MASON CAPITAL MANAGEMENT LLC

HTTP://WWW.MASONCAP.COM • NEW YORK, NY • Hedge Fund • • Investment Advisor • How do I update this listing?

Mason Capital Management is based out of New York. Mason Capital Management is a hedge fund with 1-10 clients and discretionary assets under management (AUM) of $6,965,984,909 (Form ADV from 2016-03-29). Their last reported 13F filing for Q2 2016 included $3,095,433,000 in managed 13F securities and a top 10 holdings concentration of 96.23%. Mason Capital Management's largest holding is SPDR Gold Trust ETF with shares held of 12,420,000. Mason Capital Management has met the qualifications for inclusion in our WhaleScore system. WhaleWisdom has at least 72 13Fs and 63 13D/G filings in our database for Mason Capital Management.

Subscription Required

Equal-WT
WhaleScore

?

66

S&P 500
WhaleScore

?

Subscription Required

Manager Weighted
WhaleScore

?
Create Email Alert

06/30/2016

13F Activity

  • Market Value$3,095,433,000
  • Prior Market Value$3,175,381,000
  • New Purchases8 stocks
  • Additional Purchases4 stocks
  • Sold out of9 stocks
  • Reduced holdings in2 stocks
  • Top 10 Holdings %96.23%
  • Turnover % [1]:94.44%
  • Turnover Alt % [2]:30.86%
  • Avg. Length Held Top20:2.00 quarters
  • Avg. Length Held Top10:1.30 quarters
  • Avg. Length Held All:3.39 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

Q2 2016

13F Sector Allocation Over Time

14%5%18%59%CONSUMER DISCRETIONARYCONSUMER STAPLESFINANCEHEALTH CAREINDUSTRIALSINFORMATION TECHNOLOGYMATERIALSOTHERUTILITIES & TELECOMMUNICATIONS
View Sector Changes Over Time

Market Value Over Time

You are limited to the prior 8 quarters of 13F filings. Subscribe to WhaleWisdom to view all filing data for MASON CAPITAL MANAGEMENT LLC

2015-082015-122016-042015-062016-063.5B4B4.5B5B5.5BMV3.008225B5.59247BMV Over Time

Portfolio Performance

Top 20 equal-weighted holdings. Last updated on 2016-08-20

Performance for Q2 2016: 10.71%
Performance Last 4 Quarters: 26.89%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required
2014-122015-022015-042015-062015-082015-102015-122016-022016-042016-062014-092016-07-10.00%0.00%10.00%Perf-13.48%16.32%WhaleS&P 500 Total Return Index
Running Backtest....
Loading Tracked Backtest....

Backtester

Use WhaleWisdom's Backtester tool to test how a hypothetical portfolio would have performed with different investment strategies. Research one or more filers' performance and then optimize their portfolios to match your own investment goals.

Start with one of our predefined groups or create your own. View the Getting Started page for additional help.

Take a Tour GENERATE REPORT
At least one fund must be selected before running a backtest
false

Backtester

Use WhaleWisdom's Backtester tool to test how a hypothetical portfolio would have performed with different investment strategies. Research one or more filers' performance and then optimize their portfolios to match your own investment goals.

GENERATE REPORT

WhaleWisdom Fund Groups

  • Use Heat Map Stocks
  • 1
< Back

Select WhaleScore Filers:

WhaleScore filers are chosen based on scores calculated the previous quarter.

  • Pro Sub. Required
  • Pro Sub. Required
    Top 30 WhaleScores each quarter (equal-wt)
  • Pro Sub. Required
    Top 30 WhaleScores each quarter (mgr-wt)
  • Pro Sub. Required
    All having a 1-yr avg WhaleScore (equal-weight) that beat the S&P 500 each quarter
  • Pro Sub. Required
    All funds having a 1-yr avg WhaleScore (manager-weight) that beat the S&P 500 each quarter
  • Pro Sub. Required
    All funds having a 3-yr avg WhaleScore (equal-weightt) that beat the S&P 500 each quarter
  • Pro Sub. Required
    All funds having a 3-yr avg WhaleScore (manager-weight) that beat the S&P 500 each quarter
< Back

Select Filers by Prior Performance

Filers are selected each quarter based on their prior performance. You can restrict which filers are included by using the filters below.

Pro subscription required to select filers by performance
(your subscription allows up to filers):

Maximum number of filers to use exceeed

Maximum filers must set to at least 1

1 - 500
$ 100.0 m - $ 5.0 b
0 quarters - 50 quarters

Matching filers from latest quarter:

Updating count....

< Back 1
Creating new group.....

Required
  • MASON CAPITAL MANAGEMENT LLC
You have reached the maximum of members allowed
Please select a filer group.

You can optionally save this filer group for use in future reports
Initializing....
Backtest options
Optional Stock Filters
Optional Hedging/Advanced
< Back

How do you want stocks selected when rebalancing?

"Top # Holding(s) by Dollar Value from each fund's holdings" and "Top # Holding(s) by Percent Ownership from each fund's holdings" are not available when using WhaleScore Filers.
(optional) Minimum # of funds holding stock (optional) Minimum percent of portfolio for each fund
Custom Weight Per Fund (scale of 1 through 10)
MASON CAPITAL MANAGEMENT LLC

Specify the number of holdings to use

1
2
3
4
5
10
15
20
30
50

** Holdings greater than 20 require a Pro level subscription to use. **

How do you want available funds allocated among stocks?

< Back

Restrict Stocks Selected by Stock Market Cap Size?

Over $200 billion
$100 billiion - $200 billion
$50 billion - $100 billion
$20 billion - $50 billion
$10 billion - $20 billion
$2 billion - $10 billion
$250 million - $2 billion
Below $250 million
Stock Exclusions

ETF Filter
ADR Filter *Pro Only*

Limit Stock Selection to Certain Sectors or Industries? Restrict stocks to those in the selected sector or industry

  • (+) (-) CONSUMER DISCRETIONARY
    • (+) (-) ADVERTISING
    • (+) (-) APPAREL & LUXURY GOODS
    • (+) (-) AUTOMOBILES & PARTS
    • (+) (-) BROADCASTING
    • (+) (-) CASINOS & GAMING
    • (+) (-) CONSUMER SERVICES
    • (+) (-) ENTERTAINMENT
    • (+) (-) HOTELS & TRAVEL
    • (+) (-) HOUSEHOLD DURABLES
    • (+) (-) LEISURE FACILITIES
    • (+) (-) LEISURE GOODS
    • (+) (-) PUBLISHING
    • (+) (-) RESTAURANTS
    • (+) (-) RETAIL - GENERAL
    • (+) (-) RETAIL - SPECIALTY
    • (+) (-) CONSUMER DISCRETIONARY
  • (+) (-) CONSUMER GOODS
    • (+) (-) AUTO MANUFACTURERS - MAJOR
    • (+) (-) AUTO PARTS
    • (+) (-) BEVERAGES - SOFT DRINKS
    • (+) (-) BUSINESS EQUIPMENT
    • (+) (-) DAIRY PRODUCTS
    • (+) (-) ELECTRONIC EQUIPMENT
    • (+) (-) FARM PRODUCTS
    • (+) (-) FOOD - MAJOR DIVERSIFIED
    • (+) (-) HOME FURNISHINGS & FIXTURES
    • (+) (-) PACKAGING & CONTAINERS
    • (+) (-) PAPER & PAPER PRODUCTS
    • (+) (-) PERSONAL PRODUCTS
    • (+) (-) PHOTOGRAPHIC EQUIPMENT & SUPPLIES
    • (+) (-) PROCESSED & PACKAGED GOODS
    • (+) (-) RECREATIONAL GOODS, OTHER
    • (+) (-) RECREATIONAL VEHICLES
    • (+) (-) RUBBER & PLASTICS
    • (+) (-) TEXTILE - APPAREL CLOTHING
    • (+) (-) TEXTILE - APPAREL FOOTWEAR & ACCESSORIES
    • (+) (-) TOYS & GAMES
  • (+) (-) CONSUMER STAPLES
    • (+) (-) BEVERAGES
    • (+) (-) FOOD PRODUCTS
    • (+) (-) HOUSEHOLD PRODUCTS
    • (+) (-) PERSONAL PRODUCTS
    • (+) (-) RETAIL - FOOD & DRUG
    • (+) (-) TOBACCO
    • (+) (-) CONSUMER STAPLES
  • (+) (-) ENERGY
    • (+) (-) ENERGY EQUIPMENT & SERVICES
    • (+) (-) ENERGY PRODUCERS
    • (+) (-) ENERGY
  • (+) (-) FINANCE
    • (+) (-) ASSET MANAGEMENT
    • (+) (-) BANKS & THRIFTS
    • (+) (-) CLOSED-END FUND - DEBT
    • (+) (-) CLOSED-END FUND - EQUITY
    • (+) (-) CREDIT SERVICES
    • (+) (-) DIVERSIFIED INVESTMENTS
    • (+) (-) FOREIGN MONEY CENTER BANKS
    • (+) (-) FOREIGN REGIONAL BANKS
    • (+) (-) GENERAL FINANCE
    • (+) (-) INSURANCE
    • (+) (-) INVESTMENT BROKERAGE - NATIONAL
    • (+) (-) MONEY CENTER BANKS
    • (+) (-) MORTGAGE INVESTMENT
    • (+) (-) PROPERTY & CASUALTY INSURANCE
    • (+) (-) PROPERTY MANAGEMENT
    • (+) (-) REAL ESTATE & REITS
    • (+) (-) REAL ESTATE DEVELOPMENT
    • (+) (-) REGIONAL - MID-ATLANTIC BANKS
    • (+) (-) REGIONAL - MIDWEST BANKS
    • (+) (-) REGIONAL - NORTHEAST BANKS
    • (+) (-) REGIONAL - PACIFIC BANKS
    • (+) (-) REGIONAL - SOUTHEAST BANKS
    • (+) (-) REIT - DIVERSIFIED
    • (+) (-) REIT - HOTEL/MOTEL
    • (+) (-) REIT - INDUSTRIAL
    • (+) (-) REIT - RESIDENTIAL
    • (+) (-) REIT - RETAIL
    • (+) (-) SAVINGS & LOANS
    • (+) (-) SURETY & TITLE INSURANCE
    • (+) (-) FINANCE
  • (+) (-) HEALTH CARE
    • (+) (-) BIOTECHNOLOGY & LIFE SCIENCES
    • (+) (-) HEALTH CARE SERVICES
    • (+) (-) HEALTH CARE SUPPLIES
    • (+) (-) PHARMACEUTICALS
    • (+) (-) HEALTH CARE
    • (+) (-) DIAGNOSTIC SUBSTANCES
    • (+) (-) DRUG DELIVERY
    • (+) (-) DRUG MANUFACTURERS - MAJOR
    • (+) (-) DRUG MANUFACTURERS - OTHER
    • (+) (-) DRUG RELATED PRODUCTS
    • (+) (-) DRUGS - GENERIC
    • (+) (-) HEALTH CARE PLANS
    • (+) (-) HOME HEALTH CARE
    • (+) (-) MEDICAL APPLIANCES & EQUIPMENT
    • (+) (-) MEDICAL INSTRUMENTS & SUPPLIES
    • (+) (-) MEDICAL LABORATORIES & RESEARCH
  • (+) (-) INDUSTRIALS
    • (+) (-) AEROSPACE & DEFENSE
    • (+) (-) COMMERCIAL SERVICES & SUPPLIES
    • (+) (-) CONGLOMERATES
    • (+) (-) CONSTRUCTION & ENGINEERING
    • (+) (-) DISTRIBUTORS
    • (+) (-) DIVERSIFIED MACHINERY
    • (+) (-) ELECTRICAL EQUIPMENT
    • (+) (-) ENGINEERING & CONSTRUCTION
    • (+) (-) FARM & CONSTRUCTION MACHINERY
    • (+) (-) GENERAL BUILDING MATERIALS
    • (+) (-) GENERAL CONTRACTORS
    • (+) (-) INDUSTRIAL EQUIPMENT & COMPONENTS
    • (+) (-) MACHINE TOOLS & ACCESSORIES
    • (+) (-) MACHINERY
    • (+) (-) MANUFACTURED HOUSING
    • (+) (-) METAL FABRICATION
    • (+) (-) MISCELLANEOUS
    • (+) (-) POLLUTION & TREATMENT CONTROLS
    • (+) (-) RESIDENTIAL CONSTRUCTION
    • (+) (-) SMALL TOOLS & ACCESSORIES
    • (+) (-) TEXTILE INDUSTRIAL
    • (+) (-) WASTE MANAGEMENT
    • (+) (-) INDUSTRIALS
  • (+) (-) INFORMATION TECHNOLOGY
    • (+) (-) APPLICATION SOFTWARE
    • (+) (-) BUSINESS SOFTWARE & SERVICES
    • (+) (-) COMMUNICATIONS EQUIPMENT
    • (+) (-) COMPUTER BASED SYSTEMS
    • (+) (-) COMPUTER PERIPHERALS
    • (+) (-) COMPUTERS & PERIPHERALS
    • (+) (-) DIVERSIFIED COMMUNICATION SERVICES
    • (+) (-) DIVERSIFIED ELECTRONICS
    • (+) (-) ELECTRONIC EQUIPMENT
    • (+) (-) INFORMATION & DELIVERY SERVICES
    • (+) (-) INFORMATION TECHNOLOGY SERVICES
    • (+) (-) INTERNET & IT SERVICES
    • (+) (-) INTERNET INFORMATION PROVIDERS
    • (+) (-) INTERNET SERVICE PROVIDERS
    • (+) (-) INTERNET SOFTWARE & SERVICES
    • (+) (-) LONG DISTANCE CARRIERS
    • (+) (-) MULTIMEDIA & GRAPHICS SOFTWARE
    • (+) (-) NETWORKING & COMMUNICATION DEVICES
    • (+) (-) PRINTED CIRCUIT BOARDS
    • (+) (-) PROCESSING SYSTEMS & PRODUCTS
    • (+) (-) SCIENTIFIC & TECHNICAL INSTRUMENTS
    • (+) (-) SEMICONDUCTOR - BROAD LINE
    • (+) (-) SEMICONDUCTOR - INTEGRATED CIRCUITS
    • (+) (-) SEMICONDUCTOR - SPECIALIZED
    • (+) (-) SEMICONDUCTOR EQUIPMENT & MATERIALS
    • (+) (-) SEMICONDUCTORS
    • (+) (-) SOFTWARE
    • (+) (-) TECHNICAL & SYSTEM SOFTWARE
    • (+) (-) TELECOM SERVICES - DOMESTIC
    • (+) (-) TELECOM SERVICES - FOREIGN
    • (+) (-) WIRELESS COMMUNICATIONS
    • (+) (-) INFORMATION TECHNOLOGY
  • (+) (-) MATERIALS
    • (+) (-) CHEMICALS
    • (+) (-) COPPER
    • (+) (-) GOLD
    • (+) (-) INDEPENDENT OIL & GAS
    • (+) (-) INDUSTRIAL METALS & MATERIALS
    • (+) (-) MAJOR INTEGRATED OIL & GAS
    • (+) (-) MINING
    • (+) (-) NONMETALLIC MINERAL MINING
    • (+) (-) OIL & GAS DRILLING & EXPLORATION
    • (+) (-) OIL & GAS EQUIPMENT & SERVICES
    • (+) (-) OIL & GAS PIPELINES
    • (+) (-) OIL & GAS REFINING & MARKETING
    • (+) (-) PAPER & PACKAGING
    • (+) (-) SILVER
    • (+) (-) SPECIALTY CHEMICALS
    • (+) (-) SYNTHETICS
    • (+) (-) MATERIALS
  • (+) (-) MUTUAL FUND
    • (+) (-) AGGRESSIVE ALLOCATION
    • (+) (-) BANK LOAN
    • (+) (-) BEAR MARKET
    • (+) (-) CHINA REGION
    • (+) (-) COMMODITIES BROAD BASKET
    • (+) (-) COMMUNICATIONS
    • (+) (-) CONSERVATIVE ALLOCATION
    • (+) (-) CONSUMER CYCLICAL
    • (+) (-) CONSUMER DEFENSIVE
    • (+) (-) CONVERTIBLES
    • (+) (-) CURRENCY
    • (+) (-) DIVERSIFIED EMERGING MKTS
    • (+) (-) DIVERSIFIED PACIFIC/ASIA
    • (+) (-) EMERGING MARKETS BOND
    • (+) (-) EQUITY ENERGY
    • (+) (-) EQUITY PRECIOUS METALS
    • (+) (-) EUROPE EX-UK LARGE-CAP EQUITY
    • (+) (-) EUROPE STOCK
    • (+) (-) FINANCIAL
    • (+) (-) FOREIGN LARGE BLEND
    • (+) (-) FOREIGN LARGE GROWTH
    • (+) (-) FOREIGN LARGE VALUE
    • (+) (-) FOREIGN SMALL/MID BLEND
    • (+) (-) FOREIGN SMALL/MID GROWTH
    • (+) (-) FOREIGN SMALL/MID VALUE
    • (+) (-) GLOBAL REAL ESTATE
    • (+) (-) HEALTH
    • (+) (-) HIGH YIELD BOND
    • (+) (-) HIGH YIELD MUNI
    • (+) (-) INDIA EQUITY
    • (+) (-) INDUSTRIALS
    • (+) (-) INFLATION-PROTECTED BOND
    • (+) (-) INTERMEDIATE GOVERNMENT
    • (+) (-) INTERMEDIATE-TERM BOND
    • (+) (-) JAPAN STOCK
    • (+) (-) LARGE BLEND
    • (+) (-) LARGE GROWTH
    • (+) (-) LARGE VALUE
    • (+) (-) LATIN AMERICA STOCK
    • (+) (-) LONG GOVERNMENT
    • (+) (-) LONG-TERM BOND
    • (+) (-) LONG/SHORT EQUITY
    • (+) (-) MANAGED FUTURES
    • (+) (-) MARKET NEUTRAL
    • (+) (-) MID-CAP BLEND
    • (+) (-) MID-CAP GROWTH
    • (+) (-) MID-CAP VALUE
    • (+) (-) MISCELLANEOUS REGION
    • (+) (-) MISCELLANEOUS SECTOR
    • (+) (-) MODERATE ALLOCATION
    • (+) (-) MULTIALTERNATIVE
    • (+) (-) MULTISECTOR BOND
    • (+) (-) MUNI CALIFORNIA INTERMEDIATE
    • (+) (-) MUNI CALIFORNIA LONG
    • (+) (-) MUNI MASSACHUSETTS
    • (+) (-) MUNI MINNESOTA
    • (+) (-) MUNI NATIONAL INTERM
    • (+) (-) MUNI NATIONAL LONG
    • (+) (-) MUNI NATIONAL SHORT
    • (+) (-) MUNI NEW JERSEY
    • (+) (-) MUNI NEW YORK INTERMEDIATE
    • (+) (-) MUNI NEW YORK LONG
    • (+) (-) MUNI OHIO
    • (+) (-) MUNI PENNSYLVANIA
    • (+) (-) MUNI SHORT
    • (+) (-) MUNI SINGLE STATE INTERM
    • (+) (-) MUNI SINGLE STATE LONG
    • (+) (-) MUNI SINGLE STATE SHORT
    • (+) (-) NATURAL RESOURCES
    • (+) (-) NONTRADITIONAL BOND
    • (+) (-) PACIFIC/ASIA EX-JAPAN STK
    • (+) (-) PREFERRED STOCK
    • (+) (-) REAL ESTATE
    • (+) (-) SHORT GOVERNMENT
    • (+) (-) SHORT-TERM BOND
    • (+) (-) SMALL BLEND
    • (+) (-) SMALL GROWTH
    • (+) (-) SMALL VALUE
    • (+) (-) TACTICAL ALLOCATION
    • (+) (-) TARGET DATE 2011-2015
    • (+) (-) TARGET DATE 2016-2020
    • (+) (-) TARGET DATE 2021-2025
    • (+) (-) TARGET DATE 2031-2035
    • (+) (-) TARGET DATE 2036-2040
    • (+) (-) TECHNOLOGY
    • (+) (-) ULTRASHORT BOND
    • (+) (-) UTILITIES
    • (+) (-) WORLD ALLOCATION
    • (+) (-) WORLD BOND
    • (+) (-) WORLD STOCK
  • (+) (-) SERVICES
    • (+) (-) ADVERTISING AGENCIES
    • (+) (-) AIR SERVICES, OTHER
    • (+) (-) APPAREL STORES
    • (+) (-) AUTO PARTS WHOLESALE
    • (+) (-) BASIC MATERIALS WHOLESALE
    • (+) (-) BROADCASTING - RADIO
    • (+) (-) BUSINESS SERVICES
    • (+) (-) CATALOG & MAIL ORDER HOUSES
    • (+) (-) CATV SYSTEMS
    • (+) (-) CONSUMER SERVICES
    • (+) (-) DEPARTMENT STORES
    • (+) (-) EDUCATION & TRAINING SERVICES
    • (+) (-) ENTERTAINMENT - DIVERSIFIED
    • (+) (-) FOOD WHOLESALE
    • (+) (-) GAMING ACTIVITIES
    • (+) (-) GROCERY STORES
    • (+) (-) HOME IMPROVEMENT STORES
    • (+) (-) INDUSTRIAL EQUIPMENT WHOLESALE
    • (+) (-) JEWELRY STORES
    • (+) (-) LODGING
    • (+) (-) MAJOR AIRLINES
    • (+) (-) MANAGEMENT SERVICES
    • (+) (-) MARKETING SERVICES
    • (+) (-) MOVIE PRODUCTION, THEATERS
    • (+) (-) PERSONAL SERVICES
    • (+) (-) PUBLISHING - NEWSPAPERS
    • (+) (-) REGIONAL AIRLINES
    • (+) (-) RESEARCH SERVICES
    • (+) (-) RESORTS & CASINOS
    • (+) (-) RESTAURANTS
    • (+) (-) SECURITY & PROTECTION SERVICES
    • (+) (-) SHIPPING
    • (+) (-) SPECIALTY RETAIL, OTHER
    • (+) (-) SPORTING ACTIVITIES
    • (+) (-) STAFFING & OUTSOURCING SERVICES
    • (+) (-) TECHNICAL SERVICES
    • (+) (-) TRUCKING
  • (+) (-) TRANSPORTS
    • (+) (-) AIRLINES & AIR SERVICES
    • (+) (-) MARINE
    • (+) (-) RAILROADS
    • (+) (-) TRUCKING
    • (+) (-) TRANSPORTS
  • (+) (-) UTILITIES & TELECOMMUNICATIONS
    • (+) (-) TELECOMMUNICATIONS
    • (+) (-) UTILITIES - ELECTRIC
    • (+) (-) UTILITIES - ELECTRICITY
    • (+) (-) UTILITIES - GAS
    • (+) (-) UTILITIES - MULTILINE
    • (+) (-) UTILITIES - WATER
    • (+) (-) UTILITIES & TELECOMMUNICATIONS
  • (+) (-) REAL ESTATE
    • (+) (-) REAL ESTATE
< Back

Hedging Strategies

Simple Short Exposure. This strategy effectively shorts the S&P 500 by buying shares in the S&P 500 Short ETF. Simple Hedging will assume that 100% of the backtest's invested principal is always in the backtest's long positions.

For example, if you choose a 25% hedging rate, then for a $10,000 portfolio, you will be long $10,000 and have a $2,500 short on the S&P 500. The short position will adjust each rebalancing period to match 25% of the total portfolio. Any gains/losses from the short are added to the overall available capital for the long positions in the portfolio.

Moving Average Hedge. With this strategy, your portfolio will be hedged by shorting the S&P 500 whenever your long portfolio's performance drops below the monthly moving average. So if you set a 25% hedge, 25% of your long portfolio will be sold and the funds reallocated to the short whenever the hedge is in effect. Once your long portfolio performance goes back over the moving average, the short hedge will be removed and the funds from the short will be reallocated to your long positions.

When hedging strategies are being used, backtests can only go back as far as 2006. This is the date the S&P 500 Short ETF first appeared.

Pro subscription required to use hedging strategies

the moving average that will determine when hedging is on or off

Stock Sell Buffer

You can optionally include a stock sell buffer in your backtesting model. It works by keeping a stock in your portfolio even when it would otherwise drop out during rebalancing as long as it remains within your sell buffer threshold. For example, you are backtesting with the top 20 stocks each quarter and set a sell buffer of 50. In the first quarter, AAPL is one of the top 20 stocks and is included in the portfolio. In quarter 2, AAPL drops down to number 25. Without the sell buffer, AAPL would drop out for that quarter, but since it is still within the sell buffer threshold of 50, it will remain in the portfolio. Your portfolio size remains the same. The stocks that would have fallen out stay in and the stocks that would otherwise have been added stay out. Using the sell buffer may help produce a lower turnover rate.

Rebalancing Frequency

By default backtester rebalances quarterly using new 13F filing data. You can adjust the rebalancing frequency using the dropdown below. Reasons for changing the frequency include lower turnover and possible tax advantages by keeping stocks at least one year before selling.


How many days after the end-of-quarter date before doing the backtest? (0 - 60)

DAYS

Starting Quarter

By default backtester will test your strategy using all available dates going back to 2001 (for subscribers only). You can optionally adjust when the backtest actually starts.

GENERATE REPORT

Backtest Results:

Download Backtest Data to Excel Downloading. Please wait..... Log in to start tracking this backtest
No report has been run

As of 2016-09-07

As a non-subscriber you are limited to the past two years of filing data. Subscribe now and backtest using data as far back as 2001
No Data Available.
  YTD 1Y 2Y 3Y 5Y 7Y 10Y Total Return Annualized Std Dev Sortino
Whale(s) Unhedged Portfolio % 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% % % %
Hedged Portfolio % 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% % % %
% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% % % %

Current Holdings Rebalanced on
Click the "Download Backtest Data to Excel" link above to see all stock activity

Stock Name % of Portfolio Avg Price Per Share
(total returns price)		 Total Return
as of 2016-09-07		 Original Purchase Date
%
*** Currently using *** %

Ending Sector Allocation

No Data Available.
Refresh Advanced Export

Click to See Additional Filters

Security Types:

Changes in Holdings:

Refresh
Individual Manager Holdings
 
*Shares are split adjusted
Click here to report any possible errors with this listing.
13F Filings Available:
  • 2016-06-30 - 13F-HR (Subscription required)
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
  • 2014-03-31 - 13F-HR (Subscription required)
  • 2013-12-31 - 13F-HR (Subscription required)
  • 2013-09-30 - 13F-HR (Subscription required)
  • 2013-06-30 - 13F-HR (Subscription required)
  • 2013-03-31 - 13F-HR (Subscription required)
  • 2012-12-31 - 13F-HR (Subscription required)
  • 2012-09-30 - 13F-HR (Subscription required)
  • 2012-06-30 - 13F-HR (Subscription required)
  • 2012-03-31 - 13F-HR (Subscription required)
  • 2011-12-31 - 13F-HR (Subscription required)
  • 2011-09-30 - 13F-HR (Subscription required)
  • 2011-06-30 - 13F-HR (Subscription required)
  • 2011-03-31 - 13F-HR (Subscription required)
  • 2010-12-31 - 13F-HR (Subscription required)
  • 2010-09-30 - 13F-HR/A (Subscription required)
  • 2010-09-30 - 13F-HR (Subscription required)
  • 2010-06-30 - 13F-HR (Subscription required)
  • 2010-03-31 - 13F-HR (Subscription required)
  • 2009-12-31 - 13F-HR (Subscription required)
  • 2009-09-30 - 13F-HR/A (Subscription required)
  • 2009-09-30 - 13F-HR (Subscription required)
  • 2009-06-30 - 13F-HR (Subscription required)
  • 2009-03-31 - 13F-HR (Subscription required)
  • 2008-12-31 - 13F-HR/A (Subscription required)
  • 2008-12-31 - 13F-HR (Subscription required)
  • 2008-09-30 - 13F-HR (Subscription required)
  • 2008-06-30 - 13F-HR (Subscription required)
  • 2008-03-31 - 13F-HR (Subscription required)
  • 2007-12-31 - 13F-HR (Subscription required)
  • 2007-09-30 - 13F-HR (Subscription required)
  • 2007-06-30 - 13F-HR/A (Subscription required)
  • 2007-06-30 - 13F-HR (Subscription required)
  • 2007-03-31 - 13F-HR (Subscription required)
  • 2006-12-31 - 13F-HR (Subscription required)
  • 2006-09-30 - 13F-HR/A (Subscription required)
  • 2006-09-30 - 13F-HR (Subscription required)
  • 2006-06-30 - 13F-HR (Subscription required)
  • 2006-03-31 - 13F-HR (Subscription required)
  • 2005-12-31 - 13F-HR (Subscription required)
  • 2005-09-30 - 13F-HR (Subscription required)
  • 2005-06-30 - 13F-HR/A (Subscription required)
  • 2005-06-30 - 13F-HR (Subscription required)
  • 2005-03-31 - 13F-HR/A (Subscription required)
  • 2005-03-31 - 13F-HR (Subscription required)
  • 2004-12-31 - 13F-HR (Subscription required)
  • 2004-09-30 - 13F-HR (Subscription required)
  • 2004-06-30 - 13F-HR (Subscription required)
  • 2004-03-31 - 13F-HR (Subscription required)
  • 2003-12-31 - 13F-HR/A (Subscription required)
  • 2003-12-31 - 13F-HR/A (Subscription required)
  • 2003-12-31 - 13F-HR (Subscription required)
  • 2003-09-30 - 13F-HR/A (Subscription required)
  • 2003-09-30 - 13F-HR/A (Subscription required)
  • 2003-09-30 - 13F-HR (Subscription required)
  • 2003-06-30 - 13F-HR/A (Subscription required)
  • 2003-06-30 - 13F-HR/A (Subscription required)
  • 2003-06-30 - 13F-HR (Subscription required)
  • 2003-03-31 - 13F-HR/A (Subscription required)
  • 2003-03-31 - 13F-HR/A (Subscription required)
  • 2003-03-31 - 13F-HR (Subscription required)
  • 2002-12-31 - 13F-HR/A (Subscription required)
  • 2002-12-31 - 13F-HR/A (Subscription required)
  • 2002-12-31 - 13F-HR (Subscription required)

View Last Form Adv Compilation Report on Record

MASON CAPITAL MANAGEMENT LLC
Classified as Hedge Fund
110 E. 59TH STREET 30TH FL
NEW YORK NY    10022-1304
Country: United States
Business Phone: 212-771-1200
Fax: 212-644-4264
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Liability Company
Organized in: DE
Number of employees: 19
Other Business Activities: commodity pool operator or commodity trading advisor
Advisor Fees/Compensation: Percentage of assets under management,Performance-based fees
Amount of client funds and securities: 0
Total Number of Clients: 0
Amount of client funds and securities by related persons: 6,965,980,000
Total Number of clients from related persons: 3
Disclosures:
Data above was derived from SEC filings.

Schedule 13D and 13G events since 06/30/2016

Subscription required

Form 4 - Non-derivative Insider Transactions Since 06/30/2016

No Form 4's are available

WhaleScore history for MASON CAPITAL MANAGEMENT LLC

You must have a subscription to view WhaleScore histories

Elevate your investments

or Learn more
×

Advanced 13F Analysis and Statistics (Free Quarterly Newsletter)

Sign up for our free quarterly newsletter providing analysis after the 13F filing deadline. Download the newsletter from a prior quarter
Email Address
×

Receive Free Quarterly 13F Analysis

Sign up for our free quarterly newsletter providing analysis after the 13F filing deadline. Download the newsletter from a prior quarter
Email Address
Powered By Drip