Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | N/An/a | $0 | – | 0 | – | 0.00% | – | |
| TAPA | Exit | MOLSON COORS BREWING COcl a | $0 | – | -28,513 | – | -1.23% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -100,000 | – | -1.52% | – |
| SABR | Exit | SABRE CORP | $0 | – | -218,034 | – | -2.42% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -96,588 | – | -2.74% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -256,736 | – | -4.39% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -178,971 | – | -4.85% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -377,970 | – | -4.98% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -70,092 | – | -5.52% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -116,866 | – | -5.99% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -132,060 | – | -6.26% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -1,124,385 | – | -6.94% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -72,360 | – | -7.68% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -139,732 | – | -9.14% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -1,071,892 | – | -10.03% | – |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -800,000 | – | -12.10% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORPcall | $0 | – | -300,000 | – | -14.22% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EW | Sell | EDWARDS LIFESCIENCES CORPcall | $36,168,000 | +5.1% | 300,000 | -13.0% | 14.22% | +50.6% |
| XOP | Sell | SPDR SERIES TRUSTput | $30,768,000 | -11.6% | 800,000 | -20.0% | 12.10% | +26.6% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $25,511,000 | +0.6% | 1,071,892 | -1.2% | 10.03% | +44.1% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $23,264,000 | +22.3% | 139,732 | +21.5% | 9.14% | +75.2% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $19,535,000 | – | 72,360 | – | 7.68% | – |
| CPE | Buy | CALLON PETE CO DEL | $17,653,000 | +56.1% | 1,124,385 | +11.7% | 6.94% | +123.7% |
| EW | New | EDWARDS LIFESCIENCES CORP | $15,921,000 | – | 132,060 | – | 6.26% | – |
| CI | Buy | CIGNA CORPORATION | $15,230,000 | +32.2% | 116,866 | +29.9% | 5.99% | +89.4% |
| MHK | Sell | MOHAWK INDS INC | $14,042,000 | -5.2% | 70,092 | -10.3% | 5.52% | +35.8% |
| PE | Buy | PARSLEY ENERGY INCcl a | $12,666,000 | +171.0% | 377,970 | +118.9% | 4.98% | +288.4% |
| ALLE | Buy | ALLEGION PUB LTD CO | $12,333,000 | +76.1% | 178,971 | +77.4% | 4.85% | +152.2% |
| NFX | Sell | NEWFIELD EXPL CO | $11,158,000 | -14.6% | 256,736 | -13.2% | 4.39% | +22.3% |
| LOW | Sell | LOWES COS INC | $6,975,000 | -53.4% | 96,588 | -48.9% | 2.74% | -33.2% |
| SABR | Sell | SABRE CORP | $6,144,000 | -58.4% | 218,034 | -60.5% | 2.42% | -40.5% |
| RSPP | New | RSP PERMIAN INC | $3,878,000 | – | 100,000 | – | 1.52% | – |
| TAPA | Sell | MOLSON COORS BREWING COcl a | $3,131,000 | -81.3% | 28,513 | -82.7% | 1.23% | -73.1% |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -93,217 | – | -1.42% | – |
| SYF | Exit | SYNCHRONY FINLcall | $0 | – | -530,000 | – | -3.68% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY INcall | $0 | – | -250,000 | – | -3.80% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -310,441 | – | -4.39% | – |
| KRE | Exit | SPDR SERIES TRUSTcall | $0 | – | -600,000 | – | -6.32% | – |
| IPS | Exit | SPDR INDEX SHS FDSput | $0 | – | -500,000 | – | -7.57% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTcall | $0 | – | -400,000 | – | -11.80% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | POWERSHARES QQQ TRUSTcall | $43,016,000 | – | 400,000 | – | 11.80% | – |
| XOP | New | SPDR SERIES TRUSTput | $34,810,000 | – | 1,000,000 | – | 9.55% | – |
| EW | New | EDWARDS LIFESCIENCES CORPcall | $34,407,000 | – | 345,000 | – | 9.44% | – |
| IPS | New | SPDR INDEX SHS FDSput | $27,575,000 | – | 500,000 | – | 7.57% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $25,361,000 | – | 1,085,173 | – | 6.96% | – |
| KRE | New | SPDR SERIES TRUSTcall | $23,040,000 | – | 600,000 | – | 6.32% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $19,023,000 | – | 115,015 | – | 5.22% | – |
| TAPA | New | MOLSON COORS BREWING COcl a | $16,699,000 | – | 165,126 | – | 4.58% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $15,985,000 | – | 310,441 | – | 4.39% | – |
| LOW | New | LOWES COS INC | $14,961,000 | – | 188,967 | – | 4.10% | – |
| MHK | New | MOHAWK INDS INC | $14,820,000 | – | 78,099 | – | 4.07% | – |
| SABR | New | SABRE CORP | $14,787,000 | – | 551,969 | – | 4.06% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY INcall | $13,850,000 | – | 250,000 | – | 3.80% | – |
| SYF | New | SYNCHRONY FINLcall | $13,398,000 | – | 530,000 | – | 3.68% | – |
| NFX | New | NEWFIELD EXPL CO | $13,066,000 | – | 295,750 | – | 3.58% | – |
| CI | New | CIGNA CORPORATION | $11,519,000 | – | 90,000 | – | 3.16% | – |
| CPE | New | CALLON PETE CO DEL | $11,306,000 | – | 1,006,764 | – | 3.10% | – |
| ALLE | New | ALLEGION PUB LTD CO | $7,004,000 | – | 100,877 | – | 1.92% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY IN | $5,164,000 | – | 93,217 | – | 1.42% | – |
| PE | New | PARSLEY ENERGY INCcl a | $4,673,000 | – | 172,678 | – | 1.28% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -60,307 | – | -0.34% | – |
| Exit | ABENGOA SAdebt 5.125% 3/0 | $0 | – | -3,000,000 | – | -0.44% | – | |
| VC | Exit | VISTEON CORP | $0 | – | -16,823 | – | -0.58% | – |
| ABY | Exit | ABENGOA YIELD PLCput | $0 | – | -225,000 | – | -1.26% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -211,544 | – | -5.53% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -299,000 | – | -5.74% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -548,277 | – | -5.80% | – |
| ACHC | Exit | ACADIA HEALTHCARE COMPANY IN | $0 | – | -263,683 | – | -5.91% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -162,945 | – | -6.08% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -35,275 | – | -6.10% | – |
| LEAF | Exit | SPRINGLEAF HLDGS INC | $0 | – | -426,230 | – | -6.30% | – |
| KR | Exit | KROGER CO | $0 | – | -530,100 | – | -6.46% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -142,400 | – | -6.74% | – |
| SABR | Exit | SABRE CORP | $0 | – | -749,294 | – | -6.88% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -2,337,542 | – | -7.32% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -397,352 | – | -7.74% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -657,900 | – | -7.92% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -303,399 | – | -12.84% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $37,989,000 | +34.9% | 303,399 | +25.0% | 12.84% | +26.4% |
| WBS | Buy | WEBSTER FINL CORP CONN | $23,441,000 | +2.6% | 657,900 | +13.8% | 7.92% | -4.0% |
| ALLE | Buy | ALLEGION PUB LTD CO | $22,911,000 | -1.8% | 397,352 | +2.4% | 7.74% | -8.1% |
| MTG | Buy | MGIC INVT CORP WIS | $21,646,000 | -1.2% | 2,337,542 | +21.4% | 7.32% | -7.5% |
| SABR | Buy | SABRE CORP | $20,366,000 | +48.2% | 749,294 | +29.8% | 6.88% | +38.8% |
| ANTM | Buy | ANTHEM INC | $19,936,000 | +78.1% | 142,400 | +108.8% | 6.74% | +66.8% |
| KR | New | KROGER CO | $19,121,000 | – | 530,100 | – | 6.46% | – |
| LEAF | Buy | SPRINGLEAF HLDGS INC | $18,635,000 | +9.3% | 426,230 | +14.8% | 6.30% | +2.4% |
| AMZN | New | AMAZON COM INC | $18,057,000 | – | 35,275 | – | 6.10% | – |
| INCY | Buy | INCYTE CORP | $17,978,000 | +28.3% | 162,945 | +21.2% | 6.08% | +20.1% |
| ACHC | Buy | ACADIA HEALTHCARE COMPANY IN | $17,474,000 | -7.5% | 263,683 | +9.4% | 5.91% | -13.3% |
| SYF | New | SYNCHRONY FINL | $17,161,000 | – | 548,277 | – | 5.80% | – |
| SBUX | New | STARBUCKS CORP | $16,995,000 | – | 299,000 | – | 5.74% | – |
| HCA | Buy | HCA HOLDINGS INC | $16,365,000 | +50.3% | 211,544 | +76.3% | 5.53% | +40.8% |
| ABY | New | ABENGOA YIELD PLCput | $3,724,000 | – | 225,000 | – | 1.26% | – |
| VC | Buy | VISTEON CORP | $1,703,000 | +316.4% | 16,823 | +331.4% | 0.58% | +289.2% |
| Sell | ABENGOA SAdebt 5.125% 3/0 | $1,288,000 | -83.3% | 3,000,000 | -62.5% | 0.44% | -84.4% | |
| STAY | Sell | EXTENDED STAY AMER INCunit 99/99/9999b | $1,012,000 | -90.4% | 60,307 | -89.3% | 0.34% | -91.0% |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -254,853 | – | -2.69% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -60,000 | – | -2.88% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -120,000 | – | -5.52% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -98,750 | – | -5.78% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -242,689 | – | -10.68% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ASH | New | ASHLAND INC NEW | $29,584,000 | – | 242,689 | – | 10.68% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $28,152,000 | – | 242,649 | – | 10.16% | – |
| ALLE | New | ALLEGION PUB LTD CO | $23,335,000 | – | 388,017 | – | 8.42% | – |
| WBS | New | WEBSTER FINL CORP CONN | $22,856,000 | – | 577,900 | – | 8.25% | – |
| MTG | New | MGIC INVT CORP WIS | $21,913,000 | – | 1,925,542 | – | 7.91% | – |
| ACHC | New | ACADIA HEALTHCARE COMPANY IN | $18,884,000 | – | 241,083 | – | 6.82% | – |
| LEAF | New | SPRINGLEAF HLDGS INC | $17,043,000 | – | 371,230 | – | 6.15% | – |
| CI | New | CIGNA CORPORATION | $15,998,000 | – | 98,750 | – | 5.78% | – |
| AET | New | AETNA INC NEW | $15,295,000 | – | 120,000 | – | 5.52% | – |
| INCY | New | INCYTE CORP | $14,015,000 | – | 134,485 | – | 5.06% | – |
| SABR | New | SABRE CORP | $13,740,000 | – | 577,294 | – | 4.96% | – |
| ANTM | New | ANTHEM INC | $11,194,000 | – | 68,200 | – | 4.04% | – |
| HCA | New | HCA HOLDINGS INC | $10,886,000 | – | 120,000 | – | 3.93% | – |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $10,578,000 | – | 563,536 | – | 3.82% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $7,976,000 | – | 60,000 | – | 2.88% | – |
| New | ABENGOA SAdebt 5.125% 3/0 | $7,700,000 | – | 8,000,000 | – | 2.78% | – | |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $7,457,000 | – | 254,853 | – | 2.69% | – |
| VC | New | VISTEON CORP | $409,000 | – | 3,900 | – | 0.15% | – |