Q3 Asset Management Quant / Systematic

CIK: 0001732543 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 12, 2020

Total Value ($000): $97,411 (100.0% shares, 0.0% debt)

Holdings (27)

BIL SPDR BBG 1-3 MONTH BILL 30.1%

Value ($000) $29,306 Shares 319,825 Est. Cost $91.63 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 20.3%

Value ($000) $19,819 Shares 118,210 Est. Cost $167.66 Unrealized —

GBIL Goldman Sachs Access Treasury 0-1 Yr ETF 11.5%

Value ($000) $11,206 Shares 111,208 Est. Cost $100.77 Unrealized —

SCHG Schwab US Large-Cap Growth ETF 4.9%

Value ($000) $4,763 Shares 59,789 Est. Cost $89.20 Unrealized —

QQQ Invesco QQQ Trust 4.9%

Value ($000) $4,748 Shares 24,935 Est. Cost $207.81 Unrealized —

GDX VanEck Vectors Gold Miners ETF 4.1%

Value ($000) $4,028 Shares 174,837 Est. Cost $23.04 Unrealized —

VCSH VANGUARD ST CORP BD ETF 2.4%

Value ($000) $2,368 Shares 29,696 Est. Cost $79.70 Unrealized —

TLT iShares 20 Year Treasury Bond ETF 2.4%

Value ($000) $2,291 Shares 13,889 Est. Cost $7.62 Unrealized —

GOVT ISHARES TREASURY BOND FD 2.2%

Value ($000) $2,166 Shares 77,042 Est. Cost $28.11 Unrealized —

FXY Invesco CurrencyShares Japanese Yen 2.1%

Value ($000) $2,023 Shares 22,938 Est. Cost $88.19 Unrealized —

— iShares Gold Trust 2.1%

Value ($000) $2,002 Shares 132,851 Est. Cost $15.07 Unrealized —

IEI iShares 3-7 Year Treasury Bond ETF 1.8%

Value ($000) $1,739 Shares 13,041 Est. Cost $133.35 Unrealized —

IEF iShares 7-10 Year Treasury Bond ETF 1.8%

Value ($000) $1,738 Shares 14,306 Est. Cost $121.49 Unrealized —

SMH VANECK VECTORS SEMI ETF 1.3%

Value ($000) $1,228 Shares 10,160 Est. Cost $125.58 Unrealized —

XLK TECHNOLOGY SECTOR SPDR TR 1.2%

Value ($000) $1,170 Shares 14,461 Est. Cost $69.40 Unrealized —

PJP INVESCO DYNAMIC PHARM ETF 1.2%

Value ($000) $1,153 Shares 20,481 Est. Cost $60.75 Unrealized —

FBT FIRST TRUST AMEX BIOTECHNOLOGY INDEX FUND 1.2%

Value ($000) $1,121 Shares 8,348 Est. Cost $145.95 Unrealized —

FDN FIRST TRUST DJ INTERNET 0.9%

Value ($000) $907 Shares 7,213 Est. Cost $133.66 Unrealized —

FUTY Fidelity MSCI Utilities ETF 0.8%

Value ($000) $766 Shares 21,335 Est. Cost $35.90 Unrealized —

XHB SPDR S&P Homebuilders ETF 0.7%

Value ($000) $725 Shares 24,348 Est. Cost $15.97 Unrealized —

JNK SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF NEW 0.5%

Value ($000) $504 Shares 5,320 Est. Cost $94.74 Unrealized —

EMB ISHARES JP MORGAN USD EMERGING MKTS BD ETF 0.5%

Value ($000) $495 Shares 5,124 Est. Cost $96.60 Unrealized —

FLRN SPDR Blmbg Barclays Inv Grd Flt Rt ETF 0.4%

Value ($000) $395 Shares 13,447 Est. Cost $13.47 Unrealized —

JPST JPMorgan Ultra-Short Income ETF 0.4%

Value ($000) $369 Shares 7,425 Est. Cost $23.08 Unrealized —

PDBC Invesco Optm Yd Dvrs Cdty Stra No K1 ETF 0.3%

Value ($000) $328 Shares 27,720 Est. Cost $11.83 Unrealized —

TSLA TESLA INC 0.1%

Value ($000) $52 Shares 100 Est. Cost $41.46 Unrealized 0.0%

MJNA MEDICAL MARIJUANA INC COM 0.0%

Value ($000) $1 Shares 24,000 Est. Cost $0.04 Unrealized -57.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BIL	SPDR BBG 1-3 MONTH BILL	319,825	$29,306	30.1%	$91.63	—	ETF	78468R663
EDV	Vanguard Extended Duration Treasury ETF	118,210	$19,819	20.3%	$167.66	—	ETF	921910709
GBIL	Goldman Sachs Access Treasury 0-1 Yr ETF	111,208	$11,206	11.5%	$100.77	—	ETF	381430529
SCHG	Schwab US Large-Cap Growth ETF	59,789	$4,763	4.9%	$89.20	—	ETF	808524300
QQQ	Invesco QQQ Trust	24,935	$4,748	4.9%	$207.81	—	ETF	46090E103
GDX	VanEck Vectors Gold Miners ETF	174,837	$4,028	4.1%	$23.04	—	ETF	92189F106
VCSH	VANGUARD ST CORP BD ETF	29,696	$2,368	2.4%	$79.70	—	ETF	92206C409
TLT	iShares 20 Year Treasury Bond ETF	13,889	$2,291	2.4%	$7.62	—	ETF	464287432
GOVT	ISHARES TREASURY BOND FD	77,042	$2,166	2.2%	$28.11	—	ETF	46429B267
FXY	Invesco CurrencyShares Japanese Yen	22,938	$2,023	2.1%	$88.19	—	ETF	46138W107
—	iShares Gold Trust	132,851	$2,002	2.1%	$15.07	—	ETF	464285105
IEI	iShares 3-7 Year Treasury Bond ETF	13,041	$1,739	1.8%	$133.35	—	ETF	464288661
IEF	iShares 7-10 Year Treasury Bond ETF	14,306	$1,738	1.8%	$121.49	—	ETF	464287440
SMH	VANECK VECTORS SEMI ETF	10,160	$1,228	1.3%	$125.58	—	ETF	92189F676
XLK	TECHNOLOGY SECTOR SPDR TR	14,461	$1,170	1.2%	$69.40	—	ETF	81369Y803
PJP	INVESCO DYNAMIC PHARM ETF	20,481	$1,153	1.2%	$60.75	—	ETF	46137V662
FBT	FIRST TRUST AMEX BIOTECHNOLOGY INDEX FUND	8,348	$1,121	1.2%	$145.95	—	ETF	33733E203
FDN	FIRST TRUST DJ INTERNET	7,213	$907	0.9%	$133.66	—	ETF	33733E302
FUTY	Fidelity MSCI Utilities ETF	21,335	$766	0.8%	$35.90	—	ETF	316092865
XHB	SPDR S&P Homebuilders ETF	24,348	$725	0.7%	$15.97	—	ETF	78464A888
JNK	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF NEW	5,320	$504	0.5%	$94.74	—	ETF	78468R622
EMB	ISHARES JP MORGAN USD EMERGING MKTS BD ETF	5,124	$495	0.5%	$96.60	—	ETF	464288281
FLRN	SPDR Blmbg Barclays Inv Grd Flt Rt ETF	13,447	$395	0.4%	$13.47	—	ETF	78468R200
JPST	JPMorgan Ultra-Short Income ETF	7,425	$369	0.4%	$23.08	—	ETF	46641Q837
PDBC	Invesco Optm Yd Dvrs Cdty Stra No K1 ETF	27,720	$328	0.3%	$11.83	—	ETF	46090F100
TSLA	TESLA INC	100	$52	0.1%	$41.46	0.0%	COM	88160R101
MJNA	MEDICAL MARIJUANA INC COM	24,000	$1	0.0%	$0.04	-57.5%	COM	58463A105