CIK: 0001185072 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value ($000): $761,785 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FINANCIAL SELECT SECTOR SPDR | 7,043,800 | $160,176 | 21.0% | — | — | Call | 81369Y905 |
| — | ISHARES MSCI EMERGING MARKET | 1,551,600 | $67,076 | 8.8% | — | — | Call | 464287904 |
| F | FORD MOTOR CO | 1,588,017 | $27,377 | 3.6% | $8.66 | +2.4% | Common Stock | 345370860 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 661,437 | $25,366 | 3.3% | $37.32 | — | ETP | 81369Y803 |
| R | RYDER SYSTEM INC | 208,081 | $18,330 | 2.4% | $60.03 | +39.5% | Common Stock | 783549108 |
| BBY | BEST BUY CO INC | 545,637 | $16,921 | 2.2% | $17.92 | -0.9% | Common Stock | 086516101 |
| AIZ | ASSURANT INC | 257,259 | $16,864 | 2.2% | $51.93 | +2.4% | Common Stock | 04621X108 |
| — | SAFEWAY INC | 464,521 | $15,952 | 2.1% | $23.66 | — | Common Stock | 786514208 |
| — | HEWLETT-PACKARD CO | 459,025 | $15,460 | 2.0% | $32.36 | — | Common Stock | 428236103 |
| TSN | TYSON FOODS INC-CL A | 408,275 | $15,326 | 2.0% | $22.26 | +39.1% | Common Stock | 902494103 |
| DAL | DELTA AIR LINES INC | 393,405 | $15,233 | 2.0% | $27.96 | +17.6% | Common Stock | 247361702 |
| — | XEROX CORP | 1,206,084 | $15,004 | 2.0% | $10.29 | — | Common Stock | 984121103 |
| — | WELLPOINT INC | 139,081 | $14,966 | 2.0% | $83.61 | — | Common Stock | 94973V107 |
| GME | GAMESTOP CORP-CLASS A | 368,436 | $14,910 | 2.0% | $6.93 | +2.9% | Common Stock | 36467W109 |
| — | DOW CHEMICAL CO/THE | 284,344 | $14,632 | 1.9% | $48.59 | — | Common Stock | 260543103 |
| UNM | UNUM GROUP | 393,165 | $13,666 | 1.8% | $30.72 | +11.2% | Common Stock | 91529Y106 |
| — | STAPLES INC | 1,234,190 | $13,379 | 1.8% | $11.34 | — | Common Stock | 855030102 |
| VLO | VALERO ENERGY CORP | 264,730 | $13,263 | 1.7% | $25.67 | +38.2% | Common Stock | 91913Y100 |
| JPM | JPMORGAN CHASE & CO | 229,237 | $13,209 | 1.7% | $38.52 | +6.9% | Common Stock | 46625H100 |
| MUR | MURPHY OIL CORP | 196,590 | $13,069 | 1.7% | $36.33 | +12.3% | Common Stock | 626717102 |
| — | CLIFFS NATURAL RESOURCES INC | 755,302 | $11,367 | 1.5% | $20.46 | — | Common Stock | 18683K101 |
| NAVI | NAVIENT CORP | 496,304 | $8,789 | 1.2% | $16.58 | 0.0% | Common Stock | 63938C108 |
| ECL | ECOLAB INC | 63,574 | $7,078 | 0.9% | $86.44 | +9.0% | Common Stock | 278865100 |
| XLU | UTILITIES SELECT SECTOR SPDR | 157,559 | $6,974 | 0.9% | $40.94 | — | ETP | 81369Y886 |
| SHY | ISHARES 1-3 YEAR TREASURY BO | 82,132 | $6,945 | 0.9% | $84.56 | — | ETP | 464287457 |
| XLY | CONSUMER DISCRETIONARY SELT | 101,980 | $6,806 | 0.9% | $61.91 | — | ETP | 81369Y407 |
| XLV | HEALTH CARE SELECT SECTOR | 111,669 | $6,793 | 0.9% | $54.49 | — | ETP | 81369Y209 |
| XLB | MATERIALS SELECT SECTOR SPDR | 136,674 | $6,784 | 0.9% | $44.08 | — | ETP | 81369Y100 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 124,092 | $6,708 | 0.9% | $48.45 | — | ETP | 81369Y704 |
| — | ISHARES MSCI JAPAN ETF | 554,389 | $6,675 | 0.9% | $12.04 | — | ETP | 464286848 |
| XLP | CONSUMER STAPLES SPDR | 149,260 | $6,660 | 0.9% | $42.11 | — | ETP | 81369Y308 |
| SLM | SLM CORP | 492,236 | $4,091 | 0.5% | $8.73 | +0.9% | Common Stock | 78442P106 |
| KR | KROGER CO | 81,152 | $4,011 | 0.5% | $15.23 | +22.7% | Common Stock | 501044101 |
| NOC | NORTHROP GRUMMAN CORP | 32,474 | $3,885 | 0.5% | $62.64 | +59.0% | Common Stock | 666807102 |
| GHC | GRAHAM HOLDINGS CO-CLASS B | 5,243 | $3,765 | 0.5% | $339.79 | +8.3% | Common Stock | 384637104 |
| GD | GENERAL DYNAMICS CORP | 31,363 | $3,655 | 0.5% | $80.10 | +10.5% | Common Stock | 369550108 |
| MRSH | MARSH & MCLENNAN COS | 70,455 | $3,651 | 0.5% | $38.81 | +4.4% | Common Stock | 571748102 |
| JNJ | JOHNSON & JOHNSON | 34,793 | $3,640 | 0.5% | $63.54 | +15.1% | Common Stock | 478160104 |
| CTAS | CINTAS CORP | 56,694 | $3,603 | 0.5% | $12.89 | +2.4% | Common Stock | 172908105 |
| CVS | CVS CAREMARK CORP | 47,527 | $3,583 | 0.5% | $51.11 | +7.4% | Common Stock | 126650100 |
| FISV | FISERV INC | 59,189 | $3,571 | 0.5% | $28.60 | +3.6% | Common Stock | 337738108 |
| BDX | BECTON DICKINSON AND CO | 30,162 | $3,568 | 0.5% | $91.42 | +3.6% | Common Stock | 075887109 |
| HRL | HORMEL FOODS CORP | 71,895 | $3,548 | 0.5% | $15.84 | +16.5% | Common Stock | 440452100 |
| — | CR BARD INC | 24,255 | $3,468 | 0.5% | $148.00 | — | Common Stock | 067383109 |
| — | TORCHMARK CORP | 42,084 | $3,448 | 0.5% | $72.35 | — | Common Stock | 891027104 |
| — | CIGNA CORP | 36,903 | $3,394 | 0.4% | $76.86 | — | Common Stock | 125509109 |
| HON | HONEYWELL INTERNATIONAL INC | 36,326 | $3,376 | 0.4% | $57.46 | +14.3% | Common Stock | 438516106 |
| — | ROCKWELL COLLINS INC | 42,366 | $3,310 | 0.4% | $67.87 | — | Common Stock | 774341101 |
| — | RAYTHEON COMPANY | 34,759 | $3,206 | 0.4% | $98.78 | — | Common Stock | 755111507 |
| EPI | WISDOMTREE INDIA EARNINGS | 134,318 | $3,018 | 0.4% | $20.10 | — | ETP | 97717W422 |
| EWZ | ISHARES MSCI BRAZIL CAPPED E | 63,128 | $3,016 | 0.4% | $47.78 | — | ETP | 464286400 |
| — | ISHARES MSCI TAIWAN ETF | 190,439 | $3,009 | 0.4% | $14.56 | — | ETP | 464286731 |
| EWW | ISHARES MSCI MEXICO CAPPED | 43,593 | $2,956 | 0.4% | $67.81 | — | ETP | 464286822 |
| EZA | ISHARES MSCI SOUTH AFRICA ET | 42,919 | $2,949 | 0.4% | $67.14 | — | ETP | 464286780 |
| EPHE | ISHARES MSCI PHILIPPINES ETF | 79,821 | $2,940 | 0.4% | $36.83 | — | ETP | 46429B408 |
| EPU | ISHARES MSCI ALL PERU CAPPED | 82,629 | $2,939 | 0.4% | $35.57 | — | ETP | 464289842 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 79,231 | $2,935 | 0.4% | $36.04 | — | ETP | 464287184 |
| — | ISHARES MSCI MALAYSIA ETF | 182,603 | $2,900 | 0.4% | $15.84 | — | ETP | 464286830 |
| EWY | ISHARES MSCI SOUTH KOREA CAP | 44,522 | $2,895 | 0.4% | $63.04 | — | ETP | 464286772 |
| — | GLOBAL X FTSE GREECE 20 ETF | 126,486 | $2,846 | 0.4% | $23.63 | — | ETP | 37950E366 |
| EPOL | ISHARES MSCI POLAND CAPPED E | 96,685 | $2,838 | 0.4% | $29.75 | — | ETP | 46429B606 |
| TUR | ISHARES MSCI TURKEY ETF | 50,909 | $2,829 | 0.4% | $55.57 | — | ETP | 464286715 |
| EIDO | ISHARES MSCI INDONESIA ETF | 106,130 | $2,800 | 0.4% | $26.38 | — | ETP | 46429B309 |
| THD | ISHARES MSCI THAILAND CAPPED | 35,440 | $2,736 | 0.4% | $77.20 | — | ETP | 464286624 |
| XLE | ENERGY SELECT SECTOR SPDR | 25,513 | $2,554 | 0.3% | $78.94 | — | ETP | 81369Y506 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 109,019 | $2,479 | 0.3% | $19.47 | — | ETP | 81369Y605 |
| EWP | ISHARES MSCI SPAIN CAPPED ET | 50,395 | $2,158 | 0.3% | $42.82 | — | ETP | 464286764 |
| — | ISHARES MSCI UNITED KINGDOM | 102,742 | $2,145 | 0.3% | $20.88 | — | ETP | 464286699 |
| EWN | ISHARES MSCI NETHERLANDS ETF | 83,613 | $2,140 | 0.3% | $25.59 | — | ETP | 464286814 |
| EWO | ISHARES MSCI AUSTRIA CAPPED | 108,900 | $2,132 | 0.3% | $19.58 | — | ETP | 464286202 |
| — | ISHARES MSCI ITALY CAPPED ET | 122,057 | $2,121 | 0.3% | $17.38 | — | ETP | 464286855 |
| EWL | ISHARES MSCI SWITZERLAND CAP | 61,737 | $2,119 | 0.3% | $34.32 | — | ETP | 464286749 |
| EWG | ISHARES MSCI GERMANY ETF | 67,548 | $2,113 | 0.3% | $31.28 | — | ETP | 464286806 |
| EWQ | ISHARES MSCI FRANCE ETF | 71,936 | $2,097 | 0.3% | $29.15 | — | ETP | 464286707 |
| EWD | ISHARES MSCI SWEDEN ETF | 59,167 | $2,087 | 0.3% | $35.27 | — | ETP | 464286756 |
| — | BLACKHAWK NETWORK HD-B | 75,804 | $2,035 | 0.3% | $26.85 | — | Common Stock | 09238E203 |
| — | AMERICAN EQUITY INVT LIFE HL | 79,867 | $1,965 | 0.3% | $24.95 | — | Common Stock | 025676206 |
| CNO | CNO FINANCIAL GROUP INC | 99,372 | $1,769 | 0.2% | $9.34 | +43.6% | Common Stock | 12621E103 |
| ANDE | ANDERSONS INC/THE | 31,610 | $1,630 | 0.2% | $43.30 | +0.3% | Common Stock | 034164103 |
| — | AMTRUST FINANCIAL SERVICES | 38,382 | $1,605 | 0.2% | $35.40 | — | Common Stock | 032359309 |
| — | MDC HOLDINGS INC | 51,450 | $1,558 | 0.2% | $30.07 | — | Common Stock | 552676108 |
| UVV | UNIVERSAL CORP/VA | 27,591 | $1,527 | 0.2% | $53.40 | +2.0% | Common Stock | 913456109 |
| UGA | UNITED STATES GAS FUND LP | 20,931 | $1,319 | 0.2% | $63.02 | — | ETP | 91201T102 |
| — | UNITED STATES OIL FUND LP | 33,886 | $1,317 | 0.2% | $38.87 | — | ETP | 91232N108 |
| — | US NATURAL GAS FUND LP | 50,669 | $1,246 | 0.2% | $24.59 | — | ETP | 912318201 |
| SOYB | TEUCRIUM SOYBEAN FUND | 49,974 | $1,195 | 0.2% | $23.91 | — | ETP | 88166A607 |
| — | UNITED STATES DIESEL-HEATING | 35,221 | $1,185 | 0.2% | $33.64 | — | ETP | 911783108 |
| — | SANDERSON FARMS INC | 9,378 | $912 | 0.1% | $78.53 | — | Common Stock | 800013104 |
| GPI | GROUP 1 AUTOMOTIVE INC | 10,812 | $912 | 0.1% | $65.11 | +14.7% | Common Stock | 398905109 |
| — | MARKET VECTORS RUSSIA ETF | 31,605 | $832 | 0.1% | $26.32 | — | ETP | 57060U506 |
| DAN | DANA HOLDING CORP | 32,163 | $785 | 0.1% | $16.18 | +10.6% | Common Stock | 235825205 |
| — | APOLLO INVESTMENT CORP | 89,194 | $768 | 0.1% | $8.31 | — | Common Stock | 03761U106 |
| KALU | KAISER ALUMINUM CORP | 10,263 | $748 | 0.1% | $43.53 | +13.9% | Common Stock | 483007704 |
| — | TAL INTERNATIONAL GROUP INC | 16,053 | $712 | 0.1% | $55.87 | — | Common Stock | 874083108 |
| UPBD | RENT-A-CENTER INC | 20,291 | $582 | 0.1% | $33.96 | -16.7% | Common Stock | 76009N100 |
| — | ICONIX BRAND GROUP INC | 9,350 | $401 | 0.1% | $39.50 | — | Common Stock | 451055107 |
| TRGP | TARGA RESOURCES CORP | 1,852 | $258 | 0.0% | $53.96 | +23.7% | Common Stock | 87612G101 |
| CW | CURTISS-WRIGHT CORP | 2,963 | $194 | 0.0% | $59.36 | +3.9% | Common Stock | 231561101 |
| — | ANIXTER INTERNATIONAL INC | 1,910 | $191 | 0.0% | $89.92 | — | Common Stock | 035290105 |
| — | BOFI HOLDING INC | 2,454 | $180 | 0.0% | $78.55 | — | Common Stock | 05566U108 |
| — | BANCORPSOUTH INC | 7,245 | $178 | 0.0% | $25.01 | — | Common Stock | 059692103 |
| JACK | JACK IN THE BOX INC | 2,950 | $177 | 0.0% | $54.49 | +5.2% | Common Stock | 466367109 |
| — | BANK OF THE OZARKS | 5,298 | $177 | 0.0% | $55.95 | — | Common Stock | 063904106 |
| TYL | TYLER TECHNOLOGIES INC | 1,818 | $166 | 0.0% | $65.63 | +23.6% | Common Stock | 902252105 |
| — | PAREXEL INTERNATIONAL CORP | 3,113 | $164 | 0.0% | $45.21 | — | Common Stock | 699462107 |
| HEI | HEICO CORP | 3,072 | $160 | 0.0% | $28.15 | -0.2% | Common Stock | 422806109 |
| MANH | MANHATTAN ASSOCIATES INC | 4,526 | $156 | 0.0% | $34.82 | -5.2% | Common Stock | 562750109 |
| CSGP | COSTAR GROUP INC | 923 | $146 | 0.0% | $17.69 | -8.4% | Common Stock | 22160N109 |
| PZZA | PAPA JOHN'S INTL INC | 3,375 | $143 | 0.0% | $39.14 | -9.8% | Common Stock | 698813102 |
| — | FINANCIAL ENGINES INC | 2,775 | $126 | 0.0% | $69.56 | — | Common Stock | 317485100 |
| TRV | TRAVELERS COS INC/THE | 894 | $84 | 0.0% | $64.62 | +9.1% | Common Stock | 89417E109 |