Dark
Light
System
Institutional Investment Manager
Higher Moment Capital LP
Higher Moment Capital LP (CIK: 0001599471) incorporated in Massachusetts, located at One International Place, Boston, MA. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q2)
Portfolio Summary: 5 holdings with a total value of $110,547,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 ISHARES TR 278,594 34,193,000 30.93%
2 ISHARES CORE U.S. AGGREGATE BO 287,139 32,336,000 29.25%
3 Vanguard Total Bond Market ETF 236,860 19,967,000 18.06%
4 VANGUARD INDEX FDS 136,336 12,089,000 10.94%
5 ISHARES TR 145,185 11,962,000 10.82%

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001599471-16-000004, filed 2016.08.15).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.