Location: Newtown, PA
CIK: 0001185072 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $521M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SHY | ISHARES 1-3 YEAR TREASURY BO | 703,444 | $59.69M | 11.4% | $84.50 | — | ETP | 464287457 |
| — | ISHARES CHINA LARGE-CAP ETF | 497,400 | $22.93M | 4.4% | — | — | Call | 464287940 |
| GHC | GRAHAM HOLDINGS CO-CLASS B | 20,802 | $22.36M | 4.3% | $372.42 | +52.6% | Common Stock | 384637104 |
| VLO | VALERO ENERGY CORP | 307,659 | $19.26M | 3.7% | $29.42 | +32.4% | Common Stock | 91913Y100 |
| MPC | MARATHON PETROLEUM CORP | 341,473 | $17.86M | 3.4% | $33.35 | +9.8% | Common Stock | 56585A102 |
| TRV | TRAVELERS COS INC/THE | 178,891 | $17.29M | 3.3% | $83.89 | -3.5% | Common Stock | 89417E109 |
| MET | METLIFE INC | 296,810 | $16.62M | 3.2% | $31.21 | +6.1% | Common Stock | 59156R108 |
| KSS | KOHLS CORP | 246,812 | $15.45M | 3.0% | $61.08 | +13.7% | Common Stock | 500255104 |
| DAL | DELTA AIR LINES INC | 370,534 | $15.22M | 2.9% | $30.57 | +25.6% | Common Stock | 247361702 |
| — | TESORO CORP | 175,891 | $14.85M | 2.8% | $91.29 | — | Common Stock | 881609101 |
| UNM | UNUM GROUP | 412,845 | $14.76M | 2.8% | $30.98 | +12.9% | Common Stock | 91529Y106 |
| — | DIAMOND OFFSHORE DRILLING | 557,741 | $14.4M | 2.8% | $26.79 | — | Common Stock | 25271C102 |
| TGNA | TEGNA INC | 438,470 | $14.06M | 2.7% | $18.83 | 0.0% | Common Stock | 87901J105 |
| — | DENBURY RESOURCES INC | 1,992,229 | $12.67M | 2.4% | $7.29 | — | Common Stock | 247916208 |
| — | XEROX CORP | 1,181,265 | $12.57M | 2.4% | $12.85 | — | Common Stock | 984121103 |
| BBY | BEST BUY CO INC | 383,368 | $12.5M | 2.4% | $18.03 | +34.2% | Common Stock | 086516101 |
| — | CHESAPEAKE ENERGY CORP | 1,082,931 | $12.1M | 2.3% | $14.16 | — | Common Stock | 165167107 |
| XLY | CONSUMER DISCRETIONARY SELT | 129,296 | $9.889M | 1.9% | $64.53 | — | ETP | 81369Y407 |
| XLV | HEALTH CARE SELECT SECTOR | 131,675 | $9.795M | 1.9% | $56.80 | — | ETP | 81369Y209 |
| XLP | CONSUMER STAPLES SPDR | 202,759 | $9.651M | 1.9% | $43.09 | — | ETP | 81369Y308 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 227,746 | $9.429M | 1.8% | $38.04 | — | ETP | 81369Y803 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 171,261 | $9.258M | 1.8% | $50.08 | — | ETP | 81369Y704 |
| — | NOBLE CORP PLC | 597,004 | $9.188M | 1.8% | $18.93 | — | Common Stock | G65431101 |
| XLB | MATERIALS SELECT SECTOR SPDR | 188,788 | $9.135M | 1.8% | $46.63 | — | ETP | 81369Y100 |
| CVS | CVS HEALTH CORP | 82,861 | $8.69M | 1.7% | $54.41 | +38.3% | Common Stock | 126650100 |
| — | ISHARES MSCI JAPAN ETF | 578,748 | $7.414M | 1.4% | $12.53 | — | ETP | 464286848 |
| ALL | ALLSTATE CORP | 76,109 | $4.937M | 0.9% | $51.49 | +5.5% | Common Stock | 020002101 |
| CTAS | CINTAS CORP | 56,381 | $4.77M | 0.9% | $13.62 | +37.7% | Common Stock | 172908105 |
| FISV | FISERV INC | 56,259 | $4.66M | 0.9% | $30.13 | +33.5% | Common Stock | 337738108 |
| RIG | TRANSOCEAN LTD | 271,384 | $4.375M | 0.8% | $23.06 | -21.9% | Common Stock | H8817H100 |
| — | DR PEPPER SNAPPLE GROUP INC | 60,008 | $4.374M | 0.8% | $64.44 | — | Common Stock | 26138E109 |
| GD | GENERAL DYNAMICS CORP | 29,406 | $4.167M | 0.8% | $87.68 | +25.8% | Common Stock | 369550108 |
| APH | AMPHENOL CORP-CL A | 70,532 | $4.088M | 0.8% | $11.39 | +14.0% | Common Stock | 032095101 |
| BALL | BALL CORP | 55,829 | $3.917M | 0.8% | $28.40 | +13.9% | Common Stock | 058498106 |
| MAR | MARRIOTT INTERNATIONAL -CL A | 52,140 | $3.879M | 0.7% | $60.66 | +17.4% | Common Stock | 571903202 |
| KR | KROGER CO | 50,483 | $3.661M | 0.7% | $28.91 | +2.1% | Common Stock | 501044101 |
| AVB | AVALONBAY COMMUNITIES INC | 22,617 | $3.615M | 0.7% | $120.09 | -2.9% | Common Stock | 053484101 |
| ESS | ESSEX PROPERTY TRUST INC | 16,850 | $3.581M | 0.7% | $159.15 | -1.6% | Common Stock | 297178105 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 75,784 | $3.494M | 0.7% | $36.33 | — | ETP | 464287184 |
| LYB | LYONDELLBASELL INDU-CL A | 33,432 | $3.461M | 0.7% | $54.32 | +3.3% | Common Stock | N53745100 |
| COST | COSTCO WHOLESALE CORP | 25,224 | $3.407M | 0.7% | $120.91 | -0.6% | Common Stock | 22160K105 |
| MO | ALTRIA GROUP INC | 69,541 | $3.401M | 0.7% | $26.17 | -3.5% | Common Stock | 02209S103 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 138,639 | $3.38M | 0.6% | $20.43 | — | ETP | 81369Y605 |
| — | GENERAL GROWTH PROPERTIES | 130,028 | $3.336M | 0.6% | $29.51 | — | Common Stock | 370023103 |
| UNP | UNION PACIFIC CORP | 34,618 | $3.301M | 0.6% | $80.48 | +1.9% | Common Stock | 907818108 |
| WM | WASTE MANAGEMENT INC | 70,927 | $3.287M | 0.6% | $42.96 | -4.8% | Common Stock | 94106L109 |
| — | GANNETT CO INC | 219,226 | $3.067M | 0.6% | $13.99 | — | Common Stock | 36473H104 |
| — | SPDR S&P OIL & GAS EXP & PR | 60,655 | $2.83M | 0.5% | $47.64 | — | ETP | 78464A730 |
| FAF | FIRST AMERICAN FINANCIAL | 68,602 | $2.553M | 0.5% | $23.60 | +7.4% | Common Stock | 31847R102 |
| EWN | ISHARES MSCI NETHERLANDS ETF | 95,386 | $2.45M | 0.5% | $25.29 | — | ETP | 464286814 |
| — | ISHARES MSCI ITALY CAPPED ET | 163,838 | $2.44M | 0.5% | $14.89 | — | ETP | 464286855 |
| EWQ | ISHARES MSCI FRANCE ETF | 94,585 | $2.434M | 0.5% | $25.73 | — | ETP | 464286707 |
| EWD | ISHARES MSCI SWEDEN ETF | 76,340 | $2.425M | 0.5% | $31.99 | — | ETP | 464286756 |
| EWL | ISHARES MSCI SWITZERLAND CAP | 72,431 | $2.372M | 0.5% | $32.75 | — | ETP | 464286749 |
| AIZ | ASSURANT INC | 33,648 | $2.254M | 0.4% | $52.12 | +0.1% | Common Stock | 04621X108 |
| — | COOPER TIRE & RUBBER | 60,204 | $2.037M | 0.4% | $34.50 | — | Common Stock | 216831107 |
| — | DELEK US HOLDINGS INC | 54,207 | $1.996M | 0.4% | $32.46 | — | Common Stock | 246647101 |
| — | WESTERN REFINING INC | 45,230 | $1.973M | 0.4% | $41.23 | — | Common Stock | 959319104 |
| GPRE | GREEN PLAINS INC | 62,225 | $1.714M | 0.3% | $30.30 | +1.6% | Common Stock | 393222104 |
| CALM | CAL-MAINE FOODS INC | 30,746 | $1.605M | 0.3% | $34.86 | +2.3% | Common Stock | 128030202 |
| — | ISHARES MSCI TAIWAN ETF | 96,428 | $1.522M | 0.3% | $15.15 | — | ETP | 464286731 |
| — | DEAN FOODS CO | 68,193 | $1.103M | 0.2% | $19.05 | — | Common Stock | 242370203 |
| UPBD | RENT-A-CENTER INC | 37,681 | $1.068M | 0.2% | $30.01 | 0.0% | Common Stock | 76009N100 |
| EWO | ISHARES MSCI AUSTRIA CAPPED | 64,718 | $1.027M | 0.2% | $15.87 | — | ETP | 464286202 |
| CMC | COMMERCIAL METALS CO | 62,988 | $1.013M | 0.2% | $13.11 | 0.0% | Common Stock | 201723103 |
| CNO | CNO FINANCIAL GROUP INC | 52,502 | $963K | 0.2% | $9.93 | +45.8% | Common Stock | 12621E103 |
| EWG | ISHARES MSCI GERMANY ETF | 29,320 | $817K | 0.2% | $29.84 | — | ETP | 464286806 |
| — | ISHARES MSCI UNITED KINGDOM | 44,199 | $807K | 0.2% | $18.26 | — | ETP | 46434V548 |
| JACK | JACK IN THE BOX INC | 5,884 | $519K | 0.1% | $65.77 | +36.6% | Common Stock | 466367109 |
| — | COSI INC | 185,000 | $372K | 0.1% | $2.46 | — | Common Stock | 22122P200 |
| VAC | MARRIOTT VACATIONS WORLD | 3,600 | $330K | 0.1% | $70.73 | +20.5% | Common Stock | 57164Y107 |
| — | BANK OF THE OZARKS | 7,149 | $327K | 0.1% | $44.50 | — | Common Stock | 063904106 |
| — | GULFMARK OFFSHORE INC-CL A | 27,320 | $317K | 0.1% | $23.19 | — | Common Stock | 402629208 |
| CHE | CHEMED CORP | 2,180 | $286K | 0.1% | $101.90 | +16.2% | Common Stock | 16359R103 |
| MOH | MOLINA HEALTHCARE INC | 3,730 | $262K | 0.1% | $66.88 | 0.0% | Common Stock | 60855R100 |
| MTN | VAIL RESORTS INC | 2,349 | $257K | 0.0% | $104.58 | 0.0% | Common Stock | 91879Q109 |
| CBRL | CRACKER BARREL OLD COUNTRY | 1,698 | $253K | 0.0% | $88.76 | 0.0% | Common Stock | 22410J106 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS | 3,970 | $248K | 0.0% | $30.67 | 0.0% | Common Stock | 78467J100 |
| — | TEAM HEALTH HOLDINGS INC | 3,759 | $246K | 0.0% | $57.89 | — | Common Stock | 87817A107 |
| MMS | MAXIMUS INC | 3,712 | $244K | 0.0% | $65.43 | 0.0% | Common Stock | 577933104 |
| CW | CURTISS-WRIGHT CORP | 3,342 | $242K | 0.0% | $62.72 | +11.4% | Common Stock | 231561101 |
| — | STERIS CORP | 3,578 | $231K | 0.0% | $64.56 | — | Common Stock | 859152100 |
| — | BERRY PLASTICS GROUP INC | 6,931 | $225K | 0.0% | $32.46 | — | Common Stock | 08579W103 |
| — | KNIGHT TRANSPORTATION INC | 8,121 | $217K | 0.0% | $33.32 | — | Common Stock | 499064103 |
| — | 1347 PROPERTY INSURANCE HOLD | 26,500 | $216K | 0.0% | $7.74 | — | Common Stock | 68244P107 |
| — | TREEHOUSE FOODS INC | 2,610 | $211K | 0.0% | $85.20 | — | Common Stock | 89469A104 |
| PLUG | PLUG POWER INC | 83,000 | $203K | 0.0% | $2.73 | -4.3% | Common Stock | 72919P202 |
| — | NEONODE INC | 67,500 | $199K | 0.0% | $3.16 | — | Common Stock | 64051M402 |
| APPS | DIGITAL TURBINE INC | 65,000 | $196K | 0.0% | $3.40 | +9.4% | Common Stock | 25400W102 |
| — | ICONIX BRAND GROUP INC | 5,955 | $149K | 0.0% | $38.60 | — | Common Stock | 451055107 |
| — | TRISTATE CAPITAL HLDGS INC | 11,000 | $142K | 0.0% | $10.50 | — | Common Stock | 89678F100 |
| CRNT | CERAGON NETWORKS LTD | 102,500 | $118K | 0.0% | $1.10 | +12.0% | Common Stock | M22013102 |
| — | POWERSECURE INTERNATIONAL IN | 7,000 | $103K | 0.0% | $14.71 | — | Common Stock | 73936N105 |
| — | PIXELWORKS INC | 16,500 | $97,000 | 0.0% | $5.19 | — | Common Stock | 72581M305 |
| — | OMNOVA SOLUTIONS INC | 11,500 | $86,000 | 0.0% | $8.34 | — | Common Stock | 682129101 |
| — | TOP SHIPS INC | 82,000 | $84,000 | 0.0% | $1.08 | — | Common Stock | Y8897Y149 |
| CLIR | CLEARSIGN COMBUSTION CORP | 14,400 | $78,000 | 0.0% | $6.22 | -13.5% | Common Stock | 185064102 |
| — | ENERGOUS CORP | 10,000 | $77,000 | 0.0% | $8.75 | — | Common Stock | 29272C103 |
| — | ALLIQUA BIOMEDICAL INC | 11,500 | $61,000 | 0.0% | $5.30 | — | Common Stock | 019621200 |
| GLRI | GLORI ENERGY INC | 42,000 | $60,000 | 0.0% | $2.74 | -29.8% | Common Stock | 379606106 |
| — | BOVIE MEDICAL CORP | 20,000 | $56,000 | 0.0% | $2.80 | — | Common Stock | 10211F100 |
| — | RESONANT INC | 17,000 | $51,000 | 0.0% | $3.00 | — | Common Stock | 76118L102 |
| — | RMG NETWORKS HOLDING CORP | 45,000 | $38,000 | 0.0% | $1.02 | — | Common Stock | 74966K102 |
| — | NXT-ID INC | 16,000 | $38,000 | 0.0% | $2.77 | — | Common Stock | 67091J107 |
| TIKK | TEL-INSTRUMENT ELECTRONICS | 6,500 | $33,000 | 0.0% | $5.61 | 0.0% | Common Stock | 879165207 |