Higher Moment Capital as of Sept. 30, 2017
Portfolio Holdings for Higher Moment Capital
Higher Moment Capital holds 6 positions in its portfolio as reported in the September 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman Aggregate Bond (AGG) | 27.2 | $25M | 224k | 109.59 | |
| Vanguard Total Bond Market ETF (BND) | 25.6 | $23M | 282k | 81.96 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 16.5 | $15M | 123k | 121.23 | |
| iShares Russell 1000 Value Index (IWD) | 13.3 | $12M | 101k | 118.51 | |
| iShares Russell 1000 Growth Index (IWF) | 8.8 | $7.9M | 64k | 125.06 | |
| iShares Barclays TIPS Bond Fund (TIP) | 8.7 | $7.9M | 69k | 113.58 |
