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Fairfax portfolio changes


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Has Level III required a capital infusion lately or is Fairfax investing purely on their own free will? ie was an investment necessary or is this a purely offensive play?

 

Also, does anyone know if Southeastern has increased their stake as well in Q3?

 

Southeastern added some shares in q3.

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Has Level III required a capital infusion lately or is Fairfax investing purely on their own free will? ie was an investment necessary or is this a purely offensive play?

 

Also, does anyone know if Southeastern has increased their stake as well in Q3?

 

I haven't done the math, but a large portion of that increase in common is likely related to the conversion agreement between LVLT and FFH that was signed this summer.

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A_Hamilton, what is the totalreturn swap you are talking about

 

Average purchase price on rimm to be closer to 40.

 

I am thinking the holdings in Rim and A are probably under reported.  The 13 F only deals with buys and sells by US subs.  Canadian subs may hold another 2-3 million shares of RIM that are not required to report. 

 

 

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A_Hamilton, what is the totalreturn swap you are talking about

 

Average purchase price on rimm to be closer to 40.

 

I am thinking the holdings in Rim and A are probably under reported.  The 13 F only deals with buys and sells by US subs.  Canadian subs may hold another 2-3 million shares of RIM that are not required to report.

 

According to the ORH Q3 NAIC filing there are two TRS wrt RIMM

40mil notional at 28.3749 (7/11/11)

40mil notional at 27.286 (7/15/11)

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It's also interesting to see additional TRS that look to be short positions against the following:

 

BHP Billiton 70mil at 95 (5/11/11)

Freeport 62.8mil at 55.9 (5/11/11)

Rio Tinto 63mil at 74.7 (5/11/11)

 

Looks like Watsa agrees with his buddy Jim Chanos, I know Chanos is short the 1st and 3rd.

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Where did the Kraft share go, did he do a total return swap on them?

 

BeerBaron

 

Yes.  In the ORH filing, there is $94 million notional TRS with $31.64 strike price.  There is probably more elsewhere.

 

Also notable are the following TRS positions at ORH:

 

WFC -- $226 million notional at $25.45

USB -- $159 million notional at $22.17

 

FFH is going to make a killing on these WFC and USB total return swaps.  Funny, though, how people still insist that you don't want to be in financials at these price levels.

 

Side question.  Why doesn't FFH put their insurance filings on their website?  Are they barred from doing this by NAIC?  If not, they should put all such filings online for the benefit of shareholders.

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Also notable are the following TRS positions at ORH:

 

WFC -- $226 billion notional at $25.45

USB -- $159 billion notional at $22.17

 

 

thx for digging up these TRS disclosures. but i think those notional values for wfc & usb should be in millions not billions.

 

 

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Also notable are the following TRS positions at ORH:

 

WFC -- $226 billion notional at $25.45

USB -- $159 billion notional at $22.17

 

 

thx for digging up these TRS disclosures. but i think those notional values for wfc & usb should be in millions not billions.

 

Whoops, sorry about that!  Yes, you're right.  Those should be millions.  I will edit.

 

Billions in notional would have been scary, wouldn't it?

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It's also interesting to see additional TRS that look to be short positions against the following:

 

BHP Billiton 70mil at 95 (5/11/11)

Freeport 62.8mil at 55.9 (5/11/11)

Rio Tinto 63mil at 74.7 (5/11/11)

 

Interesting. Watsa has been saying that sooner or later the natural resources/minerals guys will suffer a correction; He does put his money where his mouth is.

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