TAM Capital Management Inc. Quant / Systematic

Location: Stamford, CT

CIK: 0001594591 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value: $188M (100.0% shares, 0.0% debt)

Holdings (14)

— SPDR S&P 500 ETF TR 48.7%

Value $91.74M Shares 450,000 Share Price $203.87 Est. Cost/Share $203.87 Unrealized @ Report Date —

CHKP CHECK POINT SOFTWARE TECH LT 18.1%

Value $34.13M Shares 419,444 Share Price $81.38 Est. Cost/Share $80.05 Unrealized @ Report Date +3.6%

— BIOMED REALTY TRUST INC 9.4%

Value $17.77M Shares 750,000 Share Price $23.69 Est. Cost/Share $23.69 Unrealized @ Report Date —

— YAHOO INC 6.4%

Value $11.97M Shares 360,000 Share Price $33.26 Est. Cost/Share $33.26 Unrealized @ Report Date —

— CHUBB CORP 4.2%

Value $8M Shares 60,313 Share Price $132.64 Est. Cost/Share $122.64 Unrealized @ Report Date —

— PRECISION CASTPARTS CORP 3.7%

Value $6.984M Shares 30,103 Share Price $232.00 Est. Cost/Share $230.48 Unrealized @ Report Date —

— FIFTH STR SR FLOATNG RATE CO 2.5%

Value $4.69M Shares 547,223 Share Price $8.57 Est. Cost/Share $10.06 Unrealized @ Report Date —

— VMWARE INC 1.9%

Value $3.543M Shares 62,626 Share Price $56.57 Est. Cost/Share $56.57 Unrealized @ Report Date —

— E M C CORP MASS 1.8%

Value $3.338M Shares 130,000 Share Price $25.68 Est. Cost/Share $25.68 Unrealized @ Report Date —

FFIV F5 NETWORKS INC 1.0%

Value $1.939M Shares 20,000 Share Price $96.95 * Est. Cost/Share $108.10 Unrealized @ Report Date 0.0%

— LEUCADIA NATL CORP 0.8%

Value $1.583M Shares 91,007 Share Price $17.39 Est. Cost/Share $17.39 Unrealized @ Report Date —

— NATIONSTAR MTG HLDGS INC 0.8%

Value $1.51M Shares 112,972 Share Price $13.37 Est. Cost/Share $13.37 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 0.5%

Value $917K Shares 4,500 Share Price $203.78 Est. Cost/Share $192.47 Unrealized @ Report Date —

— MEDIWOUND LTD 0.1%

Value $206K Shares 24,144 Share Price $8.53 Est. Cost/Share $6.68 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	SPDR S&P 500 ETF TR	450,000	$91.74M	48.7%	$203.87	$203.87	—	CALL	78462F903
CHKP	CHECK POINT SOFTWARE TECH LT	419,444	$34.13M	18.1%	$81.38	$80.05	+3.6%	ORD	M22465104
—	BIOMED REALTY TRUST INC	750,000	$17.77M	9.4%	$23.69	$23.69	—	COM	09063H107
—	YAHOO INC	360,000	$11.97M	6.4%	$33.26	$33.26	—	COM	984332106
—	CHUBB CORP	60,313	$8M	4.2%	$132.64	$122.64	—	COM	171232101
—	PRECISION CASTPARTS CORP	30,103	$6.984M	3.7%	$232.00	$230.48	—	COM	740189105
—	FIFTH STR SR FLOATNG RATE CO	547,223	$4.69M	2.5%	$8.57	$10.06	—	COM	31679F101
—	VMWARE INC	62,626	$3.543M	1.9%	$56.57	$56.57	—	CL A COM	928563402
—	E M C CORP MASS	130,000	$3.338M	1.8%	$25.68	$25.68	—	COM	268648102
FFIV	F5 NETWORKS INC	20,000	$1.939M	1.0%	$96.95 *	$108.10	0.0%	COM	315616102
—	LEUCADIA NATL CORP	91,007	$1.583M	0.8%	$17.39	$17.39	—	COM	527288104
—	NATIONSTAR MTG HLDGS INC	112,972	$1.51M	0.8%	$13.37	$13.37	—	COM	63861C109
SPY	SPDR S&P 500 ETF TR	4,500	$917K	0.5%	$203.78	$192.47	—	TR UNIT	78462F103
—	MEDIWOUND LTD	24,144	$206K	0.1%	$8.53	$6.68	—	ORD SHS	M68830104