FLOW TRADERS U.S. LLC Quant / Systematic

CIK: 0001466697 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value ($000): $1,102,193 (100.0% shares, 0.0% debt)

Holdings (165)

SPY SPDR S&P 500 ETF Trust 37.5%
Value ($000) $413,857 Shares 1,550,841 Est. Cost $266.86 Unrealized —
ACWI iShares MSCI ACWI ETF 9.9%
Value ($000) $109,142 Shares 1,513,968 Est. Cost $68.98 Unrealized —
IEV iShares Europe ETF 5.8%
Value ($000) $64,101 Shares 1,356,349 Est. Cost $47.09 Unrealized —
— Barclays Bank PLC 5.5%
Value ($000) $61,140 Shares 9,348,639 Est. Cost $6.03 Unrealized —
SCHF Schwab International Equity ET 5.2%
Value ($000) $56,947 Shares 1,671,472 Est. Cost $33.61 Unrealized —
— SPDR Bloomberg Barclays High Y 3.0%
Value ($000) $33,105 Shares 901,544 Est. Cost $36.87 Unrealized —
IVV iShares Core S&P 500 ETF 2.9%
Value ($000) $32,240 Shares 119,917 Est. Cost $268.85 Unrealized —
EZU iShares MSCI Eurozone ETF 2.6%
Value ($000) $28,747 Shares 662,669 Est. Cost $42.56 Unrealized —
EWY iShares MSCI South Korea ETF 1.6%
Value ($000) $17,188 Shares 229,389 Est. Cost $65.15 Unrealized —
— Credit Suisse Group AG 1.2%
Value ($000) $13,413 Shares 184,368 Est. Cost $72.75 Unrealized —
DBJP Xtrackers MSCI Japan Hedged Eq 1.2%
Value ($000) $13,096 Shares 297,030 Est. Cost $44.09 Unrealized —
FEZ SPDR EURO STOXX 50 ETF 0.9%
Value ($000) $10,097 Shares 248,027 Est. Cost $41.02 Unrealized —
VPL Vanguard FTSE Pacific ETF 0.9%
Value ($000) $9,981 Shares 136,913 Est. Cost $72.90 Unrealized —
GLD SPDR Gold Shares 0.9%
Value ($000) $9,908 Shares 80,126 Est. Cost $121.52 Unrealized —
IWB iShares Russell 1000 ETF 0.8%
Value ($000) $8,302 Shares 55,861 Est. Cost $145.32 Unrealized —
CWI SPDR MSCI ACWI ex-US ETF 0.7%
Value ($000) $8,124 Shares 208,295 Est. Cost $38.75 Unrealized —
— Credit Suisse AG/Nassau 0.7%
Value ($000) $8,054 Shares 1,453,780 Est. Cost $5.93 Unrealized —
IWF iShares Russell 1000 Growth ET 0.7%
Value ($000) $7,390 Shares 54,873 Est. Cost $134.67 Unrealized —
— Barclays Bank PLC 0.6%
Value ($000) $6,252 Shares 223,914 Est. Cost $27.92 Unrealized —
SLV iShares Silver Trust 0.5%
Value ($000) $5,987 Shares 374,445 Est. Cost $15.99 Unrealized —
DGP Deutsche Bank AG/London 0.5%
Value ($000) $5,914 Shares 236,674 Est. Cost $24.99 Unrealized —
LEMB iShares JP Morgan EM Local Cur 0.5%
Value ($000) $5,879 Shares 121,964 Est. Cost $48.22 Unrealized —
EWU iShares MSCI United Kingdom ET 0.5%
Value ($000) $5,650 Shares 157,739 Est. Cost $34.85 Unrealized —
— Citigroup Global Markets Holdi 0.5%
Value ($000) $5,385 Shares 219,713 Est. Cost $17.93 Unrealized —
MCHI iShares MSCI China ETF 0.5%
Value ($000) $5,309 Shares 79,787 Est. Cost $51.99 Unrealized —
IPAC iShares Core MSCI Pacific ETF 0.5%
Value ($000) $5,166 Shares 86,633 Est. Cost $59.08 Unrealized —
SCHE Schwab Emerging Markets Equity 0.4%
Value ($000) $4,902 Shares 175,436 Est. Cost $24.72 Unrealized —
— Credit Suisse AG/Nassau 0.4%
Value ($000) $4,444 Shares 33,055 Est. Cost $34.14 Unrealized —
HEFA iShares Currency Hedged MSCI E 0.4%
Value ($000) $4,261 Shares 143,556 Est. Cost $28.09 Unrealized —
DBAW Xtrackers MSCI All World ex US 0.4%
Value ($000) $4,144 Shares 149,115 Est. Cost $27.64 Unrealized —
OEF iShares S&P 100 ETF 0.4%
Value ($000) $3,970 Shares 33,461 Est. Cost $118.65 Unrealized —
DBEF Xtrackers MSCI EAFE Hedged Equ 0.3%
Value ($000) $3,726 Shares 117,244 Est. Cost $31.03 Unrealized —
VGK Vanguard FTSE Europe ETF 0.3%
Value ($000) $3,720 Shares 62,885 Est. Cost $59.01 Unrealized —
ISCF iShares Edge MSCI Multifactor 0.3%
Value ($000) $3,133 Shares 96,560 Est. Cost $28.44 Unrealized —
EPP iShares MSCI Pacific ex Japan 0.2%
Value ($000) $2,706 Shares 56,609 Est. Cost $47.80 Unrealized —
EMHY iShares Emerging Markets High 0.2%
Value ($000) $2,645 Shares 52,918 Est. Cost $50.79 Unrealized —
EWH iShares MSCI Hong Kong ETF 0.2%
Value ($000) $2,589 Shares 101,852 Est. Cost $22.68 Unrealized —
— Credit Suisse Group AG 0.2%
Value ($000) $2,568 Shares 221,155 Est. Cost $11.61 Unrealized —
— SPDR S&P Oil & Gas Exploration 0.2%
Value ($000) $2,558 Shares 68,800 Est. Cost $37.18 Unrealized —
EWP iShares MSCI Spain ETF 0.2%
Value ($000) $2,556 Shares 77,990 Est. Cost $33.23 Unrealized —
DGZ Deutsche Bank AG/London 0.2%
Value ($000) $2,464 Shares 181,005 Est. Cost $14.06 Unrealized —
— Credit Suisse Group AG 0.2%
Value ($000) $2,455 Shares 89,273 Est. Cost $23.96 Unrealized —
DZZ Deutsche Bank AG/London 0.2%
Value ($000) $2,384 Shares 444,800 Est. Cost $5.68 Unrealized —
EIDO iShares MSCI Indonesia ETF 0.2%
Value ($000) $2,308 Shares 81,186 Est. Cost $28.43 Unrealized —
TLT iShares 20 Year Treasury Bond 0.2%
Value ($000) $2,228 Shares 17,564 Est. Cost $126.85 Unrealized —
ACWX iShares MSCI ACWI ex US ETF 0.2%
Value ($000) $2,198 Shares 44,001 Est. Cost $48.11 Unrealized —
— PowerShares S&P 500 Low Volati 0.2%
Value ($000) $2,140 Shares 44,823 Est. Cost $47.74 Unrealized —
— VanEck Vectors EM Investment G 0.2%
Value ($000) $2,028 Shares 83,000 Est. Cost $24.67 Unrealized —
AAXJ iShares MSCI All Country Asia 0.2%
Value ($000) $1,991 Shares 26,106 Est. Cost $76.27 Unrealized —
IWM iShares Russell 2000 ETF 0.2%
Value ($000) $1,951 Shares 12,798 Est. Cost $147.42 Unrealized —
EWW iShares MSCI Mexico ETF 0.2%
Value ($000) $1,862 Shares 37,770 Est. Cost $54.50 Unrealized —
— Barclays Bank PLC 0.2%
Value ($000) $1,825 Shares 104,307 Est. Cost $17.50 Unrealized —
TIP iShares TIPS Bond ETF 0.2%
Value ($000) $1,790 Shares 15,690 Est. Cost $114.09 Unrealized —
JPXN iShares JPX Nikkei 400 Index E 0.2%
Value ($000) $1,787 Shares 27,518 Est. Cost $56.22 Unrealized —
— PowerShares FTSE RAFI Develope 0.2%
Value ($000) $1,764 Shares 38,853 Est. Cost $43.78 Unrealized —
— Barclays Bank PLC 0.2%
Value ($000) $1,654 Shares 105,436 Est. Cost $15.69 Unrealized —
— WisdomTree Brazilian Real Stra 0.1%
Value ($000) $1,618 Shares 88,921 Est. Cost $18.38 Unrealized —
EWZ iShares MSCI Brazil ETF 0.1%
Value ($000) $1,605 Shares 39,670 Est. Cost $34.14 Unrealized —
UPRO ProShares UltraPro S&P 500 0.1%
Value ($000) $1,585 Shares 11,307 Est. Cost $140.18 Unrealized —
— Credit Suisse AG/Nassau 0.1%
Value ($000) $1,526 Shares 17,212 Est. Cost $83.17 Unrealized —
— Direxion Daily Small Cap Bear 0.1%
Value ($000) $1,477 Shares 120,345 Est. Cost $13.60 Unrealized —
— CurrencyShares Swedish Krona T 0.1%
Value ($000) $1,458 Shares 12,551 Est. Cost $115.47 Unrealized —
USL United States 12 Month Oil Fun 0.1%
Value ($000) $1,308 Shares 62,504 Est. Cost $17.80 Unrealized —
VXF Vanguard Extended Market ETF 0.1%
Value ($000) $1,263 Shares 11,306 Est. Cost $109.77 Unrealized —
— PowerShares QQQ Trust Series 1 0.1%
Value ($000) $1,248 Shares 8,013 Est. Cost $155.75 Unrealized —
DBEM Xtrackers MSCI Emerging Market 0.1%
Value ($000) $1,242 Shares 51,559 Est. Cost $23.62 Unrealized —
VUG Vanguard Growth ETF 0.1%
Value ($000) $1,229 Shares 8,739 Est. Cost $140.63 Unrealized —
GLOF iShares Edge MSCI Multifactor 0.1%
Value ($000) $1,176 Shares 38,337 Est. Cost $29.13 Unrealized —
DVY iShares Select Dividend ETF 0.1%
Value ($000) $1,159 Shares 11,764 Est. Cost $97.15 Unrealized —
ECH iShares MSCI Chile ETF 0.1%
Value ($000) $1,137 Shares 21,801 Est. Cost $41.68 Unrealized —
— Horizons DAX Germany ETF 0.1%
Value ($000) $1,125 Shares 35,619 Est. Cost $30.89 Unrealized —
TNA Direxion Daily Small Cap Bull 0.1%
Value ($000) $1,120 Shares 15,936 Est. Cost $70.28 Unrealized —
EWS iShares MSCI Singapore ETF 0.1%
Value ($000) $1,059 Shares 40,826 Est. Cost $22.65 Unrealized —
— ProShares Ultra Bloomberg Natu 0.1%
Value ($000) $1,019 Shares 156,744 Est. Cost $6.50 Unrealized —
EEM iShares MSCI Emerging Markets 0.1%
Value ($000) $1,017 Shares 21,590 Est. Cost $47.11 Unrealized —
— iShares Currency Hedged MSCI G 0.1%
Value ($000) $1,006 Shares 35,058 Est. Cost $27.58 Unrealized —
— Xtrackers Russell 2000 Compreh 0.1%
Value ($000) $968 Shares 28,488 Est. Cost $31.40 Unrealized —
VXUS Vanguard Total International S 0.1%
Value ($000) $953 Shares 16,780 Est. Cost $50.28 Unrealized —
— PowerShares DB Oil Fund 0.1%
Value ($000) $951 Shares 93,673 Est. Cost $8.79 Unrealized —
— VanEck Vectors High-Yield Muni 0.1%
Value ($000) $936 Shares 29,998 Est. Cost $31.20 Unrealized —
HYEM VanEck Vectors Emerging Market 0.1%
Value ($000) $920 Shares 37,565 Est. Cost $24.49 Unrealized —
— United States Oil Fund LP 0.1%
Value ($000) $876 Shares 72,939 Est. Cost $12.01 Unrealized —
BKF iShares MSCI BRIC ETF 0.1%
Value ($000) $868 Shares 19,511 Est. Cost $40.04 Unrealized —
IGV iShares North American Tech-So 0.1%
Value ($000) $860 Shares 5,562 Est. Cost $148.94 Unrealized —
DBEZ Xtrackers MSCI Eurozone Hedged 0.1%
Value ($000) $843 Shares 27,776 Est. Cost $30.53 Unrealized —
VWO Vanguard FTSE Emerging Markets 0.1%
Value ($000) $824 Shares 17,949 Est. Cost $45.91 Unrealized —
TUR iShares MSCI Turkey ETF 0.1%
Value ($000) $807 Shares 18,569 Est. Cost $38.33 Unrealized —
JJCTF Barclays Bank PLC 0.1%
Value ($000) $807 Shares 21,504 Est. Cost $30.44 Unrealized —
— Teucrium Wheat Fund 0.1%
Value ($000) $795 Shares 132,519 Est. Cost $7.79 Unrealized —
EWA iShares MSCI Australia ETF 0.1%
Value ($000) $782 Shares 33,768 Est. Cost $23.16 Unrealized —
EDC Direxion Daily Emerging Market 0.1%
Value ($000) $768 Shares 6,106 Est. Cost $92.35 Unrealized —
— ProShares Ultra Bloomberg Crud 0.1%
Value ($000) $760 Shares 32,412 Est. Cost $17.79 Unrealized —
GSG iShares S&P GSCI Commodity Ind 0.1%
Value ($000) $753 Shares 46,276 Est. Cost $15.86 Unrealized —
— Deutsche Bank AG/London 0.1%
Value ($000) $746 Shares 8,405 Est. Cost $140.08 Unrealized —
IEUR iShares Core MSCI Europe ETF 0.1%
Value ($000) $737 Shares 14,684 Est. Cost $49.32 Unrealized —
— United States Natural Gas Fund 0.1%
Value ($000) $731 Shares 125,436 Est. Cost $5.83 Unrealized —
VIG Vanguard Dividend Appreciation 0.1%
Value ($000) $730 Shares 7,155 Est. Cost $102.03 Unrealized —
— Barclays Bank PLC 0.1%
Value ($000) $724 Shares 23,431 Est. Cost $30.90 Unrealized —
— Xtrackers MSCI South Korea Hed 0.1%
Value ($000) $706 Shares 22,482 Est. Cost $26.98 Unrealized —
— iShares Gold Trust 0.1%
Value ($000) $700 Shares 55,918 Est. Cost $12.52 Unrealized —
ACWV iShares Edge MSCI Min Vol Glob 0.1%
Value ($000) $694 Shares 8,230 Est. Cost $83.20 Unrealized —
SPEM SPDR Portfolio Emerging Market 0.1%
Value ($000) $668 Shares 17,509 Est. Cost $72.48 Unrealized —
OLOXF Deutsche Bank AG/London 0.1%
Value ($000) $666 Shares 130,731 Est. Cost $4.51 Unrealized —
VTV Vanguard Value ETF 0.1%
Value ($000) $664 Shares 6,242 Est. Cost $106.38 Unrealized —
HEDJ WisdomTree Europe Hedged Equit 0.1%
Value ($000) $662 Shares 10,394 Est. Cost $63.69 Unrealized —
— WisdomTree WisdomTree Negative 0.1%
Value ($000) $654 Shares 31,906 Est. Cost $21.04 Unrealized —
— iShares Currency Hedged MSCI U 0.1%
Value ($000) $654 Shares 26,907 Est. Cost $23.85 Unrealized —
SCHB Schwab US Broad Market ETF 0.1%
Value ($000) $650 Shares 10,073 Est. Cost $64.53 Unrealized —
EUFN iShares MSCI Europe Financials 0.1%
Value ($000) $636 Shares 27,294 Est. Cost $23.30 Unrealized —
STPZ PIMCO 1-5 Year U.S. TIPS Index 0.1%
Value ($000) $633 Shares 12,178 Est. Cost $51.98 Unrealized —
— ProShares VIX Short-Term Futur 0.1%
Value ($000) $624 Shares 26,943 Est. Cost $32.52 Unrealized —
SCHG Schwab U.S. Large-Cap Growth E 0.1%
Value ($000) $621 Shares 8,776 Est. Cost $70.76 Unrealized —
ELD WisdomTree Emerging Markets Lo 0.1%
Value ($000) $607 Shares 15,788 Est. Cost $38.25 Unrealized —
— Xtrackers MSCI Germany Hedged 0.1%
Value ($000) $605 Shares 21,503 Est. Cost $28.00 Unrealized —
— First Trust Hong Kong AlphaDEX 0.1%
Value ($000) $590 Shares 13,908 Est. Cost $35.24 Unrealized —
IJH iShares Core S&P Mid-Cap ETF 0.1%
Value ($000) $579 Shares 3,051 Est. Cost $189.77 Unrealized —
— Guggenheim China Technology ET 0.1%
Value ($000) $577 Shares 9,522 Est. Cost $60.60 Unrealized —
— PowerShares Emerging Markets S 0.0%
Value ($000) $536 Shares 18,130 Est. Cost $29.78 Unrealized —
IWR iShares Russell Mid-Cap ETF 0.0%
Value ($000) $516 Shares 2,478 Est. Cost $208.23 Unrealized —
USMV iShares Edge MSCI Min Vol USA 0.0%
Value ($000) $516 Shares 9,771 Est. Cost $52.81 Unrealized —
HSCZ iShares Currency Hedged MSCI E 0.0%
Value ($000) $513 Shares 16,550 Est. Cost $31.00 Unrealized —
VTI Vanguard Total Stock Market ET 0.0%
Value ($000) $485 Shares 3,536 Est. Cost $124.45 Unrealized —
AGQ ProShares Ultra Silver 0.0%
Value ($000) $480 Shares 14,176 Est. Cost $33.43 Unrealized —
OPPE Wisdomtree Europe Hedged Small 0.0%
Value ($000) $450 Shares 14,473 Est. Cost $30.29 Unrealized —
HEZU iShares Currency Hedged MSCI E 0.0%
Value ($000) $445 Shares 14,940 Est. Cost $29.79 Unrealized —
SPEU SPDR STOXX Europe 50 ETF 0.0%
Value ($000) $442 Shares 12,293 Est. Cost $35.58 Unrealized —
— iShares Currency Hedged MSCI A 0.0%
Value ($000) $436 Shares 14,926 Est. Cost $26.57 Unrealized —
— Xtrackers MSCI Mexico Hedged E 0.0%
Value ($000) $420 Shares 21,300 Est. Cost $20.50 Unrealized —
CORN Teucrium Corn Fund 0.0%
Value ($000) $414 Shares 24,662 Est. Cost $18.34 Unrealized —
— ProShares UltraShort Bloomberg 0.0%
Value ($000) $395 Shares 9,974 Est. Cost $39.60 Unrealized —
— ProShares Short Euro ETF 0.0%
Value ($000) $394 Shares 9,842 Est. Cost $41.27 Unrealized —
— Guggenheim S&P 500 Equal Weigh 0.0%
Value ($000) $389 Shares 2,720 Est. Cost $143.01 Unrealized —
— Credit Suisse Group AG 0.0%
Value ($000) $377 Shares 8,640 Est. Cost $43.63 Unrealized —
EEMA iShares MSCI Emerging Markets 0.0%
Value ($000) $364 Shares 4,942 Est. Cost $69.61 Unrealized —
— Royal Dutch Shell PLC 0.0%
Value ($000) $361 Shares 5,416 Est. Cost $66.65 Unrealized —
— iShares Currency Hedged JPX-Ni 0.0%
Value ($000) $361 Shares 11,880 Est. Cost $27.40 Unrealized —
EDEN iShares MSCI Denmark ETF 0.0%
Value ($000) $357 Shares 5,278 Est. Cost $67.64 Unrealized —
VWOB Vanguard Emerging Markets Gove 0.0%
Value ($000) $354 Shares 4,409 Est. Cost $80.29 Unrealized —
— Credit Suisse Group AG 0.0%
Value ($000) $328 Shares 13,886 Est. Cost $23.62 Unrealized —
HDV iShares Core High Dividend ETF 0.0%
Value ($000) $324 Shares 3,589 Est. Cost $90.28 Unrealized —
— Barclays Bank PLC 0.0%
Value ($000) $320 Shares 14,001 Est. Cost $24.85 Unrealized —
EEMS iShares MSCI Emerging Markets 0.0%
Value ($000) $317 Shares 5,970 Est. Cost $53.10 Unrealized —
DON WisdomTree US MidCap Dividend 0.0%
Value ($000) $315 Shares 8,932 Est. Cost $35.27 Unrealized —
EFV iShares MSCI EAFE Value ETF 0.0%
Value ($000) $311 Shares 5,627 Est. Cost $55.27 Unrealized —
— PowerShares DB G10 Currency Ha 0.0%
Value ($000) $300 Shares 12,639 Est. Cost $24.40 Unrealized —
USDU WisdomTree Bloomberg U.S. Doll 0.0%
Value ($000) $296 Shares 11,434 Est. Cost $25.89 Unrealized —
— Global X MSCI Colombia ETF 0.0%
Value ($000) $259 Shares 25,861 Est. Cost $9.57 Unrealized —
VV Vanguard Large-Cap ETF 0.0%
Value ($000) $256 Shares 2,092 Est. Cost $122.37 Unrealized —
UGA United States Gasoline Fund LP 0.0%
Value ($000) $245 Shares 7,683 Est. Cost $28.18 Unrealized —
VALE Vale SA 0.0%
Value ($000) $242 Shares 19,800 Est. Cost $12.22 Unrealized —
NVO Novo Nordisk A/S 0.0%
Value ($000) $239 Shares 4,456 Est. Cost $46.27 Unrealized —
VIXM ProShares VIX Mid-Term Futures 0.0%
Value ($000) $236 Shares 11,149 Est. Cost $34.89 Unrealized —
STIP iShares 0-5 Year TIPS Bond ETF 0.0%
Value ($000) $230 Shares 2,300 Est. Cost $100.00 Unrealized —
— Xtrackers MSCI United Kingdom 0.0%
Value ($000) $227 Shares 10,413 Est. Cost $21.80 Unrealized —
— UBS AG 0.0%
Value ($000) $221 Shares 2,853 Est. Cost $77.46 Unrealized —
EWL iShares MSCI Switzerland ETF 0.0%
Value ($000) $221 Shares 6,213 Est. Cost $35.04 Unrealized —
INDL Direxion Daily MSCI India Bull 0.0%
Value ($000) $211 Shares 2,067 Est. Cost $102.08 Unrealized —
GXC SPDR S&P China ETF 0.0%
Value ($000) $203 Shares 1,894 Est. Cost $102.27 Unrealized —
— PowerShares Fundamental High Y 0.0%
Value ($000) $194 Shares 10,252 Est. Cost $19.08 Unrealized —
— Credit Suisse Group AG 0.0%
Value ($000) $192 Shares 17,242 Est. Cost $10.76 Unrealized —
— iShares Currency Hedged MSCI I 0.0%
Value ($000) $187 Shares 11,120 Est. Cost $16.82 Unrealized —
— Citigroup Global Markets Holdi 0.0%
Value ($000) $150 Shares 10,697 Est. Cost $26.20 Unrealized —
— Credit Suisse Group AG 0.0%
Value ($000) $129 Shares 10,957 Est. Cost $11.77 Unrealized —
PBR Petroleo Brasileiro SA 0.0%
Value ($000) $109 Shares 10,600 Est. Cost $10.28 Unrealized —
— Credit Suisse Group AG 0.0%
Value ($000) $95 Shares 10,638 Est. Cost $8.93 Unrealized —