Fund profile
Tickers
TBF
Fund manager
Total assets
$167.96 mm
Liabilities
$2.34 mm
Net assets
$165.62 mm
Number of holdings
16.00
TBF stock data
16 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Bills | 49.15 mm | 50.00 mm principal | 29.67 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 39.57 mm | 40.00 mm principal | 23.89 | Short-term investment vehicle | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
23.15 mm | 23.15 mm principal | 13.98 | Repurchase agreement | Long | USA |
Repurchase Agreement
ING Financial Markets LLC
|
10.03 mm | 10.03 mm principal | 6.06 | Repurchase agreement | Long | USA |
Total Return Swap
Societe Generale
|
6.76 mm | -303.03 k contracts | 4.08 | Equity derivative | N/A | USA |
Repurchase Agreement
BOFA SECURITIES, INC.
|
6.11 mm | 6.11 mm principal | 3.69 | Repurchase agreement | Long | USA |
Total Return Swap
Goldman Sachs International
|
6.03 mm | -193.05 k contracts | 3.64 | Equity derivative | N/A | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
4.59 mm | 4.59 mm principal | 2.77 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
2.57 mm | 2.57 mm principal | 1.55 | Repurchase agreement | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
2.57 mm | 2.57 mm principal | 1.55 | Repurchase agreement | Long | USA |
Total Return Swap
Morgan Stanley & Co. International plc
|
2.49 mm | -474.35 k contracts | 1.50 | Equity derivative | N/A | USA |
Total Return Swap
Bank of America NA
|
2.06 mm | -226.30 k contracts | 1.24 | Equity derivative | N/A | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
643.09 k | 643.09 k principal | 0.39 | Repurchase agreement | Long | USA |
U.S. Treasury Long Bond | -20.08 k | -40.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
Total Return Swap
Barclays Bank plc
|
-440.18 k | -114.63 k contracts | -0.27 | Equity derivative | N/A | USA |
Total Return Swap
Citibank NA
|
-1.72 mm | -428.18 k contracts | -1.04 | Equity derivative | N/A | USA |