CIK: 0001185072 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value ($000): $660,047 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SHY | ISHARES 1-3 YEAR TREASURY BO | 2,696,836 | $224,835 | 34.1% | $83.57 | — | ETP | 464287457 |
| M | MACY'S INC | 750,433 | $28,089 | 4.3% | $24.09 | +39.1% | Common Stock | 55616P104 |
| KSS | KOHLS CORP | 345,062 | $25,155 | 3.8% | $50.51 | +32.0% | Common Stock | 500255104 |
| F | FORD MOTOR CO | 1,652,907 | $18,298 | 2.8% | $7.37 | +5.0% | Common Stock | 345370860 |
| EWJ | ISHARES MSCI JAPAN ETF | 253,210 | $14,663 | 2.2% | $49.74 | — | ETP | 46434G822 |
| XLY | CONSUMER DISCRETIONARY SELT | 120,248 | $13,143 | 2.0% | $80.98 | — | ETP | 81369Y407 |
| XLRE | REAL ESTATE SELECT SECT SPDR | 397,242 | $12,994 | 2.0% | $32.71 | — | ETP | 81369Y860 |
| XLV | HEALTH CARE SELECT SECTOR | 154,507 | $12,895 | 2.0% | $77.22 | — | ETP | 81369Y209 |
| XLB | MATERIALS SELECT SECTOR SPDR | 219,088 | $12,722 | 1.9% | $50.55 | — | ETP | 81369Y100 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 182,129 | $12,653 | 1.9% | $50.44 | — | ETP | 81369Y803 |
| — | ANDEAVOR | 96,200 | $12,620 | 1.9% | $103.14 | — | Common Stock | 03349M105 |
| — | XL GROUP LTD | 212,778 | $11,905 | 1.8% | $39.45 | — | Common Stock | G98294104 |
| VLO | VALERO ENERGY CORP | 106,123 | $11,762 | 1.8% | $46.99 | +75.7% | Common Stock | 91913Y100 |
| BBY | BEST BUY CO INC | 157,378 | $11,737 | 1.8% | $26.09 | +112.9% | Common Stock | 086516101 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 163,828 | $11,735 | 1.8% | $62.61 | — | ETP | 81369Y704 |
| — | CENTURYLINK INC | 618,277 | $11,525 | 1.7% | $16.45 | — | Common Stock | 156700106 |
| PSX | PHILLIPS 66 | 101,893 | $11,444 | 1.7% | $71.47 | +16.3% | Common Stock | 718546104 |
| GAP | GAP INC/THE | 305,163 | $9,884 | 1.5% | $18.35 | +28.0% | Common Stock | 364760108 |
| MPC | MARATHON PETROLEUM CORP | 134,231 | $9,417 | 1.4% | $37.82 | +58.7% | Common Stock | 56585A102 |
| PRU | PRUDENTIAL FINANCIAL INC | 95,297 | $8,911 | 1.4% | $77.10 | -9.6% | Common Stock | 744320102 |
| — | WESTROCK CO | 153,806 | $8,770 | 1.3% | $64.17 | — | Common Stock | 96145D105 |
| EG | EVEREST RE GROUP LTD | 37,195 | $8,572 | 1.3% | $211.82 | -5.3% | Common Stock | G3223R108 |
| NAVI | NAVIENT CORP | 614,260 | $8,004 | 1.2% | $14.58 | -6.6% | Common Stock | 63938C108 |
| REM | ISHARES MORTGAGE REAL ESTATE | 173,907 | $7,556 | 1.1% | $43.45 | — | ETP | 46435G342 |
| BKLN | INVESCO SENIOR LOAN ETF | 324,844 | $7,439 | 1.1% | $22.90 | — | ETP | 46138G508 |
| CWB | SPDR BBG BARC CONVERTIBLE | 139,896 | $7,417 | 1.1% | $51.04 | — | ETP | 78464A359 |
| LNC | LINCOLN NATIONAL CORP | 116,428 | $7,248 | 1.1% | $49.94 | -1.8% | Common Stock | 534187109 |
| UNM | UNUM GROUP | 168,943 | $6,249 | 0.9% | $31.39 | +32.9% | Common Stock | 91529Y106 |
| VYM | VANGUARD HIGH DVD YIELD ETF | 63,160 | $5,245 | 0.8% | $80.74 | — | ETP | 921946406 |
| PBP | INVESCO S&P 500 BUYWRITE ETF | 242,203 | $5,239 | 0.8% | $21.63 | — | ETP | 46137V399 |
| PGR | PROGRESSIVE CORP | 84,591 | $5,004 | 0.8% | $39.87 | +21.1% | Common Stock | 743315103 |
| SHYG | ISHARES 0-5 YR HY CORP BOND | 106,359 | $4,958 | 0.8% | $47.21 | — | ETP | 46434V407 |
| HYG | ISHARES IBOXX HIGH YLD CORP | 58,112 | $4,944 | 0.7% | $86.12 | — | ETP | 464288513 |
| EWU | ISHARES MSCI UNITED KINGDOM | 142,151 | $4,944 | 0.7% | $31.94 | — | ETP | 46435G334 |
| ROP | ROPER TECHNOLOGIES INC | 17,196 | $4,744 | 0.7% | $241.94 | +9.0% | Common Stock | 776696106 |
| PFF | ISHARES US PREFERRED STOCK E | 99,898 | $3,767 | 0.6% | $37.97 | — | ETP | 464288687 |
| — | UNITED STATES OIL FUND LP | 221,557 | $3,337 | 0.5% | $12.02 | — | ETP | 91232N108 |
| VNQ | VANGUARD REAL ESTATE ETF | 38,184 | $3,110 | 0.5% | $81.45 | — | ETP | 922908553 |
| UGA | UNITED STATES GAS FUND LP | 86,942 | $3,000 | 0.5% | $28.67 | — | ETP | 91201T102 |
| — | UNITED STATES DIESEL-HEATING | 143,025 | $2,998 | 0.5% | $17.14 | — | ETP | 911783108 |
| MA | MASTERCARD INC - A | 14,723 | $2,893 | 0.4% | $126.35 | +42.7% | Common Stock | 57636Q104 |
| VRSN | VERISIGN INC | 20,587 | $2,829 | 0.4% | $114.83 | +10.7% | Common Stock | 92343E102 |
| EPU | ISHARES MSCI PERU ETF | 71,540 | $2,808 | 0.4% | $30.46 | — | ETP | 464289842 |
| BA | BOEING CO/THE | 8,224 | $2,759 | 0.4% | $182.21 | +81.3% | Common Stock | 097023105 |
| V | VISA INC-CLASS A SHARES | 20,621 | $2,731 | 0.4% | $114.76 | +6.4% | Common Stock | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 10,740 | $2,635 | 0.4% | $153.94 | +37.8% | Common Stock | 91324P102 |
| EWQ | ISHARES MSCI FRANCE ETF | 85,613 | $2,613 | 0.4% | $24.96 | — | ETP | 464286707 |
| VNQI | VANGUARD GLBL EX-US REAL EST | 44,716 | $2,597 | 0.4% | $59.50 | — | ETP | 922042676 |
| MCO | MOODY'S CORP | 15,191 | $2,591 | 0.4% | $151.00 | +4.8% | Common Stock | 615369105 |
| VRSK | VERISK ANALYTICS INC | 23,788 | $2,561 | 0.4% | $95.40 | +6.6% | Common Stock | 92345Y106 |
| STZ | CONSTELLATION BRANDS INC-A | 11,101 | $2,430 | 0.4% | $194.12 | +2.9% | Common Stock | 21036P108 |
| AME | AMETEK INC | 32,261 | $2,328 | 0.4% | $71.98 | -2.3% | Common Stock | 031100100 |
| — | HARRIS CORP | 16,037 | $2,318 | 0.4% | $131.69 | — | Common Stock | 413875105 |
| YUM | YUM! BRANDS INC | 28,926 | $2,263 | 0.3% | $71.00 | +2.2% | Common Stock | 988498101 |
| RSG | REPUBLIC SERVICES INC | 32,049 | $2,191 | 0.3% | $46.96 | +27.5% | Common Stock | 760759100 |
| APH | AMPHENOL CORP-CL A | 25,133 | $2,190 | 0.3% | $16.87 | +19.8% | Common Stock | 032095101 |
| XYL | XYLEM INC | 31,778 | $2,142 | 0.3% | $67.29 | -1.5% | Common Stock | 98419M100 |
| ALL | ALLSTATE CORP | 23,192 | $2,116 | 0.3% | $75.17 | +5.9% | Common Stock | 020002101 |
| MCD | MCDONALD'S CORP | 13,300 | $2,084 | 0.3% | $128.65 | +5.3% | Common Stock | 580135101 |
| EWN | ISHARES MSCI NETHERLANDS ETF | 55,515 | $1,694 | 0.3% | $26.30 | — | ETP | 464286814 |
| XLE | ENERGY SELECT SECTOR SPDR | 18,837 | $1,430 | 0.2% | $73.65 | — | ETP | 81369Y506 |
| FLOT | ISHARES FLOATING RATE BOND E | 27,136 | $1,384 | 0.2% | $50.90 | — | ETP | 46429B655 |
| MUB | ISHARES NATIONAL MUNI BOND E | 12,669 | $1,381 | 0.2% | $109.01 | — | ETP | 464288414 |
| AZO | AUTOZONE INC | 2,000 | $1,342 | 0.2% | $645.21 | 0.0% | Common Stock | 053332102 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 25,817 | $1,109 | 0.2% | $38.47 | — | ETP | 464287184 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 37,609 | $1,000 | 0.2% | $19.67 | — | ETP | 81369Y605 |
| — | TEUCRIUM WHEAT FUND | 145,860 | $931 | 0.1% | $6.38 | — | ETP | 88166A508 |
| TIP | ISHARES TIPS BOND ETF | 7,608 | $859 | 0.1% | $112.91 | — | ETP | 464287176 |
| EWM | ISHARES MSCI MALAYSIA ETF | 23,624 | $737 | 0.1% | $31.78 | — | ETP | 46434G814 |
| EWT | ISHARES MSCI TAIWAN ETF | 18,713 | $674 | 0.1% | $30.40 | — | ETP | 46434G772 |
| THD | ISHARES MSCI THAILAND ETF | 8,178 | $673 | 0.1% | $69.18 | — | ETP | 464286624 |
| CPER | UNITED STATES COPPER INDEX | 21,943 | $411 | 0.1% | $16.74 | — | ETP | 911718104 |
| EWY | ISHARES MSCI SOUTH KOREA ETF | 3,167 | $214 | 0.0% | $55.10 | — | ETP | 464286772 |
| IGSB | ISHARES SHORT-TERM CORPORATE | 1,900 | $197 | 0.0% | $103.68 | — | ETP | 464288646 |