CIK: 0001185072 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value ($000): $578,162 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ISHARES CHINA LARGE-CAP ETF | 1,398,800 | $53,546 | 9.3% | — | — | Put | 464287954 |
| SHY | ISHARES 1-3 YEAR TREASURY BO | 571,635 | $48,309 | 8.4% | $84.52 | — | ETP | 464287457 |
| AIZ | ASSURANT INC | 476,592 | $30,645 | 5.3% | $52.09 | +0.3% | Common Stock | 04621X108 |
| DAL | DELTA AIR LINES INC | 762,086 | $27,549 | 4.8% | $30.57 | +9.1% | Common Stock | 247361702 |
| VLO | VALERO ENERGY CORP | 567,518 | $26,259 | 4.5% | $29.38 | +11.0% | Common Stock | 91913Y100 |
| BBY | BEST BUY CO INC | 544,976 | $18,306 | 3.2% | $17.92 | +16.1% | Common Stock | 086516101 |
| — | HEWLETT-PACKARD CO | 458,832 | $16,275 | 2.8% | $32.36 | — | Common Stock | 428236103 |
| GME | GAMESTOP CORP-CLASS A | 367,752 | $15,152 | 2.6% | $6.93 | +12.7% | Common Stock | 36467W109 |
| KSS | KOHLS CORP | 245,607 | $14,990 | 2.6% | $56.59 | 0.0% | Common Stock | 500255104 |
| — | STAPLES INC | 1,238,866 | $14,990 | 2.6% | $11.34 | — | Common Stock | 855030102 |
| — | DOW CHEMICAL CO/THE | 284,616 | $14,926 | 2.6% | $48.59 | — | Common Stock | 260543103 |
| ALL | ALLSTATE CORP | 243,119 | $14,920 | 2.6% | $46.95 | 0.0% | Common Stock | 020002101 |
| GHC | GRAHAM HOLDINGS CO-CLASS B | 20,927 | $14,640 | 2.5% | $371.17 | +2.8% | Common Stock | 384637104 |
| MPC | MARATHON PETROLEUM CORP | 170,737 | $14,457 | 2.5% | $30.05 | 0.0% | Common Stock | 56585A102 |
| UNM | UNUM GROUP | 412,868 | $14,194 | 2.5% | $30.93 | +13.7% | Common Stock | 91529Y106 |
| F | FORD MOTOR CO | 897,388 | $13,272 | 2.3% | $8.66 | +8.4% | Common Stock | 345370860 |
| RIG | TRANSOCEAN LTD | 413,568 | $13,222 | 2.3% | $39.12 | 0.0% | Common Stock | H8817H100 |
| — | NOBLE CORP PLC | 571,530 | $12,700 | 2.2% | $22.22 | — | Common Stock | G65431101 |
| CTAS | CINTAS CORP | 112,091 | $7,913 | 1.4% | $13.54 | +4.9% | Common Stock | 172908105 |
| — | CLIFFS NATURAL RESOURCES INC | 752,736 | $7,813 | 1.4% | $20.46 | — | Common Stock | 18683K101 |
| GD | GENERAL DYNAMICS CORP | 60,591 | $7,700 | 1.3% | $87.31 | +8.9% | Common Stock | 369550108 |
| XLV | HEALTH CARE SELECT SECTOR | 118,438 | $7,569 | 1.3% | $55.02 | — | ETP | 81369Y209 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 187,912 | $7,498 | 1.3% | $37.32 | — | ETP | 81369Y803 |
| FISV | FISERV INC | 115,773 | $7,483 | 1.3% | $30.07 | +5.1% | Common Stock | 337738108 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 140,173 | $7,450 | 1.3% | $48.99 | — | ETP | 81369Y704 |
| XLB | MATERIALS SELECT SECTOR SPDR | 149,842 | $7,431 | 1.3% | $44.57 | — | ETP | 81369Y100 |
| CVS | CVS HEALTH CORP | 93,309 | $7,427 | 1.3% | $54.23 | +6.0% | Common Stock | 126650100 |
| XLU | UTILITIES SELECT SECTOR SPDR | 175,701 | $7,395 | 1.3% | $41.05 | — | ETP | 81369Y886 |
| XLY | CONSUMER DISCRETIONARY SELT | 109,879 | $7,328 | 1.3% | $62.26 | — | ETP | 81369Y407 |
| XLP | CONSUMER STAPLES SPDR | 168,051 | $7,073 | 1.2% | $42.11 | — | ETP | 81369Y308 |
| — | ISHARES MSCI JAPAN ETF | 597,832 | $7,036 | 1.2% | $12.02 | — | ETP | 464286848 |
| — | DR PEPPER SNAPPLE GROUP INC | 59,889 | $3,851 | 0.7% | $64.30 | — | Common Stock | 26138E109 |
| UNP | UNION PACIFIC CORP | 34,654 | $3,757 | 0.6% | $80.32 | 0.0% | Common Stock | 907818108 |
| MRSH | MARSH & MCLENNAN COS | 70,305 | $3,680 | 0.6% | $38.81 | +10.1% | Common Stock | 571748102 |
| MAR | MARRIOTT INTERNATIONAL -CL A | 52,516 | $3,671 | 0.6% | $60.57 | 0.0% | Common Stock | 571903202 |
| ECL | ECOLAB INC | 31,572 | $3,625 | 0.6% | $86.44 | +14.8% | Common Stock | 278865100 |
| LYB | LYONDELLBASELL INDU-CL A | 33,173 | $3,604 | 0.6% | $59.21 | 0.0% | Common Stock | N53745100 |
| BALL | BALL CORP | 56,406 | $3,569 | 0.6% | $28.39 | 0.0% | Common Stock | 058498106 |
| APH | AMPHENOL CORP-CL A | 35,550 | $3,550 | 0.6% | $11.26 | 0.0% | Common Stock | 032095101 |
| — | RAYTHEON COMPANY | 34,697 | $3,526 | 0.6% | $98.78 | — | Common Stock | 755111507 |
| — | CR BARD INC | 24,097 | $3,438 | 0.6% | $148.00 | — | Common Stock | 067383109 |
| BDX | BECTON DICKINSON AND CO | 30,082 | $3,424 | 0.6% | $91.42 | +4.7% | Common Stock | 075887109 |
| THD | ISHARES MSCI THAILAND CAPPED | 39,095 | $3,277 | 0.6% | $77.82 | — | ETP | 464286624 |
| EPHE | ISHARES MSCI PHILIPPINES ETF | 85,467 | $3,253 | 0.6% | $36.91 | — | ETP | 46429B408 |
| EPI | WISDOMTREE INDIA EARNINGS | 143,771 | $3,150 | 0.5% | $20.22 | — | ETP | 97717W422 |
| EWW | ISHARES MSCI MEXICO CAPPED | 45,472 | $3,125 | 0.5% | $67.85 | — | ETP | 464286822 |
| EIDO | ISHARES MSCI INDONESIA ETF | 113,530 | $3,090 | 0.5% | $26.44 | — | ETP | 46429B309 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 80,653 | $3,087 | 0.5% | $36.08 | — | ETP | 464287184 |
| EPU | ISHARES MSCI ALL PERU CAPPED | 89,911 | $3,079 | 0.5% | $35.46 | — | ETP | 464289842 |
| — | ISHARES MSCI TAIWAN ETF | 197,699 | $3,019 | 0.5% | $14.59 | — | ETP | 464286731 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 121,825 | $2,823 | 0.5% | $19.86 | — | ETP | 81369Y605 |
| XLE | ENERGY SELECT SECTOR SPDR | 28,849 | $2,614 | 0.5% | $80.29 | — | ETP | 81369Y506 |
| ANDE | ANDERSONS INC/THE | 34,556 | $2,173 | 0.4% | $43.72 | +10.3% | Common Stock | 034164103 |
| EWZ | ISHARES MSCI BRAZIL CAPPED E | 49,204 | $2,138 | 0.4% | $47.78 | — | ETP | 464286400 |
| EZA | ISHARES MSCI SOUTH AFRICA ET | 33,027 | $2,118 | 0.4% | $67.14 | — | ETP | 464286780 |
| — | AMERICAN EQUITY INVT LIFE HL | 87,157 | $1,994 | 0.3% | $24.78 | — | Common Stock | 025676206 |
| CNO | CNO FINANCIAL GROUP INC | 108,812 | $1,845 | 0.3% | $9.71 | +40.0% | Common Stock | 12621E103 |
| EWP | ISHARES MSCI SPAIN CAPPED ET | 46,977 | $1,827 | 0.3% | $42.82 | — | ETP | 464286764 |
| — | AMTRUST FINANCIAL SERVICES | 42,104 | $1,677 | 0.3% | $35.79 | — | Common Stock | 032359309 |
| — | ISHARES MSCI MALAYSIA ETF | 106,524 | $1,640 | 0.3% | $15.84 | — | ETP | 464286830 |
| EWL | ISHARES MSCI SWITZERLAND CAP | 49,945 | $1,624 | 0.3% | $34.32 | — | ETP | 464286749 |
| — | MDC HOLDINGS INC | 56,676 | $1,435 | 0.2% | $29.63 | — | Common Stock | 552676108 |
| — | ISHARES MSCI UNITED KINGDOM | 70,864 | $1,373 | 0.2% | $19.38 | — | ETP | 46434V548 |
| UVV | UNIVERSAL CORP/VA | 30,390 | $1,349 | 0.2% | $53.23 | -3.1% | Common Stock | 913456109 |
| EWY | ISHARES MSCI SOUTH KOREA CAP | 21,067 | $1,275 | 0.2% | $63.04 | — | ETP | 464286772 |
| TUR | ISHARES MSCI TURKEY ETF | 19,612 | $963 | 0.2% | $55.57 | — | ETP | 464286715 |
| — | SANDERSON FARMS INC | 10,339 | $909 | 0.2% | $79.40 | — | Common Stock | 800013104 |
| GPI | GROUP 1 AUTOMOTIVE INC | 11,823 | $860 | 0.1% | $66.22 | +17.9% | Common Stock | 398905109 |
| KALU | KAISER ALUMINUM CORP | 11,255 | $858 | 0.1% | $44.49 | +22.4% | Common Stock | 483007704 |
| — | APOLLO INVESTMENT CORP | 99,621 | $814 | 0.1% | $8.30 | — | Common Stock | 03761U106 |
| — | TAL INTERNATIONAL GROUP INC | 17,801 | $734 | 0.1% | $54.43 | — | Common Stock | 874083108 |
| UPBD | RENT-A-CENTER INC | 22,307 | $677 | 0.1% | $33.32 | -19.3% | Common Stock | 76009N100 |
| DAN | DANA HOLDING CORP | 35,172 | $674 | 0.1% | $16.35 | +11.1% | Common Stock | 235825205 |
| — | ICONIX BRAND GROUP INC | 10,205 | $377 | 0.1% | $39.28 | — | Common Stock | 451055107 |
| — | ISHARES MSCI ITALY CAPPED ET | 21,041 | $330 | 0.1% | $17.38 | — | ETP | 464286855 |
| TRGP | TARGA RESOURCES CORP | 2,031 | $277 | 0.0% | $56.26 | +42.4% | Common Stock | 87612G101 |
| JACK | JACK IN THE BOX INC | 3,229 | $220 | 0.0% | $54.99 | +9.5% | Common Stock | 466367109 |
| — | PAREXEL INTERNATIONAL CORP | 3,399 | $214 | 0.0% | $46.70 | — | Common Stock | 699462107 |
| CW | CURTISS-WRIGHT CORP | 3,233 | $213 | 0.0% | $59.69 | +6.1% | Common Stock | 231561101 |
| — | US NATURAL GAS FUND LP | 9,057 | $200 | 0.0% | $24.59 | — | ETP | 912318201 |
| — | BOFI HOLDING INC | 2,678 | $195 | 0.0% | $78.07 | — | Common Stock | 05566U108 |
| — | BANK OF THE OZARKS | 5,803 | $183 | 0.0% | $53.83 | — | Common Stock | 063904106 |
| — | ANIXTER INTERNATIONAL INC | 2,085 | $177 | 0.0% | $89.50 | — | Common Stock | 035290105 |
| TYL | TYLER TECHNOLOGIES INC | 1,983 | $175 | 0.0% | $67.68 | +33.4% | Common Stock | 902252105 |
| MANH | MANHATTAN ASSOCIATES INC | 4,939 | $165 | 0.0% | $34.53 | -9.4% | Common Stock | 562750109 |
| — | BANCORPSOUTH INC | 7,933 | $160 | 0.0% | $24.59 | — | Common Stock | 059692103 |
| CSGP | COSTAR GROUP INC | 1,009 | $157 | 0.0% | $17.45 | -14.6% | Common Stock | 22160N109 |
| HEI | HEICO CORP | 3,358 | $157 | 0.0% | $27.97 | -6.8% | Common Stock | 422806109 |
| PZZA | PAPA JOHN'S INTL INC | 3,696 | $148 | 0.0% | $38.58 | -15.3% | Common Stock | 698813102 |
| — | FINANCIAL ENGINES INC | 3,035 | $104 | 0.0% | $66.53 | — | Common Stock | 317485100 |
| TRV | TRAVELERS COS INC/THE | 775 | $73 | 0.0% | $64.62 | +12.2% | Common Stock | 89417E109 |