Higher Moment Aurora Fund, LP 13F Holdings · last filed Q3 2017
Higher Moment Aurora Fund, LP reported 6 securities worth $90.35M in its SEC 13F filing for Q3 2017 (period ended 2017-09-30). Top holdings: AGG (27.22%), BND (25.55%), LQD (16.48%). Among its top 25 positions this quarter: 6 new.
| Rank | Ticker | Company | Value | % Portfolio | Shares | Action |
|---|---|---|---|---|---|---|
| 1 | AGG | CORE US AGGBD ETF | $24.6M | 27.22% | 224,430 | New |
| 2 | BND | TOTAL BND MRKT | $23.1M | 25.55% | 281,603 | New |
| 3 | LQD | IBOXX INV CP ETF | $14.9M | 16.48% | 122,837 | New |
| 4 | IWD | RUS 1000 VAL ETF | $12.0M | 13.27% | 101,150 | New |
| 5 | IWF | RUS 1000 GRW ETF | $7.9M | 8.79% | 63,490 | New |
| 6 | TIP | TIPS BD ETF | $7.9M | 8.69% | 69,149 | New |
Source: SEC Form 13F filings · as of 2017-09-30
Every position in this 13F-HR, with its change from the prior quarter.
13F holdings, latest quarter
SourceSEC EDGAR13F-HR