Q3 Asset Management Quant / Systematic

CIK: 0001732543 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 22, 2020

Total Value ($000): $123,008 (100.0% shares, 0.0% debt)

Holdings (27)

BIL SPDR BBG 1-3 MONTH BILL 33.5%

Value ($000) $41,184 Shares 450,000 Est. Cost $91.52 Unrealized —

QQQ INVESCO QQQ TRUST UNIT SER 1 ETF 18.9%

Value ($000) $23,270 Shares 83,757 Est. Cost $239.77 Unrealized —

SCHG SCHWAB STRATEGIC TR US LCAP GR ETF 4.2%

Value ($000) $5,183 Shares 45,008 Est. Cost $115.16 Unrealized —

XHB SPDR SERIES TRUST S&P HOMEBUILD ETF 4.0%

Value ($000) $4,971 Shares 92,274 Est. Cost $53.87 Unrealized —

XLB SELECT SECTOR SPDR TRUST SBI MATERIALS ETF 4.0%

Value ($000) $4,900 Shares 77,009 Est. Cost $63.63 Unrealized —

XLI SELECT SECTOR SPDR TRUST SBI INT-INDS ETF 4.0%

Value ($000) $4,870 Shares 63,271 Est. Cost $76.97 Unrealized —

IYT ISHARES TRUST TRANS AVG ETF 3.9%

Value ($000) $4,799 Shares 24,127 Est. Cost $198.91 Unrealized —

XLK TECHNOLOGY SELECT SPDR 2.8%

Value ($000) $3,423 Shares 29,344 Est. Cost $97.71 Unrealized —

GDX VANECK VECTORS ETF TRUST GOLD MINERS ETF 2.7%

Value ($000) $3,347 Shares 85,491 Est. Cost $27.14 Unrealized —

RTH VANECK VECTORS ETF TR RETAIL ETF 2.6%

Value ($000) $3,140 Shares 21,091 Est. Cost $148.88 Unrealized —

FDN FIRST TRUST EXCHANGE-TRADED FU DJ INTERNT IDX ETF 2.1%

Value ($000) $2,595 Shares 13,782 Est. Cost $188.29 Unrealized —

FDIS FIDELITY COVINGTON TRUST MSCI CONSM DIS ETF 2.0%

Value ($000) $2,480 Shares 39,981 Est. Cost $62.03 Unrealized —

— ETF MANAGERS TRUST PRIME MOBILE PAY ETF 2.0%

Value ($000) $2,442 Shares 44,905 Est. Cost $54.38 Unrealized —

SCHP SCHWAB STRATEGIC TR US TIPS ETF 1.9%

Value ($000) $2,327 Shares 37,771 Est. Cost $60.01 Unrealized —

BWX SPDR SERIES TRUST BLOMBERG INTL TR ETF 1.9%

Value ($000) $2,303 Shares 77,622 Est. Cost $29.67 Unrealized —

TLT ISHARES TRUST 20 YR TR BD ETF 1.8%

Value ($000) $2,270 Shares 13,907 Est. Cost $163.23 Unrealized —

CWB SPDR SERIES TRUST BLMBRG BRC CNVRT ETF 1.8%

Value ($000) $2,188 Shares 31,765 Est. Cost $60.49 Unrealized —

PDBC INVESCO EXCHANGE TRADED FUND T OPTIMUM YIELD ETF 1.4%

Value ($000) $1,781 Shares 531,982 Est. Cost $3.35 Unrealized —

— ISHARES COMEX GOLD TR ISHARES 1.4%

Value ($000) $1,741 Shares 96,825 Est. Cost $16.96 Unrealized —

UCON FIRST TR EXCHANGE TRADED FD VI TCW UNCONSTRAI ETF 0.9%

Value ($000) $1,061 Shares 40,493 Est. Cost $26.20 Unrealized —

FIXD FIRST TR EXCHANGE TRADED FD VI TCW OPPORTUNIS ETF 0.6%

Value ($000) $765 Shares 13,868 Est. Cost $54.79 Unrealized —

CARZ FIRST TRUST AUTO INDEX 0.4%

Value ($000) $491 Shares 12,516 Est. Cost $39.23 Unrealized —

PFF ISHARES TRUST PFD AND INCM SEC ETF 0.3%

Value ($000) $420 Shares 11,538 Est. Cost $36.40 Unrealized —

VGSH VANGUARD SHORT TERM GOVT BOND ETF 0.3%

Value ($000) $335 Shares 5,409 Est. Cost $62.10 Unrealized —

TSLA TESLA INC 0.2%

Value ($000) $271 Shares 633 Est. Cost $105.97 Unrealized +11.4%

VCSH VANGUARD SHORT TERM CORP BOND INDEX FUND ETF 0.2%

Value ($000) $237 Shares 2,865 Est. Cost $79.70 Unrealized —

JPST JPMORGAN ULTRA SHORT INCOME ETF 0.2%

Value ($000) $214 Shares 4,217 Est. Cost $26.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BIL	SPDR BBG 1-3 MONTH BILL	450,000	$41,184	33.5%	$91.52	—	ETF	78468R663
QQQ	INVESCO QQQ TRUST UNIT SER 1 ETF	83,757	$23,270	18.9%	$239.77	—	ETF	46090E103
SCHG	SCHWAB STRATEGIC TR US LCAP GR ETF	45,008	$5,183	4.2%	$115.16	—	ETF	808524300
XHB	SPDR SERIES TRUST S&P HOMEBUILD ETF	92,274	$4,971	4.0%	$53.87	—	ETF	78464A888
XLB	SELECT SECTOR SPDR TRUST SBI MATERIALS ETF	77,009	$4,900	4.0%	$63.63	—	ETF	81369Y100
XLI	SELECT SECTOR SPDR TRUST SBI INT-INDS ETF	63,271	$4,870	4.0%	$76.97	—	ETF	81369Y704
IYT	ISHARES TRUST TRANS AVG ETF	24,127	$4,799	3.9%	$198.91	—	ETF	464287192
XLK	TECHNOLOGY SELECT SPDR	29,344	$3,423	2.8%	$97.71	—	ETF	81369Y803
GDX	VANECK VECTORS ETF TRUST GOLD MINERS ETF	85,491	$3,347	2.7%	$27.14	—	ETF	92189F106
RTH	VANECK VECTORS ETF TR RETAIL ETF	21,091	$3,140	2.6%	$148.88	—	ETF	92189F684
FDN	FIRST TRUST EXCHANGE-TRADED FU DJ INTERNT IDX ETF	13,782	$2,595	2.1%	$188.29	—	ETF	33733E302
FDIS	FIDELITY COVINGTON TRUST MSCI CONSM DIS ETF	39,981	$2,480	2.0%	$62.03	—	ETF	316092204
—	ETF MANAGERS TRUST PRIME MOBILE PAY ETF	44,905	$2,442	2.0%	$54.38	—	ETF	26924G409
SCHP	SCHWAB STRATEGIC TR US TIPS ETF	37,771	$2,327	1.9%	$60.01	—	ETF	808524870
BWX	SPDR SERIES TRUST BLOMBERG INTL TR ETF	77,622	$2,303	1.9%	$29.67	—	ETF	78464A516
TLT	ISHARES TRUST 20 YR TR BD ETF	13,907	$2,270	1.8%	$163.23	—	ETF	464287432
CWB	SPDR SERIES TRUST BLMBRG BRC CNVRT ETF	31,765	$2,188	1.8%	$60.49	—	ETF	78464A359
PDBC	INVESCO EXCHANGE TRADED FUND T OPTIMUM YIELD ETF	531,982	$1,781	1.4%	$3.35	—	ETF	46090F100
—	ISHARES COMEX GOLD TR ISHARES	96,825	$1,741	1.4%	$16.96	—	ETF	464285105
UCON	FIRST TR EXCHANGE TRADED FD VI TCW UNCONSTRAI ETF	40,493	$1,061	0.9%	$26.20	—	ETF	33740F888
FIXD	FIRST TR EXCHANGE TRADED FD VI TCW OPPORTUNIS ETF	13,868	$765	0.6%	$54.79	—	ETF	33740F805
CARZ	FIRST TRUST AUTO INDEX	12,516	$491	0.4%	$39.23	—	ETF	33734X309
PFF	ISHARES TRUST PFD AND INCM SEC ETF	11,538	$420	0.3%	$36.40	—	ETF	464288687
VGSH	VANGUARD SHORT TERM GOVT BOND ETF	5,409	$335	0.3%	$62.10	—	ETF	92206C102
TSLA	TESLA INC	633	$271	0.2%	$105.97	+11.4%	COM	88160R101
VCSH	VANGUARD SHORT TERM CORP BOND INDEX FUND ETF	2,865	$237	0.2%	$79.70	—	ETF	92206C409
JPST	JPMORGAN ULTRA SHORT INCOME ETF	4,217	$214	0.2%	$26.92	—	ETF	46641Q837