HARBERT FUND ADVISORS, LLC Quant / Systematic

Location: Birmingham, AL

CIK: 0001616659 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value: $86.46M (100.0% shares, 0.0% debt)

Holdings (27)

— UNITED STATES STL CORP NEW 10.9%

Value $9.444M Shares 241,100 Est. Cost — Unrealized —

NWSA NEWS CORP NEW 8.5%

Value $7.358M Shares 450,000 Est. Cost $15.17 Unrealized +1.8%

— E M C CORP MASS 8.0%

Value $6.876M Shares 235,000 Est. Cost $29.26 Unrealized —

— TRIPLE-S MGMT CORP 7.8%

Value $6.708M Shares 337,100 Est. Cost $18.21 Unrealized —

— EXELIS INC 7.7%

Value $6.624M Shares 400,500 Est. Cost $16.98 Unrealized —

PFE PFIZER INC 7.1%

Value $6.121M Shares 207,000 Est. Cost $17.55 Unrealized -0.6%

MSFT MICROSOFT CORP 4.8%

Value $4.172M Shares 90,000 Est. Cost $33.96 Unrealized +10.9%

ORCL ORACLE CORP 4.4%

Value $3.828M Shares 100,000 Est. Cost $34.67 Unrealized -1.3%

XLF SELECT SECTOR SPDR TR 4.0%

Value $3.476M Shares 150,000 Est. Cost $22.74 Unrealized —

IYR ISHARES TR 4.0%

Value $3.46M Shares 50,000 Est. Cost — Unrealized —

— CHARTER FINL CORP MD 3.5%

Value $3.04M Shares 284,091 Est. Cost $11.08 Unrealized —

— CLIFTON BANCORP INC 3.5%

Value $3.022M Shares 240,000 Est. Cost $12.65 Unrealized —

AIG AMERICAN INTL GROUP INC 3.1%

Value $2.701M Shares 50,000 Est. Cost $40.41 Unrealized +3.4%

— DEAN FOODS CO NEW 3.0%

Value $2.571M Shares 194,000 Est. Cost $15.94 Unrealized —

MU MICRON TECHNOLOGY INC 3.0%

Value $2.57M Shares 75,000 Est. Cost $26.60 Unrealized +18.8%

— CLIFFS NAT RES INC 2.7%

Value $2.311M Shares 222,600 Est. Cost — Unrealized —

— BLUE HILLS BANCORP INC 2.4%

Value $2.034M Shares 155,000 Est. Cost $13.12 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 2.2%

Value $1.929M Shares 135,000 Est. Cost $12.12 Unrealized +1.7%

— MARATHON OIL CORP 2.2%

Value $1.88M Shares 50,000 Est. Cost $39.92 Unrealized —

— MADISON SQUARE GARDEN CO 1.5%

Value $1.322M Shares 20,000 Est. Cost $62.45 Unrealized —

— MARTHA STEWART LIVING OMNIME 1.5%

Value $1.278M Shares 355,000 Est. Cost $4.22 Unrealized —

GHC GRAHAM HLDGS CO 1.5%

Value $1.259M Shares 1,800 Est. Cost $381.66 Unrealized 0.0%

— NEW MEDIA INVT GROUP INC 1.4%

Value $1.247M Shares 75,000 Est. Cost $14.28 Unrealized —

BMA BANCO MACRO SA 0.5%

Value $396K Shares 10,000 Est. Cost $36.00 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.4%

Value $381K Shares 10,300 Est. Cost $32.72 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 0.3%

Value $284K Shares 20,000 Est. Cost $14.65 Unrealized —

— BBVA BANCO FRANCES S A 0.2%

Value $164K Shares 12,655 Est. Cost $11.62 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	UNITED STATES STL CORP NEW	241,100	$9.444M	10.9%	—	—	Put	912909108
NWSA	NEWS CORP NEW	450,000	$7.358M	8.5%	$15.17	+1.8%	CL A	65249B109
—	E M C CORP MASS	235,000	$6.876M	8.0%	$29.26	—	COM	268648102
—	TRIPLE-S MGMT CORP	337,100	$6.708M	7.8%	$18.21	—	CL B	896749108
—	EXELIS INC	400,500	$6.624M	7.7%	$16.98	—	COM	30162A108
PFE	PFIZER INC	207,000	$6.121M	7.1%	$17.55	-0.6%	COM	717081103
MSFT	MICROSOFT CORP	90,000	$4.172M	4.8%	$33.96	+10.9%	COM	594918104
ORCL	ORACLE CORP	100,000	$3.828M	4.4%	$34.67	-1.3%	COM	68389X105
XLF	SELECT SECTOR SPDR TR	150,000	$3.476M	4.0%	$22.74	—	SBI INT-FINL	81369Y605
IYR	ISHARES TR	50,000	$3.46M	4.0%	—	—	Put	464287739
—	CHARTER FINL CORP MD	284,091	$3.04M	3.5%	$11.08	—	COM	16122W108
—	CLIFTON BANCORP INC	240,000	$3.022M	3.5%	$12.65	—	COM	186873105
AIG	AMERICAN INTL GROUP INC	50,000	$2.701M	3.1%	$40.41	+3.4%	COM NEW	026874784
—	DEAN FOODS CO NEW	194,000	$2.571M	3.0%	$15.94	—	COM NEW	242370203
MU	MICRON TECHNOLOGY INC	75,000	$2.57M	3.0%	$26.60	+18.8%	COM	595112103
—	CLIFFS NAT RES INC	222,600	$2.311M	2.7%	—	—	Put	18683K101
—	BLUE HILLS BANCORP INC	155,000	$2.034M	2.4%	$13.12	—	COM	095573101
VSH	VISHAY INTERTECHNOLOGY INC	135,000	$1.929M	2.2%	$12.12	+1.7%	COM	928298108
—	MARATHON OIL CORP	50,000	$1.88M	2.2%	$39.92	—	COM	565849106
—	MADISON SQUARE GARDEN CO	20,000	$1.322M	1.5%	$62.45	—	CL A	55826P100
—	MARTHA STEWART LIVING OMNIME	355,000	$1.278M	1.5%	$4.22	—	CL A	573083102
GHC	GRAHAM HLDGS CO	1,800	$1.259M	1.5%	$381.66	0.0%	COM	384637104
—	NEW MEDIA INVT GROUP INC	75,000	$1.247M	1.4%	$14.28	—	COM	64704V106
BMA	BANCO MACRO SA	10,000	$396K	0.5%	$36.00	—	SPON ADR B	05961W105
YPF	YPF SOCIEDAD ANONIMA	10,300	$381K	0.4%	$32.72	—	SPON ADR CL D	984245100
GGAL	GRUPO FINANCIERO GALICIA S A	20,000	$284K	0.3%	$14.65	—	SP ADR 10 SH B	399909100
—	BBVA BANCO FRANCES S A	12,655	$164K	0.2%	$11.62	—	SPONSORED ADR	07329M100