CABANA LLC Quant / Systematic

CIK: 0001688539 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $2,096,784 (100.0% shares, 0.0% debt)

Holdings (37)

XLU SELECT SECTOR SPDR TR 81.3%

Value ($000) $1,705,051 Shares 47,368 Est. Cost $31063.59 Unrealized —

MGK VANGUARD WORLD FD 2.4%

Value ($000) $49,986 Shares 306,518 Est. Cost $125.69 Unrealized —

— POWERSHARES QQQ TRUST 1.9%

Value ($000) $40,396 Shares 233,379 Est. Cost $168.91 Unrealized —

VOE VANGUARD INDEX FDS 1.7%

Value ($000) $36,493 Shares 320,400 Est. Cost $117.02 Unrealized —

LQD ISHARES TR 1.5%

Value ($000) $31,023 Shares 267,032 Est. Cost $124.56 Unrealized —

SCZ ISHARES TR 1.2%

Value ($000) $24,134 Shares 229,749 Est. Cost $79.64 Unrealized —

VIG VANGUARD GROUP 1.1%

Value ($000) $22,646 Shares 215,608 Est. Cost $103.85 Unrealized —

FEZ SPDR INDEX SHS FDS 1.1%

Value ($000) $22,608 Shares 551,656 Est. Cost $41.08 Unrealized —

XLI SELECT SECTOR SPDR TR 1.0%

Value ($000) $20,300 Shares 258,829 Est. Cost $76.46 Unrealized —

XLY SELECT SECTOR SPDR TR 1.0%

Value ($000) $19,982 Shares 188,082 Est. Cost $100.64 Unrealized —

TIP ISHARES TR 0.8%

Value ($000) $15,984 Shares 142,704 Est. Cost $113.66 Unrealized —

VTV VANGUARD INDEX FDS 0.7%

Value ($000) $15,384 Shares 141,497 Est. Cost $116.45 Unrealized —

VGK VANGUARD INTL EQUITY INDEX F 0.7%

Value ($000) $15,203 Shares 255,678 Est. Cost $64.62 Unrealized —

EFG ISHARES TR 0.7%

Value ($000) $15,164 Shares 185,631 Est. Cost $88.36 Unrealized —

FXI ISHARES TR 0.4%

Value ($000) $8,783 Shares 2,231 Est. Cost $47.38 Unrealized —

VO VANGUARD INDEX FDS 0.3%

Value ($000) $6,487 Shares 40,740 Est. Cost $155.51 Unrealized —

XLV SELECT SECTOR SPDR TR 0.3%

Value ($000) $5,398 Shares 63,567 Est. Cost $83.59 Unrealized —

VOT VANGUARD INDEX FDS 0.2%

Value ($000) $4,923 Shares 36,307 Est. Cost $129.72 Unrealized —

ACWX ISHARES TR 0.2%

Value ($000) $4,913 Shares 96,858 Est. Cost $51.38 Unrealized —

GXC SPDR INDEX SHS FDS 0.2%

Value ($000) $4,874 Shares 1,411 Est. Cost $113.54 Unrealized —

XLK SELECT SECTOR SPDR TR 0.2%

Value ($000) $3,728 Shares 52,868 Est. Cost $64.35 Unrealized —

SDY SPDR SERIES TRUST 0.2%

Value ($000) $3,696 Shares 39,270 Est. Cost $94.12 Unrealized —

GLD SPDR GOLD TRUST 0.2%

Value ($000) $3,628 Shares 28,902 Est. Cost $123.93 Unrealized —

SHV ISHARES TR 0.1%

Value ($000) $2,733 Shares 24,786 Est. Cost $110.26 Unrealized —

RWR SPDR SERIES TRUST 0.1%

Value ($000) $1,772 Shares 2,567 Est. Cost $690.30 Unrealized —

VUG VANGUARD INDEX FDS 0.1%

Value ($000) $1,744 Shares 12,267 Est. Cost $140.67 Unrealized —

ILF ISHARES TR 0.1%

Value ($000) $1,696 Shares 45,145 Est. Cost $37.57 Unrealized —

IWS ISHARES TR 0.1%

Value ($000) $1,600 Shares 18,515 Est. Cost $86.42 Unrealized —

IWO ISHARES TR 0.1%

Value ($000) $1,260 Shares 3,945 Est. Cost $251.79 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 0.0%

Value ($000) $750 Shares 2,957 Est. Cost $250.15 Unrealized —

SRLN SSGA ACTIVE ETF TR 0.0%

Value ($000) $747 Shares 189 Est. Cost $3952.38 Unrealized —

XLP SELECT SECTOR SPDR TR 0.0%

Value ($000) $704 Shares 12,890 Est. Cost $55.70 Unrealized —

DVY ISHARES TR 0.0%

Value ($000) $702 Shares 7,174 Est. Cost $98.24 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 0.0%

Value ($000) $698 Shares 8,029 Est. Cost $85.99 Unrealized —

ANGL VANECK VECTORS ETF TR 0.0%

Value ($000) $666 Shares 22,719 Est. Cost $29.65 Unrealized —

HYLS FIRST TR EXCHANGE TRADED FD 0.0%

Value ($000) $662 Shares 13,778 Est. Cost $48.34 Unrealized —

IVV ISHARES TR 0.0%

Value ($000) $266 Shares 986 Est. Cost $269.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLU	SELECT SECTOR SPDR TR	47,368	$1,705,051	81.3%	$31063.59	—	SBI INT-UTILS	81369Y886
MGK	VANGUARD WORLD FD	306,518	$49,986	2.4%	$125.69	—	MEGA GRWTH IND	921910816
—	POWERSHARES QQQ TRUST	233,379	$40,396	1.9%	$168.91	—	UNIT SER 1	73935A104
VOE	VANGUARD INDEX FDS	320,400	$36,493	1.7%	$117.02	—	MCAP VL IDXVIP	922908512
LQD	ISHARES TR	267,032	$31,023	1.5%	$124.56	—	IBOXX INV CP ETF	464287242
SCZ	ISHARES TR	229,749	$24,134	1.2%	$79.64	—	EAFE SML CP ETF	464288273
VIG	VANGUARD GROUP	215,608	$22,646	1.1%	$103.85	—	DIV APP ETF	921908844
FEZ	SPDR INDEX SHS FDS	551,656	$22,608	1.1%	$41.08	—	EURO STOXX 50	78463X202
XLI	SELECT SECTOR SPDR TR	258,829	$20,300	1.0%	$76.46	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	188,082	$19,982	1.0%	$100.64	—	SBI CONS DISCR	81369Y407
TIP	ISHARES TR	142,704	$15,984	0.8%	$113.66	—	TIPS BD ETF	464287176
VTV	VANGUARD INDEX FDS	141,497	$15,384	0.7%	$116.45	—	VALUE ETF	922908744
VGK	VANGUARD INTL EQUITY INDEX F	255,678	$15,203	0.7%	$64.62	—	FTSE EUROPE ETF	922042874
EFG	ISHARES TR	185,631	$15,164	0.7%	$88.36	—	EAFE GRWTH ETF	464288885
FXI	ISHARES TR	2,231	$8,783	0.4%	$47.38	—	CHINA LG-CAP ETF	464287184
VO	VANGUARD INDEX FDS	40,740	$6,487	0.3%	$155.51	—	MID CAP ETF	922908629
XLV	SELECT SECTOR SPDR TR	63,567	$5,398	0.3%	$83.59	—	SBI HEALTHCARE	81369Y209
VOT	VANGUARD INDEX FDS	36,307	$4,923	0.2%	$129.72	—	MCAP GR IDXVIP	922908538
ACWX	ISHARES TR	96,858	$4,913	0.2%	$51.38	—	MSCI ACWI EX US	464288240
GXC	SPDR INDEX SHS FDS	1,411	$4,874	0.2%	$113.54	—	S&P CHINA ETF	78463X400
XLK	SELECT SECTOR SPDR TR	52,868	$3,728	0.2%	$64.35	—	TECHNOLOGY	81369Y803
SDY	SPDR SERIES TRUST	39,270	$3,696	0.2%	$94.12	—	S&P DIVID ETF	78464A763
GLD	SPDR GOLD TRUST	28,902	$3,628	0.2%	$123.93	—	GOLD SHS	78463V107
SHV	ISHARES TR	24,786	$2,733	0.1%	$110.26	—	SHORT TREAS BD	464288679
RWR	SPDR SERIES TRUST	2,567	$1,772	0.1%	$690.30	—	DJ REIT ETF	78464A607
VUG	VANGUARD INDEX FDS	12,267	$1,744	0.1%	$140.67	—	GROWTH ETF	922908736
ILF	ISHARES TR	45,145	$1,696	0.1%	$37.57	—	LATN AMER 40 ETF	464287390
IWS	ISHARES TR	18,515	$1,600	0.1%	$86.42	—	RUS MDCP VAL ETF	464287473
IWO	ISHARES TR	3,945	$1,260	0.1%	$251.79	—	RUS 2000 GRW ETF	464287648
DIA	SPDR DOW JONES INDL AVRG ETF	2,957	$750	0.0%	$250.15	—	UT SER 1	78467X109
SRLN	SSGA ACTIVE ETF TR	189	$747	0.0%	$3952.38	—	BLKSTN GSOSRLN	78467V608
XLP	SELECT SECTOR SPDR TR	12,890	$704	0.0%	$55.70	—	SBI CONS STPLS	81369Y308
DVY	ISHARES TR	7,174	$702	0.0%	$98.24	—	SELECT DIVID ETF	464287168
VYM	VANGUARD WHITEHALL FDS INC	8,029	$698	0.0%	$85.99	—	HIGH DIV YLD	921946406
ANGL	VANECK VECTORS ETF TR	22,719	$666	0.0%	$29.65	—	FALLEN ANGEL HG	92189F437
HYLS	FIRST TR EXCHANGE TRADED FD	13,778	$662	0.0%	$48.34	—	FIRST TR TA HIYL	33738D408
IVV	ISHARES TR	986	$266	0.0%	$269.78	—	CORE S&P500 ETF	464287200