TRput | $0 | – | -500,000 | – | -9.30% | – |
EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -15,600,000 | – | -87.68% | – |
Q3 2017
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
EEM | New | ISHARES TRmsci emg mkt etf | $699,036,000 | – | 15,600,000 | – | 87.68% | – |
IWM | New | ISHARES TRput | $74,148,000 | – | 500,000 | – | 9.30% | – |
JWN | Buy | NORDSTROM INC | $6,163,000 | +71.8% | 130,700 | +74.3% | 0.77% | -87.7% |
ESV | New | ENSCO PLC | $4,976,000 | – | 833,436 | – | 0.62% | – |
NXPI | Buy | NXP SEMICONDUCTORS N V | $4,088,000 | +103.0% | 36,150 | +96.5% | 0.51% | -85.4% |
HTZGQ | New | HERTZ GLOBAL HLDGS INCput | $3,916,000 | – | 175,000 | – | 0.49% | – |
SNI | New | SCRIPPS NETWORKS INTERACT IN | $2,015,000 | – | 23,460 | – | 0.25% | – |
TWX | New | TIME WARNER INC | $1,947,000 | – | 19,000 | – | 0.24% | – |
TSLA | New | TESLA INCput | $957,000 | – | 2,800 | – | 0.12% | – |
HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -17,200 | – | -2.66% | – |
WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -99,200 | – | -7.30% | – |
XLF | Exit | SELECT SECTOR SPDR TRcall | $0 | – | -476,300 | – | -20.55% | – |
EWT | Exit | ISHARES INCput | $0 | – | -952,700 | – | -59.70% | – |
Q2 2017
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
EWT | New | ISHARES INCput | $34,163,000 | – | 952,700 | – | 59.70% | – |
XLF | New | SELECT SECTOR SPDR TRcall | $11,759,000 | – | 476,300 | – | 20.55% | – |
WFM | New | WHOLE FOODS MKT INC | $4,177,000 | – | 99,200 | – | 7.30% | – |
JWN | New | NORDSTROM INC | $3,587,000 | – | 75,000 | – | 6.27% | – |
NXPI | New | NXP SEMICONDUCTORS N V | $2,014,000 | – | 18,400 | – | 3.52% | – |
HYG | New | ISHARES TRiboxx hi yd etf | $1,520,000 | – | 17,200 | – | 2.66% | – |
Q4 2016
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
S | Exit | SPRINT CORPput | $0 | – | -3,500,000 | – | -48.22% | – |
KBE | Exit | SPDR SERIES TRUSTs&p bk etf | $0 | – | -746,582 | – | -51.78% | – |
Q3 2016
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
KBE | New | SPDR SERIES TRUSTs&p bk etf | $24,921,000 | – | 746,582 | – | 51.78% | – |
S | New | SPRINT CORPput | $23,205,000 | – | 3,500,000 | – | 48.22% | – |
LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -10,000 | – | -1.05% | – |
SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -550,000 | – | -98.95% | – |
Q2 2016
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
SPY | New | SPDR S&P 500 ETF TRput | $115,211,000 | – | 550,000 | – | 98.95% | – |
LQD | New | ISHARES TRiboxx inv cp etf | $1,227,000 | – | 10,000 | – | 1.05% | – |
Q4 2015
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
OEF | Exit | ISHARES TRput | $0 | – | -6,151 | – | -100.00% | – |
Q3 2015
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
OEF | New | ISHARES TRput | $201,643,000 | – | 6,151 | – | 100.00% | – |
ITB | Exit | ISHARESus home cons etf | $0 | – | -542,000 | – | -19.96% | – |
EWZ | Exit | ISHARESmsci brz cap etf | $0 | – | -593,800 | – | -26.11% | – |
VXX | Exit | BARCLAYS BK PLCcall | $0 | – | -2,000,000 | – | -53.93% | – |
Q2 2015
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
VXX | New | BARCLAYS BK PLCcall | $40,200,000 | – | 2,000,000 | – | 53.93% | – |
EWZ | New | ISHARESmsci brz cap etf | $19,459,000 | – | 593,800 | – | 26.11% | – |
ITB | New | ISHARESus home cons etf | $14,878,000 | – | 542,000 | – | 19.96% | – |
Q4 2014
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
MTGE | Exit | AMERICAN CAP MTG INVT CORP | $0 | – | -29,425 | – | -0.14% | – |
AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -76,879 | – | -0.31% | – |
ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -1,682,454 | – | -1.67% | – |
IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -665,739 | – | -2.70% | – |
AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -540,300 | – | -2.96% | – |
FXI | Exit | ISHARES TR CHINA LG-CAP ETFcall | $0 | – | -1,500,000 | – | -14.82% | – |
SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -500,000 | – | -25.42% | – |
AAPL | Exit | APPLE INCput | $0 | – | -1,000,000 | – | -25.99% | – |
AAPL | Exit | APPLE INC | $0 | – | -1,000,000 | – | -25.99% | – |
Q3 2014
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
AAPL | Buy | APPLE INC | $100,750,000 | +227.5% | 1,000,000 | +202.1% | 25.99% | +225.8% |
AAPL | New | APPLE INCput | $100,750,000 | – | 1,000,000 | – | 25.99% | – |
SPY | New | SPDR S&P 500 ETF TRput | $98,510,000 | – | 500,000 | – | 25.42% | – |
FXI | New | ISHARES TR CHINA LG-CAP ETFcall | $57,420,000 | – | 1,500,000 | – | 14.82% | – |
AGNC | New | AMERICAN CAPITAL AGENCY CORP | $11,481,000 | – | 540,300 | – | 2.96% | – |
IVR | Buy | INVESCO MORTGAGE CAPITAL INC | $10,465,000 | +59.2% | 665,739 | +75.8% | 2.70% | +58.4% |
ARR | Buy | ARMOUR RESIDENTIAL REIT INC | $6,477,000 | +0.7% | 1,682,454 | +13.2% | 1.67% | +0.1% |
AMTG | New | APOLLO RESIDENTIAL MTG INC | $1,186,000 | – | 76,879 | – | 0.31% | – |
MTGE | Sell | AMERICAN CAP MTG INVT CORP | $554,000 | -93.2% | 29,425 | -92.8% | 0.14% | -93.2% |
ORCL | Exit | ORACLE CORP | $0 | – | -490,000 | – | -5.15% | – |
C | Exit | CITIGROUP INCcall | $0 | – | -13,854 | – | -16.92% | – |
XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -4,596,621 | – | -64.45% | – |
Q2 2014
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $248,493,000 | – | 4,596,621 | – | 64.45% | – |
C | New | CITIGROUP INCcall | $65,252,000 | – | 13,854 | – | 16.92% | – |
AAPL | New | APPLE INC | $30,759,000 | – | 331,000 | – | 7.98% | – |
ORCL | New | ORACLE CORP | $19,859,000 | – | 490,000 | – | 5.15% | – |
MTGE | New | AMERICAN CAP MTG INVT CORP | $8,163,000 | – | 407,778 | – | 2.12% | – |
IVR | New | INVESCO MORTGAGE CAPITAL INC | $6,575,000 | – | 378,794 | – | 1.70% | – |
ARR | New | ARMOUR RESIDENTIAL REIT INC | $6,433,000 | – | 1,485,801 | – | 1.67% | – |
Q4 2013
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
FXI | Exit | ISHARESchina lg-cap etf | $0 | – | -130,301 | – | -0.31% | – |
ITB | Exit | ISHARESput | $0 | – | -1,050,000 | – | -1.51% | – |
VXX | Exit | BARCLAYS BK PLCput | $0 | – | -3,000,000 | – | -11.33% | – |
SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -3,049,100 | – | -32.90% | – |
SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -5,000,000 | – | -53.95% | – |
Q3 2013
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
SPY | New | SPDR S&P 500 ETF TRcall | $840,050,000 | – | 5,000,000 | – | 53.95% | – |
SPY | Sell | SPDR S&P 500 ETF TRput | $512,279,000 | -52.3% | 3,049,100 | -54.5% | 32.90% | -50.7% |
ITB | New | ISHARESput | $23,457,000 | – | 1,050,000 | – | 1.51% | – |
FXI | New | ISHARESchina lg-cap etf | $4,832,000 | – | 130,301 | – | 0.31% | – |
EEM | Exit | ISHARES TRput | $0 | – | -12,323,300 | – | -29.44% | – |
Q2 2013
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
SPY | New | SPDR S&P 500 ETF TRput | $1,074,814,000 | – | 6,700,000 | – | 66.70% | – |
EEM | New | ISHARES TRput | $474,447,000 | – | 12,323,300 | – | 29.44% | – |
VXX | New | BARCLAYS BK PLCput | $62,130,000 | – | 3,000,000 | – | 3.86% | – |