TAM Capital Management Inc. Quant / Systematic

CIK: 0001594591 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $112,061 (100.0% shares, 0.0% debt)

Holdings (11)

— SPDR S&P 500 ETF TR 23.4%

Value ($000) $26,180 Shares 95,200 Est. Cost $275.00 Unrealized —

— BOARDWALK PIPELINE PARTNERS 19.6%

Value ($000) $21,914 Shares 1,697,432 Est. Cost $13.61 Unrealized —

— ALTABA INC 12.0%

Value ($000) $13,414 Shares 192,043 Est. Cost $56.45 Unrealized —

— ISHARES TR 9.9%

Value ($000) $11,115 Shares 85,500 Est. Cost $130.00 Unrealized —

NXPI NXP SEMICONDUCTORS N V 7.7%

Value ($000) $8,591 Shares 73,367 Est. Cost $102.65 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 7.1%

Value ($000) $7,976 Shares 441,390 Est. Cost $11.40 Unrealized 0.0%

— CYBERARK SOFTWARE LTD 6.2%

Value ($000) $6,986 Shares 168,785 Est. Cost $41.00 Unrealized —

— ENERGY TRANSFER PARTNERS LP 4.8%

Value ($000) $5,355 Shares 298,804 Est. Cost $17.92 Unrealized —

— AETNA INC NEW 4.5%

Value ($000) $5,037 Shares 27,923 Est. Cost $180.39 Unrealized —

— ALEXION PHARMACEUTICALS INC 2.9%

Value ($000) $3,300 Shares 29,732 Est. Cost $110.99 Unrealized —

— GENERAL ELECTRIC CO 2.0%

Value ($000) $2,193 Shares 125,665 Est. Cost $17.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR S&P 500 ETF TR	95,200	$26,180	23.4%	$275.00	—	PUT	78462F953
—	BOARDWALK PIPELINE PARTNERS	1,697,432	$21,914	19.6%	$13.61	—	UT LTD PARTNER	096627104
—	ALTABA INC	192,043	$13,414	12.0%	$56.45	—	COM	021346101
—	ISHARES TR	85,500	$11,115	9.9%	$130.00	—	PUT	464287952
NXPI	NXP SEMICONDUCTORS N V	73,367	$8,591	7.7%	$102.65	0.0%	COM	N6596X109
KMI	KINDER MORGAN INC DEL	441,390	$7,976	7.1%	$11.40	0.0%	COM	49456B101
—	CYBERARK SOFTWARE LTD	168,785	$6,986	6.2%	$41.00	—	SHS	M2682V108
—	ENERGY TRANSFER PARTNERS LP	298,804	$5,355	4.8%	$17.92	—	UNIT LTD PRT INT	29278N903
—	AETNA INC NEW	27,923	$5,037	4.5%	$180.39	—	COM	00817Y108
—	ALEXION PHARMACEUTICALS INC	29,732	$3,300	2.9%	$110.99	—	COM	015351909
—	GENERAL ELECTRIC CO	125,665	$2,193	2.0%	$17.45	—	COM	369604103