Location: Newtown, PA
CIK: 0001185072 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $792M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ISHARES MSCI EMERGING MARKET | 5,982,500 | $196M | 24.7% | — | — | Call | 464287904 |
| SHY | ISHARES 1-3 YEAR TREASURY BO | 1,662,567 | $141M | 17.8% | $84.78 | — | ETP | 464287457 |
| — | IPATH S&P 500 VIX S/T FU ETN | 1,500,000 | $38.45M | 4.9% | — | — | Put | 06742E951 |
| TRV | TRAVELERS COS INC/THE | 358,019 | $35.63M | 4.5% | $82.60 | -1.6% | Common Stock | 89417E109 |
| — | TESORO CORP | 366,288 | $35.62M | 4.5% | $94.38 | — | Common Stock | 881609101 |
| BBY | BEST BUY CO INC | 846,226 | $31.41M | 4.0% | $21.04 | +11.9% | Common Stock | 086516101 |
| ALL | ALLSTATE CORP | 303,665 | $17.68M | 2.2% | $50.20 | -0.9% | Common Stock | 020002101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 355,583 | $16.28M | 2.1% | $36.99 | 0.0% | Common Stock | 416515104 |
| MPC | MARATHON PETROLEUM CORP | 351,014 | $16.26M | 2.1% | $33.45 | +11.2% | Common Stock | 56585A102 |
| VLO | VALERO ENERGY CORP | 269,990 | $16.23M | 2.0% | $29.42 | +43.4% | Common Stock | 91913Y100 |
| PSX | PHILLIPS 66 | 207,494 | $15.94M | 2.0% | $54.04 | 0.0% | Common Stock | 718546104 |
| GM | GENERAL MOTORS CO | 530,374 | $15.92M | 2.0% | $24.16 | 0.0% | Common Stock | 37045V100 |
| GME | GAMESTOP CORP-CLASS A | 382,190 | $15.75M | 2.0% | $8.43 | 0.0% | Common Stock | 36467W109 |
| F | FORD MOTOR CO | 1,148,368 | $15.58M | 2.0% | $8.15 | 0.0% | Common Stock | 345370860 |
| MET | METLIFE INC | 330,046 | $15.56M | 2.0% | $31.38 | +4.8% | Common Stock | 59156R108 |
| XLY | CONSUMER DISCRETIONARY SELT | 191,017 | $14.19M | 1.8% | $67.67 | — | ETP | 81369Y407 |
| — | XEROX CORP | 1,313,376 | $12.78M | 1.6% | $12.54 | — | Common Stock | 984121103 |
| TGNA | TEGNA INC | 487,138 | $10.91M | 1.4% | $18.64 | -9.1% | Common Stock | 87901J105 |
| — | DIAMOND OFFSHORE DRILLING | 618,672 | $10.7M | 1.4% | $25.86 | — | Common Stock | 25271C102 |
| — | CHESAPEAKE ENERGY CORP | 1,195,314 | $8.762M | 1.1% | $13.52 | — | Common Stock | 165167107 |
| CVS | CVS HEALTH CORP | 81,703 | $7.882M | 1.0% | $54.41 | +43.0% | Common Stock | 126650100 |
| — | DENBURY RESOURCES INC | 2,237,930 | $5.461M | 0.7% | $6.76 | — | Common Stock | 247916208 |
| AVB | AVALONBAY COMMUNITIES INC | 25,165 | $4.4M | 0.6% | $120.03 | -0.4% | Common Stock | 053484101 |
| PSA | PUBLIC STORAGE | 20,112 | $4.256M | 0.5% | $135.28 | 0.0% | Common Stock | 74460D109 |
| CLX | CLOROX COMPANY | 36,757 | $4.247M | 0.5% | $83.86 | 0.0% | Common Stock | 189054109 |
| MO | ALTRIA GROUP INC | 77,763 | $4.23M | 0.5% | $26.26 | +2.8% | Common Stock | 02209S103 |
| — | DENBURY RESOURCES INC | 1,725,000 | $4.209M | 0.5% | — | — | Call | 247916908 |
| — | REYNOLDS AMERICAN INC | 94,951 | $4.204M | 0.5% | $44.28 | — | Common Stock | 761713106 |
| ESS | ESSEX PROPERTY TRUST INC | 18,729 | $4.185M | 0.5% | $158.94 | -1.2% | Common Stock | 297178105 |
| MKC | MCCORMICK & CO-NON VTG SHRS | 50,132 | $4.119M | 0.5% | $33.36 | 0.0% | Common Stock | 579780206 |
| PGR | PROGRESSIVE CORP | 134,125 | $4.11M | 0.5% | $22.26 | 0.0% | Common Stock | 743315103 |
| AZO | AUTOZONE INC | 5,625 | $4.071M | 0.5% | $708.37 | 0.0% | Common Stock | 053332102 |
| KR | KROGER CO | 111,982 | $4.039M | 0.5% | $29.60 | +1.9% | Common Stock | 501044101 |
| COST | COSTCO WHOLESALE CORP | 27,895 | $4.033M | 0.5% | $120.78 | -1.0% | Common Stock | 22160K105 |
| STZ | CONSTELLATION BRANDS INC-A | 31,909 | $3.995M | 0.5% | $106.05 | 0.0% | Common Stock | 21036P108 |
| — | CR BARD INC | 21,154 | $3.941M | 0.5% | $186.30 | — | Common Stock | 067383109 |
| WM | WASTE MANAGEMENT INC | 78,947 | $3.932M | 0.5% | $42.74 | -4.5% | Common Stock | 94106L109 |
| — | GENERAL GROWTH PROPERTIES | 144,279 | $3.747M | 0.5% | $29.16 | — | Common Stock | 370023103 |
| COR | AMERISOURCEBERGEN CORP | 38,856 | $3.691M | 0.5% | $77.49 | 0.0% | Common Stock | 03073E105 |
| — | GANNETT CO INC | 244,823 | $3.606M | 0.5% | $14.07 | — | Common Stock | 36473H104 |
| FAF | FIRST AMERICAN FINANCIAL | 68,400 | $2.672M | 0.3% | $23.60 | +19.1% | Common Stock | 31847R102 |
| — | AMTRUST FINANCIAL SERVICES | 38,548 | $2.428M | 0.3% | $62.99 | — | Common Stock | 032359309 |
| — | COOPER TIRE & RUBBER | 59,801 | $2.363M | 0.3% | $34.50 | — | Common Stock | 216831107 |
| — | WESTERN REFINING INC | 45,131 | $1.991M | 0.3% | $41.23 | — | Common Stock | 959319104 |
| CALM | CAL-MAINE FOODS INC | 30,634 | $1.673M | 0.2% | $34.86 | +12.2% | Common Stock | 128030202 |
| — | DELEK US HOLDINGS INC | 53,937 | $1.494M | 0.2% | $32.46 | — | Common Stock | 246647101 |
| GPRE | GREEN PLAINS INC | 62,063 | $1.208M | 0.2% | $30.30 | -27.2% | Common Stock | 393222104 |
| — | DEAN FOODS CO | 67,823 | $1.12M | 0.1% | $19.05 | — | Common Stock | 242370203 |
| CNO | CNO FINANCIAL GROUP INC | 52,212 | $982K | 0.1% | $9.93 | +46.5% | Common Stock | 12621E103 |
| UPBD | RENT-A-CENTER INC | 37,702 | $914K | 0.1% | $30.01 | -10.5% | Common Stock | 76009N100 |
| CMC | COMMERCIAL METALS CO | 62,872 | $852K | 0.1% | $13.11 | -5.7% | Common Stock | 201723103 |
| — | ARLINGTON ASSET INVESTMENT-A | 39,630 | $557K | 0.1% | $14.06 | — | Common Stock | 041356205 |
| JACK | JACK IN THE BOX INC | 5,849 | $451K | 0.1% | $65.77 | +29.7% | Common Stock | 466367109 |
| — | ISHARES MSCI ITALY CAPPED ET | 25,191 | $361K | 0.0% | $14.89 | — | ETP | 464286855 |
| — | BANK OF THE OZARKS | 7,102 | $311K | 0.0% | $44.50 | — | Common Stock | 063904106 |
| PLUG | PLUG POWER INC | 160,000 | $293K | 0.0% | $2.44 | -12.8% | Common Stock | 72919P202 |
| CHE | CHEMED CORP | 2,160 | $288K | 0.0% | $101.90 | +31.7% | Common Stock | 16359R103 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS | 3,939 | $276K | 0.0% | $30.67 | +10.1% | Common Stock | 78467J100 |
| MOH | MOLINA HEALTHCARE INC | 3,694 | $254K | 0.0% | $66.88 | +10.9% | Common Stock | 60855R100 |
| CBRL | CRACKER BARREL OLD COUNTRY | 1,726 | $254K | 0.0% | $88.87 | +7.4% | Common Stock | 22410J106 |
| MTN | VAIL RESORTS INC | 2,331 | $244K | 0.0% | $104.58 | +3.4% | Common Stock | 91879Q109 |
| VAC | MARRIOTT VACATIONS WORLD | 3,579 | $244K | 0.0% | $70.73 | +11.1% | Common Stock | 57164Y107 |
| — | STERIS PLC | 3,555 | $231K | 0.0% | $64.56 | — | Common Stock | 859152100 |
| — | COSI INC | 220,050 | $224K | 0.0% | $2.23 | — | Common Stock | 22122P200 |
| — | 1347 PROPERTY INSURANCE HOLD | 30,500 | $223K | 0.0% | $7.68 | — | Common Stock | 68244P107 |
| MMS | MAXIMUS INC | 3,680 | $219K | 0.0% | $65.43 | -2.8% | Common Stock | 577933104 |
| CW | CURTISS-WRIGHT CORP | 3,313 | $207K | 0.0% | $62.72 | +1.8% | Common Stock | 231561101 |
| — | BERRY PLASTICS GROUP INC | 6,867 | $206K | 0.0% | $32.46 | — | Common Stock | 08579W103 |
| — | TEAM HEALTH HOLDINGS INC | 3,725 | $201K | 0.0% | $57.89 | — | Common Stock | 87817A107 |
| — | TREEHOUSE FOODS INC | 2,585 | $201K | 0.0% | $85.20 | — | Common Stock | 89469A104 |
| — | NEONODE INC | 80,000 | $195K | 0.0% | $3.05 | — | Common Stock | 64051M402 |
| — | KNIGHT TRANSPORTATION INC | 8,060 | $193K | 0.0% | $33.32 | — | Common Stock | 499064103 |
| — | GULFMARK OFFSHORE INC-CL A | 27,063 | $165K | 0.0% | $23.19 | — | Common Stock | 402629208 |
| — | ATLAS FINANCIAL HOLDINGS INC | 7,500 | $139K | 0.0% | $18.53 | — | Common Stock | G06207115 |
| — | POWERSECURE INTERNATIONAL IN | 12,000 | $138K | 0.0% | $13.38 | — | Common Stock | 73936N105 |
| CRNT | CERAGON NETWORKS LTD | 85,000 | $133K | 0.0% | $1.10 | +22.5% | Common Stock | M22013102 |
| — | AGENUS INC | 26,000 | $120K | 0.0% | $4.62 | — | Common Stock | 00847G705 |
| CLIR | CLEARSIGN COMBUSTION CORP | 18,000 | $111K | 0.0% | $5.98 | -15.9% | Common Stock | 185064102 |
| — | RESONANT INC | 18,000 | $84,000 | 0.0% | $3.09 | — | Common Stock | 76118L102 |
| — | ICONIX BRAND GROUP INC | 5,901 | $80,000 | 0.0% | $38.60 | — | Common Stock | 451055107 |
| — | TOP SHIPS INC | 85,603 | $80,000 | 0.0% | $1.07 | — | Common Stock | Y8897Y149 |
| — | ENERGOUS CORP | 11,500 | $79,000 | 0.0% | $8.50 | — | Common Stock | 29272C103 |
| — | BOVIE MEDICAL CORP | 40,000 | $78,000 | 0.0% | $2.38 | — | Common Stock | 10211F100 |
| — | RMG NETWORKS HOLDING CORP | 77,500 | $65,000 | 0.0% | $0.95 | — | Common Stock | 74966K102 |
| — | ALLIQUA BIOMEDICAL INC | 17,000 | $54,000 | 0.0% | $4.62 | — | Common Stock | 019621200 |
| TIKK | TEL-INSTRUMENT ELECTRONICS | 11,500 | $53,000 | 0.0% | $5.25 | -8.7% | Common Stock | 879165207 |
| — | PIXELWORKS INC | 14,000 | $51,000 | 0.0% | $5.19 | — | Common Stock | 72581M305 |
| — | ONCOSEC MEDICAL INC | 9,000 | $46,000 | 0.0% | $5.11 | — | Common Stock | 68234L207 |
| — | ERICKSON INC | 14,000 | $44,000 | 0.0% | $3.14 | — | Common Stock | 29482P100 |
| — | OMNOVA SOLUTIONS INC | 7,500 | $42,000 | 0.0% | $8.34 | — | Common Stock | 682129101 |
| GLRI | GLORI ENERGY INC | 48,000 | $36,000 | 0.0% | $2.55 | -52.9% | Common Stock | 379606106 |
| ADMA | ADMA BIOLOGICS INC | 2,500 | $21,000 | 0.0% | $9.24 | 0.0% | Common Stock | 000899104 |
| SVVC | FIRSTHAND TECHNOLOGY VALUE | 2,500 | $21,000 | 0.0% | $10.76 | 0.0% | Common Stock | 33766Y100 |