Quarterly 13F snapshot: US-listed longs only, no performance figures — 13F data cannot support them.
Reported portfolio value by quarter (5 quarters reported)
$2.03B in Q2 2013 → $664M now. Hover for any quarter.
As reported for the quarter ended June 30, 2014. Activity is the change in share count since the prior quarter's filing.
| Holding | % of portfolio | Activity | Shares | Value |
|---|---|---|---|---|
| SS SPDR S&P 500 ETF Tr | 40.1% | New | 1,360,000 | $266M |
| IM Ishares Msci Eafe | 23.0% | Added 190% | 2,228,001 | $152M |
| IM Ishares-emg Mkt | 17.3% | New | 2,660,000 | $115M |
| IF Ishares Floating | 7.7% | Unchanged | 1,000,000 | $50.8M |
| NS New Star Financial | 6.4% | Unchanged | 3,000,000 | $42.2M |
| IS Ishares-c S&P500 ETF | 3.9% | Added 73% | 130,000 | $25.6M |
| IM Ishares Msci Ita | 1.5% | New | 590,000 | $10.3M |
| EF Everbank Financial | 0.2% | Unchanged | 127,643 | $1.29M |
What changed each quarter, from the filings' own share counts. Largest moves first; most recent 4 quarters.
quarter ended June 30, 2014 · filed August 14, 2014
| Company | Action | Shares changed | Value of change | % of portfolio |
|---|---|---|---|---|
| SS SPDR S&P 500 ETF Tr | New | +1,360,000 | +$266M | 40.1% |
| IM Ishares-emg Mkt | New | +2,660,000 | +$115M | 17.3% |
| IM Ishares Msci Eafe | Added | +1,460,000 | +$99.8M | 23.0% |
| HC Health Care Sel Spd | Exited | −385,000 | −$22.5M | — |
| TS Technology Select Se | Exited | −310,000 | −$11.3M | — |
| IS Ishares-c S&P500 ETF | Added | +55,000 | +$10.8M | 3.9% |
| IM Ishares Msci Ita | New | +590,000 | +$10.3M | 1.5% |
| GE Guggenheim ETF S&P | Exited | −75,000 | −$5.47M | — |
| IM Ishares Msci Usa Min | Exited | −150,000 | −$5.41M | — |
| VU Vanguard Us | Exited | −55,000 | −$5.36M | — |
quarter ended March 31, 2014 · filed May 14, 2014
| Company | Action | Shares changed | Value of change | % of portfolio |
|---|---|---|---|---|
| SS SPDR S&P 500 ETF Tr | Exited | −4,016,300 | −$742M | — |
| IM Ishares Msci Eafe | Trimmed | −7,366,637 | −$495M | 24.7% |
| II Ishares Iboxx $ Inve | Exited | −3,950,000 | −$399M | — |
| IM Ishares-emg Mkt | Exited | −4,155,000 | −$174M | — |
| I1 Ishares-bar 1-3y | Exited | −580,000 | −$44.4M | — |
| IS Ishares-c S&P500 ETF | Trimmed | −194,000 | −$36.5M | 6.7% |
| VE Vanguard ETF Emergin | Exited | −820,000 | −$33.7M | — |
| VU Vanguard Us | Trimmed | −300,000 | −$29.2M | 2.6% |
| II Ishares Int Cred | Exited | −341,228 | −$26.7M | — |
| VE Vanguard Europe Paci | Exited | −300,000 | −$12.5M | — |
Showing the 10 largest of 18 changes.
quarter ended December 31, 2013 · filed February 13, 2014
| Company | Action | Shares changed | Value of change | % of portfolio |
|---|---|---|---|---|
| II Ishares Iboxx $ Inve | Trimmed | −1,660,000 | −$168M | 17.8% |
| IM Ishares Msci Eafe | Added | +455,000 | +$30.5M | 24.3% |
| I1 Ishares-bar 1-3y | Trimmed | −240,000 | −$18.4M | 2.0% |
| II Ishares Int Cred | Trimmed | −94,000 | −$7.36M | 1.2% |
| IM Ishares-emg Mkt | Trimmed | −140,000 | −$5.85M | 7.7% |
| SS SPDR S&P 500 ETF Tr | Trimmed | −16,700 | −$3.08M | 33.1% |
| IM Ishares Msci Japan I | Added | +250,000 | +$3.04M | 0.3% |
| IC Ishares Core Msci Em | Added | +60,000 | +$2.99M | 0.3% |
| IM Ishares Msci Emergin | Added | +50,000 | +$2.91M | 0.3% |
quarter ended September 30, 2013 · filed November 14, 2013
| Company | Action | Shares changed | Value of change | % of portfolio |
|---|---|---|---|---|
| II Ishares Iboxx $ Inve | Added | +495,000 | +$51.8M | 25.2% |
| IF Ishares Floating | New | +1,000,000 | +$50.7M | 2.2% |
| IS Ishares-c S&P500 ETF | New | +269,000 | +$45.4M | 2.0% |
| IM Ishares Msci Eafe | Added | +691,000 | +$44.1M | 21.1% |
| I1 Ishares-bar 1-3y | Trimmed | −300,000 | −$25.7M | 3.0% |
| VU Vanguard Us | Added | +235,000 | +$20.6M | 1.3% |
| II Ishares Int Cred | Trimmed | −186,000 | −$16M | 1.6% |
| IM Ishares Msci Usa Min | New | +440,000 | +$14.6M | 0.6% |
| SS SPDR S&P 500 ETF Tr | Trimmed | −70,000 | −$11.8M | 29.1% |
| HC Health Care Sel Spd | New | +210,000 | +$10.6M | 0.5% |
Showing the 10 largest of 18 changes.
Loading...
