Freestate Advisors LLC Quant / Systematic

CIK: 0001660328 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 20, 2020

Total Value ($000): $90,354 (100.0% shares, 0.0% debt)

Holdings (6)

AGG iShares by Blackrock 34.5%

Value ($000) $31,139 Shares 263,421 Est. Cost $118.21 Unrealized —

SPY State Street Global Advisors 26.4%

Value ($000) $23,846 Shares 77,330 Est. Cost $308.37 Unrealized —

TLT iShares by Blackrock 17.2%

Value ($000) $15,573 Shares 95,000 Est. Cost $163.93 Unrealized —

SHY iShares by Blackrock 15.9%

Value ($000) $14,411 Shares 166,390 Est. Cost $86.49 Unrealized —

HYG iShares by Blackrock 3.0%

Value ($000) $2,733 Shares 33,484 Est. Cost $81.62 Unrealized —

IEI iShares by Blackrock 2.9%

Value ($000) $2,652 Shares 19,838 Est. Cost $133.34 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGG	iShares by Blackrock	263,421	$31,139	34.5%	$118.21	—	Core U.S. Aggregate Bond ETF	464287226
SPY	State Street Global Advisors	77,330	$23,846	26.4%	$308.37	—	SPDR S&P 500 ETF Trust	78462F103
TLT	iShares by Blackrock	95,000	$15,573	17.2%	$163.93	—	20+ Year Treasury Bond ETF	464287432
SHY	iShares by Blackrock	166,390	$14,411	15.9%	$86.49	—	1-3 Year Treasury Bond ETF	464287457
HYG	iShares by Blackrock	33,484	$2,733	3.0%	$81.62	—	iBoxx $ High Yield Corporate Bond ETF	464288513
IEI	iShares by Blackrock	19,838	$2,652	2.9%	$133.34	—	3-7 Year Treasury Bond ETF	464288661