CIK: 0001185072 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 14, 2014
Total Value ($000): $729,589 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FINANCIAL SELECT SECTOR SPDR | 8,935,000 | $199,608 | 27.4% | — | — | Call | 81369Y905 |
| — | ISHARES MSCI EMERGING MARKET | 1,306,000 | $50,944 | 7.0% | — | — | Call | 464287904 |
| F | FORD MOTOR CO | 1,815,037 | $28,314 | 3.9% | $8.66 | -3.3% | Common Stock | 345370860 |
| TSN | TYSON FOODS INC-CL A | 465,110 | $20,470 | 2.8% | $22.26 | +31.2% | Common Stock | 902494103 |
| — | SAFEWAY INC | 529,701 | $19,567 | 2.7% | $23.66 | — | Common Stock | 786514208 |
| AIZ | ASSURANT INC | 293,493 | $19,065 | 2.6% | $51.93 | 0.0% | Common Stock | 04621X108 |
| R | RYDER SYSTEM INC | 237,416 | $18,975 | 2.6% | $60.03 | +23.4% | Common Stock | 783549108 |
| — | CLIFFS NATURAL RESOURCES INC | 855,631 | $17,506 | 2.4% | $20.46 | — | Common Stock | 18683K101 |
| GME | GAMESTOP CORP-CLASS A | 417,374 | $17,154 | 2.4% | $6.93 | 0.0% | Common Stock | 36467W109 |
| — | HEWLETT-PACKARD CO | 524,826 | $16,983 | 2.3% | $32.36 | — | Common Stock | 428236103 |
| BBY | BEST BUY CO INC | 621,849 | $16,423 | 2.3% | $17.92 | 0.0% | Common Stock | 086516101 |
| VLO | VALERO ENERGY CORP | 301,366 | $16,002 | 2.2% | $25.67 | +27.8% | Common Stock | 91913Y100 |
| — | STAPLES INC | 1,401,927 | $15,897 | 2.2% | $11.34 | — | Common Stock | 855030102 |
| UNM | UNUM GROUP | 449,642 | $15,877 | 2.2% | $30.72 | +11.1% | Common Stock | 91529Y106 |
| JPM | JPMORGAN CHASE & CO | 261,179 | $15,856 | 2.2% | $38.52 | +9.3% | Common Stock | 46625H100 |
| — | WELLPOINT INC | 158,877 | $15,817 | 2.2% | $83.61 | — | Common Stock | 94973V107 |
| — | DOW CHEMICAL CO/THE | 324,289 | $15,758 | 2.2% | $48.59 | — | Common Stock | 260543103 |
| DAL | DELTA AIR LINES INC | 451,108 | $15,631 | 2.1% | $27.96 | 0.0% | Common Stock | 247361702 |
| — | XEROX CORP | 1,373,495 | $15,521 | 2.1% | $10.29 | — | Common Stock | 984121103 |
| MUR | MURPHY OIL CORP | 224,275 | $14,098 | 1.9% | $36.33 | +7.1% | Common Stock | 626717102 |
| SLM | SLM CORP | 564,838 | $13,827 | 1.9% | $8.73 | +0.0% | Common Stock | 78442P106 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 250,000 | $8,945 | 1.2% | $36.04 | — | ETP | 464287184 |
| ECL | ECOLAB INC | 72,834 | $7,865 | 1.1% | $86.44 | +6.3% | Common Stock | 278865100 |
| NOC | NORTHROP GRUMMAN CORP | 36,968 | $4,561 | 0.6% | $62.64 | +55.1% | Common Stock | 666807102 |
| GHC | GRAHAM HOLDINGS CO-CLASS B | 5,996 | $4,219 | 0.6% | $339.79 | +5.7% | Common Stock | 384637104 |
| — | CR BARD INC | 27,744 | $4,106 | 0.6% | $148.00 | — | Common Stock | 067383109 |
| CVS | CVS CAREMARK CORP | 54,263 | $4,062 | 0.6% | $51.11 | 0.0% | Common Stock | 126650100 |
| KR | KROGER CO | 92,785 | $4,050 | 0.6% | $15.23 | +4.4% | Common Stock | 501044101 |
| HRL | HORMEL FOODS CORP | 82,100 | $4,045 | 0.6% | $15.84 | +10.6% | Common Stock | 440452100 |
| BDX | BECTON DICKINSON AND CO | 34,468 | $4,035 | 0.6% | $91.42 | 0.0% | Common Stock | 075887109 |
| MRSH | MARSH & MCLENNAN COS | 80,389 | $3,964 | 0.5% | $38.81 | 0.0% | Common Stock | 571748102 |
| JNJ | JOHNSON & JOHNSON | 39,647 | $3,894 | 0.5% | $63.54 | +4.9% | Common Stock | 478160104 |
| GD | GENERAL DYNAMICS CORP | 35,735 | $3,892 | 0.5% | $80.10 | 0.0% | Common Stock | 369550108 |
| — | RAYTHEON COMPANY | 39,379 | $3,890 | 0.5% | $98.78 | — | Common Stock | 755111507 |
| CTAS | CINTAS CORP | 64,978 | $3,873 | 0.5% | $12.89 | 0.0% | Common Stock | 172908105 |
| — | ROCKWELL COLLINS INC | 48,394 | $3,855 | 0.5% | $67.87 | — | Common Stock | 774341101 |
| FISV | FISERV INC | 67,848 | $3,847 | 0.5% | $28.60 | 0.0% | Common Stock | 337738108 |
| HON | HONEYWELL INTERNATIONAL INC | 41,470 | $3,846 | 0.5% | $57.46 | +12.6% | Common Stock | 438516106 |
| — | TORCHMARK CORP | 48,115 | $3,786 | 0.5% | $72.35 | — | Common Stock | 891027104 |
| — | CIGNA CORP | 42,272 | $3,539 | 0.5% | $76.86 | — | Common Stock | 125509109 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 147,590 | $3,297 | 0.5% | $19.47 | — | ETP | 81369Y605 |
| XLU | UTILITIES SELECT SECTOR SPDR | 79,520 | $3,297 | 0.5% | $37.67 | — | ETP | 81369Y886 |
| XLP | CONSUMER STAPLES SPDR | 75,730 | $3,261 | 0.4% | $39.68 | — | ETP | 81369Y308 |
| XLE | ENERGY SELECT SECTOR SPDR | 36,583 | $3,258 | 0.4% | $78.94 | — | ETP | 81369Y506 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 61,560 | $3,221 | 0.4% | $42.76 | — | ETP | 81369Y704 |
| XLB | MATERIALS SELECT SECTOR SPDR | 68,046 | $3,217 | 0.4% | $38.48 | — | ETP | 81369Y100 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 88,161 | $3,205 | 0.4% | $30.66 | — | ETP | 81369Y803 |
| XLV | HEALTH CARE SELECT SECTOR | 53,868 | $3,151 | 0.4% | $47.68 | — | ETP | 81369Y209 |
| — | MORGAN STANLEY EMERGING MARK | 237,647 | $3,118 | 0.4% | $13.12 | — | Common Stock | 617477104 |
| XLY | CONSUMER DISCRETIONARY SELT | 47,889 | $3,099 | 0.4% | $56.46 | — | ETP | 81369Y407 |
| — | AMERICAN EQUITY INVT LIFE HL | 104,673 | $2,472 | 0.3% | $24.95 | — | Common Stock | 025676206 |
| ANDE | ANDERSONS INC/THE | 41,341 | $2,449 | 0.3% | $43.30 | +2.0% | Common Stock | 034164103 |
| CNO | CNO FINANCIAL GROUP INC | 129,765 | $2,349 | 0.3% | $9.34 | +51.0% | Common Stock | 12621E103 |
| UVV | UNIVERSAL CORP/VA | 35,821 | $2,002 | 0.3% | $53.40 | +2.5% | Common Stock | 913456109 |
| — | MDC HOLDINGS INC | 66,826 | $1,890 | 0.3% | $30.07 | — | Common Stock | 552676108 |
| — | AMTRUST FINANCIAL SERVICES | 50,062 | $1,883 | 0.3% | $35.40 | — | Common Stock | 032359309 |
| EZA | ISHARES MSCI SOUTH AFRICA ET | 27,181 | $1,800 | 0.2% | $66.22 | — | ETP | 464286780 |
| — | ISHARES MSCI TAIWAN ETF | 120,150 | $1,729 | 0.2% | $13.84 | — | ETP | 464286731 |
| EPI | WISDOMTREE INDIA EARNINGS | 90,710 | $1,720 | 0.2% | $18.96 | — | ETP | 97717W422 |
| — | GLOBAL X FTSE GREECE 20 ETF | 69,291 | $1,702 | 0.2% | $24.56 | — | ETP | 37950E366 |
| EPOL | ISHARES MSCI POLAND CAPPED E | 54,794 | $1,647 | 0.2% | $30.06 | — | ETP | 46429B606 |
| EWY | ISHARES MSCI SOUTH KOREA CAP | 25,023 | $1,539 | 0.2% | $61.50 | — | ETP | 464286772 |
| DAN | DANA HOLDING CORP | 42,054 | $979 | 0.1% | $16.18 | +2.1% | Common Stock | 235825205 |
| — | SANDERSON FARMS INC | 12,263 | $963 | 0.1% | $78.53 | — | Common Stock | 800013104 |
| KALU | KAISER ALUMINUM CORP | 13,388 | $956 | 0.1% | $43.53 | +12.3% | Common Stock | 483007704 |
| — | APOLLO INVESTMENT CORP | 114,170 | $949 | 0.1% | $8.31 | — | Common Stock | 03761U106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 14,142 | $929 | 0.1% | $65.11 | 0.0% | Common Stock | 398905109 |
| — | TAL INTERNATIONAL GROUP INC | 20,702 | $887 | 0.1% | $55.87 | — | Common Stock | 874083108 |
| UPBD | RENT-A-CENTER INC | 26,152 | $696 | 0.1% | $33.96 | -20.2% | Common Stock | 76009N100 |
| — | ISHARES MSCI MALAYSIA ETF | 36,733 | $575 | 0.1% | $15.67 | — | ETP | 464286830 |
| — | ICONIX BRAND GROUP INC | 12,254 | $481 | 0.1% | $39.50 | — | Common Stock | 451055107 |
| — | BOFI HOLDING INC | 3,215 | $276 | 0.0% | $78.55 | — | Common Stock | 05566U108 |
| — | ANIXTER INTERNATIONAL INC | 2,505 | $254 | 0.0% | $89.92 | — | Common Stock | 035290105 |
| CW | CURTISS-WRIGHT CORP | 3,879 | $246 | 0.0% | $59.36 | 0.0% | Common Stock | 231561101 |
| HEI | HEICO CORP | 4,025 | $242 | 0.0% | $28.15 | +5.6% | Common Stock | 422806109 |
| TRGP | TARGA RESOURCES CORP | 2,415 | $240 | 0.0% | $53.96 | 0.0% | Common Stock | 87612G101 |
| — | BANCORPSOUTH INC | 9,476 | $237 | 0.0% | $25.01 | — | Common Stock | 059692103 |
| — | BANK OF THE OZARKS | 3,459 | $235 | 0.0% | $67.94 | — | Common Stock | 063904106 |
| PZZA | PAPA JOHN'S INTL INC | 4,414 | $230 | 0.0% | $39.14 | 0.0% | Common Stock | 698813102 |
| JACK | JACK IN THE BOX INC | 3,854 | $227 | 0.0% | $54.49 | 0.0% | Common Stock | 466367109 |
| CSGP | COSTAR GROUP INC | 1,208 | $226 | 0.0% | $17.69 | +6.7% | Common Stock | 22160N109 |
| — | PAREXEL INTERNATIONAL CORP | 4,081 | $221 | 0.0% | $45.21 | — | Common Stock | 699462107 |
| MANH | MANHATTAN ASSOCIATES INC | 5,932 | $208 | 0.0% | $34.82 | 0.0% | Common Stock | 562750109 |
| TYL | TYLER TECHNOLOGIES INC | 2,381 | $199 | 0.0% | $65.63 | +47.1% | Common Stock | 902252105 |
| — | FINANCIAL ENGINES INC | 3,631 | $184 | 0.0% | $69.56 | — | Common Stock | 317485100 |
| TRV | TRAVELERS COS INC/THE | 894 | $76 | 0.0% | $64.62 | 0.0% | Common Stock | 89417E109 |