Location: Newtown, PA
CIK: 0001185072 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $675M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SHY | ISHARES 1-3 YEAR TREASURY BO | 1,803,482 | $152M | 22.5% | $84.75 | — | ETP | 464287457 |
| TRV | TRAVELERS COS INC/THE | 354,259 | $39.98M | 5.9% | $82.60 | +7.6% | Common Stock | 89417E109 |
| — | TESORO CORP | 363,337 | $38.28M | 5.7% | $94.38 | — | Common Stock | 881609101 |
| BBY | BEST BUY CO INC | 866,123 | $26.37M | 3.9% | $21.08 | +8.5% | Common Stock | 086516101 |
| VLO | VALERO ENERGY CORP | 275,448 | $19.48M | 2.9% | $29.74 | +53.0% | Common Stock | 91913Y100 |
| ALL | ALLSTATE CORP | 308,263 | $19.14M | 2.8% | $50.19 | -0.9% | Common Stock | 020002101 |
| XLP | CONSUMER STAPLES SPDR | 375,342 | $18.95M | 2.8% | $50.49 | — | ETP | 81369Y308 |
| GM | GENERAL MOTORS CO | 547,047 | $18.61M | 2.8% | $24.27 | +14.2% | Common Stock | 37045V100 |
| MPC | MARATHON PETROLEUM CORP | 357,876 | $18.55M | 2.7% | $33.54 | +13.5% | Common Stock | 56585A102 |
| XLY | CONSUMER DISCRETIONARY SELT | 235,425 | $18.4M | 2.7% | $69.65 | — | ETP | 81369Y407 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 423,081 | $18.12M | 2.7% | $42.83 | — | ETP | 81369Y803 |
| PSX | PHILLIPS 66 | 212,003 | $17.34M | 2.6% | $54.15 | +9.1% | Common Stock | 718546104 |
| F | FORD MOTOR CO | 1,176,644 | $16.58M | 2.5% | $8.15 | +2.3% | Common Stock | 345370860 |
| MET | METLIFE INC | 335,936 | $16.2M | 2.4% | $31.38 | -0.6% | Common Stock | 59156R108 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 362,443 | $15.75M | 2.3% | $36.98 | -0.3% | Common Stock | 416515104 |
| SJNK | SPDR BARCLAYS SHORT-TERM HIG | 598,085 | $15.37M | 2.3% | $25.69 | — | ETP | 78468R408 |
| — | XEROX CORP | 1,336,694 | $14.21M | 2.1% | $12.50 | — | Common Stock | 984121103 |
| — | DIAMOND OFFSHORE DRILLING | 628,658 | $13.26M | 2.0% | $25.78 | — | Common Stock | 25271C102 |
| TGNA | TEGNA INC | 494,748 | $12.63M | 1.9% | $18.61 | -9.1% | Common Stock | 87901J105 |
| GME | GAMESTOP CORP-CLASS A | 389,889 | $10.93M | 1.6% | $8.41 | -12.1% | Common Stock | 36467W109 |
| — | SPDR S&P OIL & GAS EXP & PR | 299,200 | $9.042M | 1.3% | — | — | Call | 78464A900 |
| CVS | CVS HEALTH CORP | 83,399 | $8.154M | 1.2% | $54.78 | +32.6% | Common Stock | 126650100 |
| PSA | PUBLIC STORAGE | 20,668 | $5.119M | 0.8% | $135.86 | +15.4% | Common Stock | 74460D109 |
| CLX | CLOROX COMPANY | 37,744 | $4.787M | 0.7% | $84.10 | +10.9% | Common Stock | 189054109 |
| KR | KROGER CO | 114,236 | $4.778M | 0.7% | $29.64 | +6.8% | Common Stock | 501044101 |
| AVB | AVALONBAY COMMUNITIES INC | 25,774 | $4.746M | 0.7% | $120.20 | +5.8% | Common Stock | 053484101 |
| STZ | CONSTELLATION BRANDS INC-A | 32,647 | $4.65M | 0.7% | $106.34 | +11.6% | Common Stock | 21036P108 |
| MO | ALTRIA GROUP INC | 79,718 | $4.64M | 0.7% | $26.34 | +11.9% | Common Stock | 02209S103 |
| COST | COSTCO WHOLESALE CORP | 28,456 | $4.595M | 0.7% | $121.02 | +9.8% | Common Stock | 22160K105 |
| ESS | ESSEX PROPERTY TRUST INC | 19,171 | $4.589M | 0.7% | $159.07 | +3.5% | Common Stock | 297178105 |
| — | REYNOLDS AMERICAN INC | 97,540 | $4.501M | 0.7% | $44.33 | — | Common Stock | 761713106 |
| MKC | MCCORMICK & CO-NON VTG SHRS | 51,624 | $4.417M | 0.7% | $33.40 | +4.2% | Common Stock | 579780206 |
| PGR | PROGRESSIVE CORP | 136,864 | $4.352M | 0.6% | $22.28 | +5.1% | Common Stock | 743315103 |
| WM | WASTE MANAGEMENT INC | 80,856 | $4.315M | 0.6% | $42.77 | +2.7% | Common Stock | 94106L109 |
| AZO | AUTOZONE INC | 5,736 | $4.256M | 0.6% | $709.42 | +7.6% | Common Stock | 053332102 |
| — | SPDR S&P OIL & GAS EXP & PR | 140,012 | $4.231M | 0.6% | $30.22 | — | ETP | 78464A730 |
| COR | AMERISOURCEBERGEN CORP | 39,773 | $4.125M | 0.6% | $77.38 | -6.0% | Common Stock | 03073E105 |
| — | CR BARD INC | 21,608 | $4.094M | 0.6% | $186.37 | — | Common Stock | 067383109 |
| — | GANNETT CO INC | 250,964 | $4.088M | 0.6% | $14.12 | — | Common Stock | 36473H104 |
| — | GENERAL GROWTH PROPERTIES | 148,201 | $4.033M | 0.6% | $29.11 | — | Common Stock | 370023103 |
| — | OAKTREE CAPITAL GROUP LLC | 84,375 | $4.026M | 0.6% | $47.72 | — | Common Stock | 674001201 |
| — | KKR & CO LP | 253,800 | $3.957M | 0.6% | $15.59 | — | Common Stock | 48248M102 |
| — | APOLLO GLOBAL MANAGEMENT - A | 260,250 | $3.951M | 0.6% | $15.18 | — | Common Stock | 037612306 |
| — | CARLYLE GROUP/THE | 252,500 | $3.944M | 0.6% | $15.62 | — | Common Stock | 14309L102 |
| — | BLACKSTONE GROUP LP/THE | 130,200 | $3.807M | 0.6% | $29.24 | — | Common Stock | 09253U108 |
| — | DENBURY RESOURCES INC | 1,772,500 | $3.58M | 0.5% | — | — | Call | 247916908 |
| — | CHESAPEAKE ENERGY CORP | 781,423 | $3.517M | 0.5% | $13.52 | — | Common Stock | 165167107 |
| — | DENBURY RESOURCES INC | 1,471,398 | $2.972M | 0.4% | $6.76 | — | Common Stock | 247916208 |
| FAF | FIRST AMERICAN FINANCIAL | 71,849 | $2.579M | 0.4% | $23.78 | +15.1% | Common Stock | 31847R102 |
| — | COOPER TIRE & RUBBER | 57,086 | $2.161M | 0.3% | $34.50 | — | Common Stock | 216831107 |
| CANE | TEUCRIUM SUGAR FUND | 205,021 | $2.063M | 0.3% | $10.06 | — | ETP | 88166A409 |
| CMC | COMMERCIAL METALS CO | 137,179 | $1.878M | 0.3% | $12.55 | -3.8% | Common Stock | 201723103 |
| CALM | CAL-MAINE FOODS INC | 29,480 | $1.366M | 0.2% | $34.86 | +14.2% | Common Stock | 128030202 |
| UPBD | RENT-A-CENTER INC | 84,616 | $1.267M | 0.2% | $23.96 | -20.3% | Common Stock | 76009N100 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 48,048 | $1.145M | 0.2% | $23.83 | — | ETP | 81369Y605 |
| DHT | DHT HOLDINGS INC | 128,050 | $1.036M | 0.2% | $3.62 | 0.0% | Common Stock | Y2065G121 |
| — | ALON USA ENERGY INC | 62,038 | $921K | 0.1% | $14.85 | — | Common Stock | 020520102 |
| — | TEEKAY TANKERS LTD-CLASS A | 133,834 | $921K | 0.1% | $6.88 | — | Common Stock | Y8565N102 |
| — | WESTERN REFINING INC | 25,466 | $907K | 0.1% | $41.23 | — | Common Stock | 959319104 |
| GBX | GREENBRIER COMPANIES INC | 27,727 | $904K | 0.1% | $25.60 | 0.0% | Common Stock | 393657101 |
| GPRE | GREEN PLAINS INC | 38,914 | $891K | 0.1% | $30.30 | -30.0% | Common Stock | 393222104 |
| — | TIME INC | 53,960 | $846K | 0.1% | $15.68 | — | Common Stock | 887228104 |
| — | DELEK US HOLDINGS INC | 28,713 | $706K | 0.1% | $32.46 | — | Common Stock | 246647101 |
| — | ATWOOD OCEANICS INC | 63,156 | $646K | 0.1% | $10.23 | — | Common Stock | 050095108 |
| — | AMTRUST FINANCIAL SERVICES | 19,384 | $597K | 0.1% | $62.99 | — | Common Stock | 032359309 |
| MMS | MAXIMUS INC | 8,220 | $462K | 0.1% | $62.59 | -3.7% | Common Stock | 577933104 |
| PLUG | PLUG POWER INC | 160,000 | $338K | 0.1% | $2.44 | -10.0% | Common Stock | 72919P202 |
| MTN | VAIL RESORTS INC | 2,626 | $336K | 0.0% | $106.04 | +10.9% | Common Stock | 91879Q109 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS | 4,406 | $301K | 0.0% | $31.18 | +13.9% | Common Stock | 78467J100 |
| CHE | CHEMED CORP | 1,962 | $294K | 0.0% | $101.90 | +39.3% | Common Stock | 16359R103 |
| POOL | POOL CORP | 3,518 | $284K | 0.0% | $71.24 | 0.0% | Common Stock | 73278L105 |
| ZD | J2 GLOBAL INC | 3,384 | $279K | 0.0% | $67.94 | 0.0% | Common Stock | 48123V102 |
| — | BERRY PLASTICS GROUP INC | 7,673 | $278K | 0.0% | $32.86 | — | Common Stock | 08579W103 |
| — | CONVERGYS CORP | 10,476 | $261K | 0.0% | $24.91 | — | Common Stock | 212485106 |
| MOH | MOLINA HEALTHCARE INC | 4,128 | $248K | 0.0% | $66.47 | -5.2% | Common Stock | 60855R100 |
| MNRO | MONRO MUFFLER BRAKE INC | 3,722 | $246K | 0.0% | $71.15 | 0.0% | Common Stock | 610236101 |
| CBRL | CRACKER BARREL OLD COUNTRY | 1,943 | $246K | 0.0% | $88.65 | -2.0% | Common Stock | 22410J106 |
| HELE | HELEN OF TROY LTD | 2,568 | $242K | 0.0% | $100.00 | 0.0% | Common Stock | G4388N106 |
| — | AMSURG CORP | 3,157 | $240K | 0.0% | $76.02 | — | Common Stock | 03232P405 |
| — | 1347 PROPERTY INSURANCE HOLD | 30,500 | $233K | 0.0% | $7.68 | — | Common Stock | 68244P107 |
| JACK | JACK IN THE BOX INC | 2,896 | $222K | 0.0% | $65.77 | +15.5% | Common Stock | 466367109 |
| — | NEONODE INC | 79,300 | $201K | 0.0% | $3.05 | — | Common Stock | 64051M402 |
| — | POWERSECURE INTERNATIONAL IN | 12,000 | $181K | 0.0% | $13.38 | — | Common Stock | 73936N105 |
| XLE | ENERGY SELECT SECTOR SPDR | 2,771 | $167K | 0.0% | $60.27 | — | ETP | 81369Y506 |
| — | BOFI HOLDING INC | 7,398 | $156K | 0.0% | $21.09 | — | Common Stock | 05566U108 |
| — | AGENUS INC | 27,000 | $123K | 0.0% | $4.61 | — | Common Stock | 00847G705 |
| — | ATLAS FINANCIAL HOLDINGS INC | 6,000 | $119K | 0.0% | $18.53 | — | Common Stock | G06207115 |
| — | COSI INC | 250,000 | $110K | 0.0% | $2.01 | — | Common Stock | 22122P200 |
| — | AMERICAN MIDSTREAM PARTNERS | 12,500 | $101K | 0.0% | $8.08 | — | Common Stock | 02752P100 |
| CLIR | CLEARSIGN COMBUSTION CORP | 18,000 | $87,000 | 0.0% | $5.98 | -11.3% | Common Stock | 185064102 |
| — | BOVIE MEDICAL CORP | 40,000 | $84,000 | 0.0% | $2.38 | — | Common Stock | 10211F100 |
| — | ENERGOUS CORP | 10,500 | $83,000 | 0.0% | $8.50 | — | Common Stock | 29272C103 |
| — | RMG NETWORKS HOLDING CORP | 85,000 | $64,000 | 0.0% | $0.93 | — | Common Stock | 74966K102 |
| — | GLOBAL SHIP LEASE INC-CL A | 24,000 | $62,000 | 0.0% | $2.58 | — | Common Stock | Y27183105 |
| — | AV HOMES INC | 4,700 | $60,000 | 0.0% | $12.77 | — | Common Stock | 00234P102 |
| TIKK | TEL-INSTRUMENT ELECTRONICS | 12,000 | $58,000 | 0.0% | $5.25 | -3.0% | Common Stock | 879165207 |
| — | RESONANT INC | 19,000 | $50,000 | 0.0% | $3.07 | — | Common Stock | 76118L102 |
| — | PACIFIC ETHANOL INC | 10,000 | $48,000 | 0.0% | $4.80 | — | Common Stock | 69423U305 |
| — | HEALTH INSURANCE INNOVATIO-A | 6,200 | $42,000 | 0.0% | $6.77 | — | Common Stock | 42225K106 |
| — | MAGNEGAS CORP | 25,000 | $40,000 | 0.0% | $1.60 | — | Common Stock | 55939L202 |
| MERC | MERCER INTERNATIONAL INC | 4,200 | $38,000 | 0.0% | $7.02 | 0.0% | Common Stock | 588056101 |
| — | TROVAGENE INC | 6,000 | $32,000 | 0.0% | $5.33 | — | Common Stock | 897238309 |
| — | TOP SHIPS INC | 90,000 | $29,000 | 0.0% | $1.04 | — | Common Stock | Y8897Y149 |
| ADMA | ADMA BIOLOGICS INC | 3,500 | $28,000 | 0.0% | $9.17 | -1.8% | Common Stock | 000899104 |
| — | ONCOSEC MEDICAL INC | 10,000 | $24,000 | 0.0% | $4.84 | — | Common Stock | 68234L207 |
| — | NOVATEL WIRELESS INC | 10,500 | $18,000 | 0.0% | $1.71 | — | Common Stock | 66987M604 |
| — | WILLIAM LYON HOMES-CL A | 1,000 | $17,000 | 0.0% | $17.00 | — | Common Stock | 552074700 |
| — | REVOLUTION LIGHTING TECHNOLO | 20,000 | $16,000 | 0.0% | $0.80 | — | Common Stock | 76155G107 |
| — | CALADRIUS BIOSCIENCES INC | 14,500 | $16,000 | 0.0% | $1.10 | — | Common Stock | 128058104 |
| — | AURIS MEDICAL AG | 3,000 | $15,000 | 0.0% | $5.00 | — | Common Stock | H03579101 |
| GLRI | GLORI ENERGY INC | 32,000 | $11,000 | 0.0% | $2.55 | -71.0% | Common Stock | 379606106 |
| — | FOUNDATION MEDICINE INC | 400 | $8,000 | 0.0% | $20.00 | — | Common Stock | 350465100 |
| — | OCEAN RIG UDW INC | 5,000 | $8,000 | 0.0% | $1.60 | — | Common Stock | Y64354205 |
| XLV | HEALTH CARE SELECT SECTOR | 84 | $6,000 | 0.0% | $71.43 | — | ETP | 81369Y209 |