TAM Capital Management Inc. Quant / Systematic

CIK: 0001594591 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $188,328 (100.0% shares, 0.0% debt)

Holdings (14)

— SPDR S&P 500 ETF TR 48.7%

Value ($000) $91,742 Shares 450,000 Est. Cost $203.87 Unrealized —

CHKP CHECK POINT SOFTWARE TECH LT 18.1%

Value ($000) $34,134 Shares 419,444 Est. Cost $80.05 Unrealized +3.6%

— BIOMED REALTY TRUST INC 9.4%

Value ($000) $17,768 Shares 750,000 Est. Cost $23.69 Unrealized —

— YAHOO INC 6.4%

Value ($000) $11,974 Shares 360,000 Est. Cost $33.26 Unrealized —

— CHUBB CORP 4.2%

Value ($000) $8,000 Shares 60,313 Est. Cost $122.64 Unrealized —

— PRECISION CASTPARTS CORP 3.7%

Value ($000) $6,984 Shares 30,103 Est. Cost $230.48 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 2.5%

Value ($000) $4,690 Shares 547,223 Est. Cost $10.06 Unrealized —

— VMWARE INC 1.9%

Value ($000) $3,543 Shares 62,626 Est. Cost $56.57 Unrealized —

— E M C CORP MASS 1.8%

Value ($000) $3,338 Shares 130,000 Est. Cost $25.68 Unrealized —

FFIV F5 NETWORKS INC 1.0%

Value ($000) $1,939 Shares 20,000 Est. Cost $108.10 Unrealized 0.0%

— LEUCADIA NATL CORP 0.8%

Value ($000) $1,583 Shares 91,007 Est. Cost $17.39 Unrealized —

— NATIONSTAR MTG HLDGS INC 0.8%

Value ($000) $1,510 Shares 112,972 Est. Cost $13.37 Unrealized —

SPY SPDR S&P 500 ETF TR 0.5%

Value ($000) $917 Shares 4,500 Est. Cost $192.47 Unrealized —

— MEDIWOUND LTD 0.1%

Value ($000) $206 Shares 24,144 Est. Cost $6.68 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	450,000	$91,742	48.7%	$203.87	—	CALL	78462F903
CHKP	CHECK POINT SOFTWARE TECH LT	419,444	$34,134	18.1%	$80.05	+3.6%	ORD	M22465104
—	BIOMED REALTY TRUST INC	750,000	$17,768	9.4%	$23.69	—	COM	09063H107
—	YAHOO INC	360,000	$11,974	6.4%	$33.26	—	COM	984332106
—	CHUBB CORP	60,313	$8,000	4.2%	$122.64	—	COM	171232101
—	PRECISION CASTPARTS CORP	30,103	$6,984	3.7%	$230.48	—	COM	740189105
—	FIFTH STR SR FLOATNG RATE CO	547,223	$4,690	2.5%	$10.06	—	COM	31679F101
—	VMWARE INC	62,626	$3,543	1.9%	$56.57	—	CL A COM	928563402
—	E M C CORP MASS	130,000	$3,338	1.8%	$25.68	—	COM	268648102
FFIV	F5 NETWORKS INC	20,000	$1,939	1.0%	$108.10	0.0%	COM	315616102
—	LEUCADIA NATL CORP	91,007	$1,583	0.8%	$17.39	—	COM	527288104
—	NATIONSTAR MTG HLDGS INC	112,972	$1,510	0.8%	$13.37	—	COM	63861C109
SPY	SPDR S&P 500 ETF TR	4,500	$917	0.5%	$192.47	—	TR UNIT	78462F103
—	MEDIWOUND LTD	24,144	$206	0.1%	$6.68	—	ORD SHS	M68830104