Location: Newtown, PA
CIK: 0001185072 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value: $903M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ENERGY SELECT SECTOR SPDR | 3,592,600 | $284M | 31.5% | — | — | Call | 81369Y906 |
| SHY | ISHARES 1-3 YEAR TREASURY BO | 849,753 | $71.76M | 7.9% | $84.50 | — | ETP | 464287457 |
| — | ISHARES CHINA LARGE-CAP ETF | 1,391,600 | $57.92M | 6.4% | — | — | Put | 464287954 |
| DAL | DELTA AIR LINES INC | 769,251 | $37.84M | 4.2% | $30.57 | +20.5% | Common Stock | 247361702 |
| AIZ | ASSURANT INC | 490,029 | $33.53M | 3.7% | $52.12 | +2.4% | Common Stock | 04621X108 |
| VLO | VALERO ENERGY CORP | 577,292 | $28.58M | 3.2% | $29.42 | +7.1% | Common Stock | 91913Y100 |
| — | STAPLES INC | 1,266,024 | $22.94M | 2.5% | $11.48 | — | Common Stock | 855030102 |
| BBY | BEST BUY CO INC | 555,963 | $21.67M | 2.4% | $18.03 | +30.0% | Common Stock | 086516101 |
| — | HEWLETT-PACKARD CO | 467,586 | $18.76M | 2.1% | $32.50 | — | Common Stock | 428236103 |
| GHC | GRAHAM HOLDINGS CO-CLASS B | 21,321 | $18.42M | 2.0% | $372.42 | +17.8% | Common Stock | 384637104 |
| ALL | ALLSTATE CORP | 247,780 | $17.41M | 1.9% | $47.04 | +9.9% | Common Stock | 020002101 |
| MPC | MARATHON PETROLEUM CORP | 173,549 | $15.66M | 1.7% | $30.07 | +4.2% | Common Stock | 56585A102 |
| UNM | UNUM GROUP | 421,026 | $14.69M | 1.6% | $30.98 | +9.0% | Common Stock | 91529Y106 |
| F | FORD MOTOR CO | 914,937 | $14.18M | 1.6% | $8.65 | -5.6% | Common Stock | 345370860 |
| XLB | MATERIALS SELECT SECTOR SPDR | 281,579 | $13.68M | 1.5% | $46.45 | — | ETP | 81369Y100 |
| XRT | SPDR S&P RETAIL ETF | 115,513 | $11.09M | 1.2% | $96.01 | — | ETP | 78464A714 |
| CVS | CVS HEALTH CORP | 94,951 | $9.144M | 1.0% | $54.41 | +18.5% | Common Stock | 126650100 |
| KSS | KOHLS CORP | 149,464 | $9.124M | 1.0% | $56.59 | +2.1% | Common Stock | 500255104 |
| CTAS | CINTAS CORP | 116,085 | $9.106M | 1.0% | $13.62 | +17.4% | Common Stock | 172908105 |
| XLU | UTILITIES SELECT SECTOR SPDR | 184,740 | $8.723M | 1.0% | $41.36 | — | ETP | 81369Y886 |
| XLY | CONSUMER DISCRETIONARY SELT | 120,694 | $8.708M | 1.0% | $63.14 | — | ETP | 81369Y407 |
| GD | GENERAL DYNAMICS CORP | 61,750 | $8.498M | 0.9% | $87.68 | +22.1% | Common Stock | 369550108 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 148,130 | $8.381M | 0.9% | $49.40 | — | ETP | 81369Y704 |
| XLP | CONSUMER STAPLES SPDR | 172,109 | $8.346M | 0.9% | $42.26 | — | ETP | 81369Y308 |
| FISV | FISERV INC | 117,461 | $8.336M | 0.9% | $30.13 | +13.6% | Common Stock | 337738108 |
| XLV | HEALTH CARE SELECT SECTOR | 121,508 | $8.309M | 0.9% | $55.36 | — | ETP | 81369Y209 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 198,401 | $8.204M | 0.9% | $37.54 | — | ETP | 81369Y803 |
| — | DOW CHEMICAL CO/THE | 172,750 | $7.879M | 0.9% | $48.59 | — | Common Stock | 260543103 |
| GME | GAMESTOP CORP-CLASS A | 223,106 | $7.541M | 0.8% | $6.93 | +3.4% | Common Stock | 36467W109 |
| — | SPDR S&P OIL & GAS EXP & PR | 149,340 | $7.147M | 0.8% | $47.86 | — | ETP | 78464A730 |
| — | NOBLE CORP PLC | 348,384 | $5.773M | 0.6% | $22.22 | — | Common Stock | G65431101 |
| RIG | TRANSOCEAN LTD | 253,821 | $4.653M | 0.5% | $39.12 | -36.1% | Common Stock | H8817H100 |
| — | DR PEPPER SNAPPLE GROUP INC | 61,037 | $4.375M | 0.5% | $64.44 | — | Common Stock | 26138E109 |
| BDX | BECTON DICKINSON AND CO | 30,659 | $4.267M | 0.5% | $91.73 | +17.6% | Common Stock | 075887109 |
| UNP | UNION PACIFIC CORP | 35,286 | $4.204M | 0.5% | $80.48 | +11.2% | Common Stock | 907818108 |
| MAR | MARRIOTT INTERNATIONAL -CL A | 53,384 | $4.166M | 0.5% | $60.66 | +9.1% | Common Stock | 571903202 |
| MRSH | MARSH & MCLENNAN COS | 71,671 | $4.102M | 0.5% | $38.93 | +16.1% | Common Stock | 571748102 |
| — | CR BARD INC | 24,471 | $4.077M | 0.5% | $148.28 | — | Common Stock | 067383109 |
| BALL | BALL CORP | 57,349 | $3.91M | 0.4% | $28.40 | +3.6% | Common Stock | 058498106 |
| APH | AMPHENOL CORP-CL A | 72,278 | $3.889M | 0.4% | $11.39 | +1.1% | Common Stock | 032095101 |
| — | RAYTHEON COMPANY | 35,211 | $3.808M | 0.4% | $98.92 | — | Common Stock | 755111507 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 84,532 | $3.518M | 0.4% | $36.33 | — | ETP | 464287184 |
| EPHE | ISHARES MSCI PHILIPPINES ETF | 89,073 | $3.403M | 0.4% | $36.97 | — | ETP | 46429B408 |
| ECL | ECOLAB INC | 32,047 | $3.35M | 0.4% | $86.59 | +11.7% | Common Stock | 278865100 |
| — | CLIFFS NATURAL RESOURCES INC | 458,463 | $3.273M | 0.4% | $20.46 | — | Common Stock | 18683K101 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 131,725 | $3.258M | 0.4% | $20.23 | — | ETP | 81369Y605 |
| EPI | WISDOMTREE INDIA EARNINGS | 147,740 | $3.258M | 0.4% | $20.27 | — | ETP | 97717W422 |
| TUR | ISHARES MSCI TURKEY ETF | 48,166 | $2.616M | 0.3% | $54.82 | — | ETP | 464286715 |
| THD | ISHARES MSCI THAILAND CAPPED | 33,369 | $2.585M | 0.3% | $77.82 | — | ETP | 464286624 |
| — | AMTRUST FINANCIAL SERVICES | 43,288 | $2.435M | 0.3% | $36.35 | — | Common Stock | 032359309 |
| EIDO | ISHARES MSCI INDONESIA ETF | 77,226 | $2.119M | 0.2% | $26.44 | — | ETP | 46429B309 |
| XME | SPDR S&P METALS & MINING ETF | 63,274 | $1.953M | 0.2% | $30.87 | — | ETP | 78464A755 |
| CNO | CNO FINANCIAL GROUP INC | 108,408 | $1.867M | 0.2% | $9.71 | +40.4% | Common Stock | 12621E103 |
| — | ISHARES MSCI TAIWAN ETF | 115,548 | $1.746M | 0.2% | $14.59 | — | ETP | 464286731 |
| LYB | LYONDELLBASELL INDU-CL A | 20,055 | $1.592M | 0.2% | $59.21 | -19.3% | Common Stock | N53745100 |
| — | AMERICAN EQUITY INVT LIFE HL | 48,114 | $1.404M | 0.2% | $24.78 | — | Common Stock | 025676206 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,445 | $1.205M | 0.1% | $68.35 | +22.7% | Common Stock | 398905109 |
| — | DEAN FOODS CO | 60,745 | $1.177M | 0.1% | $19.38 | — | Common Stock | 242370203 |
| FAF | FIRST AMERICAN FINANCIAL | 29,679 | $1.006M | 0.1% | $21.37 | 0.0% | Common Stock | 31847R102 |
| — | SANDERSON FARMS INC | 11,735 | $986K | 0.1% | $79.95 | — | Common Stock | 800013104 |
| — | COOPER TIRE & RUBBER | 27,904 | $967K | 0.1% | $34.65 | — | Common Stock | 216831107 |
| KALU | KAISER ALUMINUM CORP | 12,836 | $917K | 0.1% | $45.31 | +12.9% | Common Stock | 483007704 |
| — | APOLLO INVESTMENT CORP | 116,266 | $863K | 0.1% | $8.17 | — | Common Stock | 03761U106 |
| — | MDC HOLDINGS INC | 32,498 | $860K | 0.1% | $29.63 | — | Common Stock | 552676108 |
| — | ARLINGTON ASSET INVESTMENT-A | 31,895 | $849K | 0.1% | $26.62 | — | Common Stock | 041356205 |
| ANDE | ANDERSONS INC/THE | 15,634 | $831K | 0.1% | $43.72 | +2.5% | Common Stock | 034164103 |
| — | WESTERN REFINING INC | 19,979 | $755K | 0.1% | $37.79 | — | Common Stock | 959319104 |
| UVV | UNIVERSAL CORP/VA | 16,583 | $729K | 0.1% | $53.23 | -20.8% | Common Stock | 913456109 |
| — | DELEK US HOLDINGS INC | 25,310 | $690K | 0.1% | $27.26 | — | Common Stock | 246647101 |
| GPRE | GREEN PLAINS INC | 24,555 | $608K | 0.1% | $29.97 | 0.0% | Common Stock | 393222104 |
| — | GULFMARK OFFSHORE INC-CL A | 24,529 | $599K | 0.1% | $24.42 | — | Common Stock | 402629208 |
| JACK | JACK IN THE BOX INC | 6,607 | $528K | 0.1% | $64.12 | +13.6% | Common Stock | 466367109 |
| — | BANK OF THE OZARKS | 12,985 | $492K | 0.1% | $45.01 | — | Common Stock | 063904106 |
| CW | CURTISS-WRIGHT CORP | 6,669 | $471K | 0.1% | $62.49 | +4.2% | Common Stock | 231561101 |
| — | ICONIX BRAND GROUP INC | 10,943 | $370K | 0.0% | $38.91 | — | Common Stock | 451055107 |
| XLE | ENERGY SELECT SECTOR SPDR | 3,224 | $255K | 0.0% | $80.29 | — | ETP | 81369Y506 |
| TRGP | TARGA RESOURCES CORP | 2,319 | $246K | 0.0% | $57.71 | +17.7% | Common Stock | 87612G101 |
| — | KNIGHT TRANSPORTATION INC | 7,264 | $245K | 0.0% | $33.73 | — | Common Stock | 499064103 |
| VAC | MARRIOTT VACATIONS WORLD | 3,215 | $240K | 0.0% | $69.53 | 0.0% | Common Stock | 57164Y107 |
| PZZA | PAPA JOHN'S INTL INC | 4,204 | $235K | 0.0% | $38.65 | +1.4% | Common Stock | 698813102 |
| MANH | MANHATTAN ASSOCIATES INC | 5,604 | $228K | 0.0% | $34.97 | +9.4% | Common Stock | 562750109 |
| CHE | CHEMED CORP | 1,950 | $206K | 0.0% | $100.78 | 0.0% | Common Stock | 16359R103 |
| — | BANCORPSOUTH INC | 9,035 | $203K | 0.0% | $24.33 | — | Common Stock | 059692103 |
| — | TREEHOUSE FOODS INC | 2,341 | $200K | 0.0% | $85.43 | — | Common Stock | 89469A104 |
| — | TEAM HEALTH HOLDINGS INC | 3,375 | $194K | 0.0% | $57.48 | — | Common Stock | 87817A107 |
| CALM | CAL-MAINE FOODS INC | 4,153 | $162K | 0.0% | $30.42 | 0.0% | Common Stock | 128030202 |
| TRV | TRAVELERS COS INC/THE | 780 | $83,000 | 0.0% | $64.62 | +22.2% | Common Stock | 89417E109 |