$90.3 Million is the total value of Higher Moment Capital LP's 6 reported holdings in Q3 2017. The portfolio turnover from Q2 2017 to Q3 2017 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGG | Buy | CORE US AGGBD ETFishares tr | $24,595,000 | +24.0% | 224,430 | +23.9% | 27.22% | +2.5% |
| BND | Buy | TOTAL BND MRKTvanguard bd index fd inc | $23,080,000 | +76.9% | 281,603 | +76.7% | 25.55% | +46.3% |
| LQD | Sell | IBOXX INV CP ETFishares tr | $14,892,000 | -55.7% | 122,837 | -55.9% | 16.48% | -63.3% |
| IWD | New | RUS 1000 VAL ETFishares tr | $11,987,000 | – | 101,150 | +100.0% | 13.27% | – |
| IWF | New | RUS 1000 GRW ETFishares tr | $7,940,000 | – | 63,490 | +100.0% | 8.79% | – |
| TIP | New | TIPS BD ETFishares tr | $7,854,000 | – | 69,149 | +100.0% | 8.69% | – |
| IYR | Exit | U.S. REAL ES ETFishares tr | $0 | – | -50,289 | -100.0% | -5.37% | – |
| VNQ | Exit | REIT ETFvanguard index fds | $0 | – | -50,763 | -100.0% | -5.66% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-02-15
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES TR | 18 | Q4 2018 | 64.5% |
| VANGUARD BD INDEX FD INC | 15 | Q4 2018 | 40.3% |
| ISHARES TR | 14 | Q4 2017 | 59.9% |
| U.S. REAL ES ETF | 12 | Q4 2018 | 19.4% |
| RUS 1000 GRW ETF | 10 | Q3 2018 | 46.2% |
| VANGUARD INDEX FDS | 10 | Q4 2018 | 16.3% |
| RUS 1000 VAL ETF | 9 | Q4 2018 | 28.4% |
| TIPS BOND ETF(PSE) | 8 | Q3 2018 | 49.5% |
| POWERSHARES DB G10 CURCY HAR | 2 | Q1 2014 | 9.7% |
| BARCLAYS BK PLC | 2 | Q2 2018 | 0.5% |
View Higher Moment Capital LP's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2019-02-14 |
| 13F-HR | 2018-11-09 |
| 13F-HR | 2018-08-10 |
| 13F-HR | 2018-05-10 |
| 13F-HR | 2018-02-15 |
| 13F-HR | 2018-02-13 |
| 13F-HR | 2017-08-07 |
| 13F-HR | 2017-05-11 |
| 13F-HR | 2017-02-13 |
| 13F-HR | 2016-11-10 |
View Higher Moment Capital LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.