Higher Moment Aurora Fund, LP

data from 30/09/2017

Capitalization

$ 90.348 M 100.00 %

Average holding period

1 ans

Performance

$ 0.000 0.00 %

Capitalization

Portfolio size

Portfolio performance

Portfolio performance %

Performance compared to S&P 500 (%)

Stock in Higher Moment Aurora Fund, LP

Date Ticket Name Weight Capitalization Share number First added Performance ($) Performance (%)
2017/09/30 AGG CORE US AGGBD ETF 27.22% 24.595 M $ 224430 2017/09/30 0.000 $ 0.00 %
2017/09/30 BND TOTAL BND MRKT 25.55% 23.080 M $ 281603 2017/09/30 0.000 $ 0.00 %
2017/09/30 LQD IBOXX INV CP ETF 16.48% 14.892 M $ 122837 2017/09/30 0.000 $ 0.00 %
2017/09/30 IWD RUS 1000 VAL ETF 13.27% 11.987 M $ 101150 2017/09/30 0.000 $ 0.00 %
2017/09/30 IWF RUS 1000 GRW ETF 8.79% 7.940 M $ 63490 2017/09/30 0.000 $ 0.00 %
2017/09/30 TIP TIPS BD ETF 8.69% 7.854 M $ 69149 2017/09/30 0.000 $ 0.00 %