CIK: 0001185072 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value ($000): $788,149 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SHY | ISHARES 1-3 YEAR TREASURY BO | 1,884,686 | $157,597 | 20.0% | $83.53 | — | ETP | 464287457 |
| IEF | ISHARES 7-10 YEAR TREASURY B | 966,003 | $100,658 | 12.8% | $104.20 | — | ETP | 464287440 |
| IEI | ISHARES 3-7 YEAR TREASURY BO | 821,442 | $99,723 | 12.7% | $121.40 | — | ETP | 464288661 |
| — | ISHARES MSCI EMERGING MARKET | 2,500,000 | $97,650 | 12.4% | — | — | Call | 464287904 |
| XLE | ENERGY SELECT SECTOR SPDR | 583,192 | $33,446 | 4.2% | $57.85 | — | ETP | 81369Y506 |
| XLU | UTILITIES SELECT SECTOR SPDR | 529,936 | $28,044 | 3.6% | $52.79 | — | ETP | 81369Y886 |
| XLRE | REAL ESTATE SELECT SECT SPDR | 768,491 | $23,823 | 3.0% | $31.72 | — | ETP | 81369Y860 |
| XLP | CONSUMER STAPLES SPDR | 455,824 | $23,147 | 2.9% | $52.18 | — | ETP | 81369Y308 |
| XLV | HEALTH CARE SELECT SECTOR | 265,658 | $22,982 | 2.9% | $82.42 | — | ETP | 81369Y209 |
| KSS | KOHLS CORP | 308,866 | $20,490 | 2.6% | $51.01 | +37.6% | Common Stock | 500255104 |
| M | MACY'S INC | 682,947 | $20,338 | 2.6% | $24.35 | +35.2% | Common Stock | 55616P104 |
| — | CENTURYLINK INC | 1,162,087 | $17,606 | 2.2% | $18.44 | — | Common Stock | 156700106 |
| KR | KROGER CO | 356,339 | $9,799 | 1.2% | $25.41 | -2.0% | Common Stock | 501044101 |
| SJNK | SPDR BBG BARC ST HIGH YIELD | 360,000 | $9,371 | 1.2% | $26.03 | — | ETP | 78468R408 |
| T | AT&T INC | 318,073 | $9,078 | 1.2% | $14.46 | -3.1% | Common Stock | 00206R102 |
| PRU | PRUDENTIAL FINANCIAL INC | 103,272 | $8,421 | 1.1% | $76.34 | -15.3% | Common Stock | 744320102 |
| HPE | HEWLETT PACKARD ENTERPRISE | 624,654 | $8,252 | 1.0% | $12.65 | -5.7% | Common Stock | 42824C109 |
| F | FORD MOTOR CO | 995,468 | $7,615 | 1.0% | $7.33 | -15.3% | Common Stock | 345370860 |
| PSX | PHILLIPS 66 | 80,932 | $6,973 | 0.9% | $78.52 | -6.7% | Common Stock | 718546104 |
| ITB | ISHARES U.S. HOME CONSTRUCTI | 216,778 | $6,512 | 0.8% | $30.04 | — | ETP | 464288752 |
| MPC | MARATHON PETROLEUM CORP | 107,785 | $6,360 | 0.8% | $49.84 | +8.9% | Common Stock | 56585A102 |
| VLO | VALERO ENERGY CORP | 83,364 | $6,250 | 0.8% | $64.56 | +1.5% | Common Stock | 91913Y100 |
| VRSK | VERISK ANALYTICS INC | 44,218 | $4,821 | 0.6% | $102.71 | +8.8% | Common Stock | 92345Y106 |
| PGR | PROGRESSIVE CORP | 74,930 | $4,521 | 0.6% | $40.20 | +30.6% | Common Stock | 743315103 |
| XLB | MATERIALS SELECT SECTOR SPDR | 76,074 | $3,843 | 0.5% | $50.55 | — | ETP | 81369Y100 |
| — | HOLLYFRONTIER CORP | 61,472 | $3,142 | 0.4% | $69.90 | — | Common Stock | 436106108 |
| VRSN | VERISIGN INC | 19,091 | $2,831 | 0.4% | $115.72 | +28.5% | Common Stock | 92343E102 |
| — | WESTROCK CO | 67,813 | $2,560 | 0.3% | $63.64 | — | Common Stock | 96145D105 |
| V | VISA INC-CLASS A SHARES | 19,183 | $2,531 | 0.3% | $115.23 | +14.0% | Common Stock | 92826C839 |
| YUM | YUM! BRANDS INC | 27,065 | $2,487 | 0.3% | $71.22 | +10.1% | Common Stock | 988498101 |
| — | CITRIX SYSTEMS INC | 24,148 | $2,474 | 0.3% | $110.92 | — | Common Stock | 177376100 |
| — | US NATURAL GAS FUND LP | 99,461 | $2,458 | 0.3% | $24.71 | — | ETP | 912318300 |
| FISV | FISERV INC | 32,530 | $2,391 | 0.3% | $78.47 | -1.5% | Common Stock | 337738108 |
| MSI | MOTOROLA SOLUTIONS INC | 20,769 | $2,389 | 0.3% | $111.88 | +0.8% | Common Stock | 620076307 |
| COST | COSTCO WHOLESALE CORP | 11,287 | $2,299 | 0.3% | $203.11 | -0.6% | Common Stock | 22160K105 |
| MA | MASTERCARD INC - A | 12,030 | $2,270 | 0.3% | $128.08 | +49.1% | Common Stock | 57636Q104 |
| ROP | ROPER TECHNOLOGIES INC | 8,119 | $2,164 | 0.3% | $242.71 | +11.7% | Common Stock | 776696106 |
| TJX | TJX COMPANIES INC | 48,352 | $2,163 | 0.3% | $46.18 | -0.6% | Common Stock | 872540109 |
| CTAS | CINTAS CORP | 12,635 | $2,122 | 0.3% | $47.64 | -12.6% | Common Stock | 172908105 |
| AME | AMETEK INC | 29,982 | $2,030 | 0.3% | $71.88 | -4.9% | Common Stock | 031100100 |
| MCO | MOODY'S CORP | 14,134 | $1,979 | 0.3% | $150.76 | -5.9% | Common Stock | 615369105 |
| XYL | XYLEM INC | 29,565 | $1,972 | 0.3% | $67.19 | -5.4% | Common Stock | 98419M100 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 20,025 | $1,927 | 0.2% | $111.46 | -14.1% | Common Stock | 11133T103 |
| STZ | CONSTELLATION BRANDS INC-A | 10,332 | $1,661 | 0.2% | $193.68 | -8.7% | Common Stock | 21036P108 |
| MUB | ISHARES NATIONAL MUNI BOND E | 12,061 | $1,315 | 0.2% | $109.03 | — | ETP | 464288414 |
| IGSB | ISHARES SHORT-TERM CORPORATE | 25,427 | $1,313 | 0.2% | $55.57 | — | ETP | 464288646 |
| FLOT | ISHARES FLOATING RATE BOND E | 23,357 | $1,176 | 0.1% | $50.90 | — | ETP | 46429B655 |
| REM | ISHARES MORTGAGE REAL ESTATE | 26,918 | $1,075 | 0.1% | $43.45 | — | ETP | 46435G342 |
| VNQ | VANGUARD REAL ESTATE ETF | 10,680 | $796 | 0.1% | $81.34 | — | ETP | 922908553 |
| SHYG | ISHARES 0-5 YR HY CORP BOND | 15,697 | $699 | 0.1% | $47.21 | — | ETP | 46434V407 |
| XLC | COMM SERV SELECT SECTOR SPDR | 5,414 | $223 | 0.0% | $49.00 | — | ETP | 81369Y852 |
| XLY | CONSUMER DISCRETIONARY SELT | 1,787 | $177 | 0.0% | $80.98 | — | ETP | 81369Y407 |
| XLK | TECHNOLOGY SELECT SECT SPDR | 1,850 | $115 | 0.0% | $50.44 | — | ETP | 81369Y803 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 3,014 | $71 | 0.0% | $21.18 | — | ETP | 81369Y605 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 291 | $19 | 0.0% | $62.61 | — | ETP | 81369Y704 |