Higher Moment Capital LP Last Quarter Change: USA ETF, Added

Higher Moment Capital LP quarter change: USA ETF, Added

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Higher Moment Capital LP opened 0 positions, added to 2, reduced 1, sold out of 2 and left 0 unchanged. The largest increase in value was AGG (+$5,629,000); the largest decrease was VNQ (-$12,089,000).

AGG: Country of operation —; Class CORE US AGGBD ETF; Shares 2016-06-30 287,139; Shares 2016-09-30 337,705.
BND: Country of operation —; Class TOTAL BND MRKT; Shares 2016-06-30 236,860; Shares 2016-09-30 263,407.

Two Form 13F-HR filings compared (SEC CIK 1599471): 2016-06-30 (filed 2016-08-15) and 2016-09-30 (filed 2016-11-10). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.

Stock	Country of operation	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
AGG ISHARES TR		CORE US AGGBD ETF	287,139	337,705	+50,566	$32,336,000	$37,965,000	+$5,629,000
BND VANGUARD BD INDEX FD INC		TOTAL BND MRKT	236,860	263,407	+26,547	$19,967,000	$22,163,000	+$2,196,000

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