Fund profile
Tickers
TTT
Fund manager
Total assets
$59.25 mm
Liabilities
$7.35 mm
Net assets
$51.90 mm
Number of holdings
15.00
TTT stock data
15 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Total Return Swap
Morgan Stanley & Co. International plc
|
11.07 mm | -155.69 k contracts | 21.34 | Equity derivative | N/A | USA |
Total Return Swap
Bank of America NA
|
8.78 mm | -112.11 k contracts | 16.91 | Equity derivative | N/A | USA |
Total Return Swap
Goldman Sachs International
|
8.59 mm | -121.22 k contracts | 16.55 | Equity derivative | N/A | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
7.43 mm | 7.43 mm principal | 14.31 | Repurchase agreement | Long | USA |
Repurchase Agreement
ING Financial Markets LLC
|
3.22 mm | 3.22 mm principal | 6.20 | Repurchase agreement | Long | USA |
Repurchase Agreement
BOFA SECURITIES, INC.
|
1.96 mm | 1.96 mm principal | 3.78 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
1.47 mm | 1.47 mm principal | 2.84 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
825.39 k | 825.39 k principal | 1.59 | Repurchase agreement | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
825.39 k | 825.39 k principal | 1.59 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
206.35 k | 206.35 k principal | 0.40 | Repurchase agreement | Long | USA |
U.S. Treasury Long Bond | -5.52 k | -11.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
Total Return Swap
Societe Generale
|
-1.25 mm | -147.11 k contracts | -2.42 | Equity derivative | N/A | USA |
Total Return Swap
UBS AG
|
-1.67 mm | -393.36 k contracts | -3.22 | Equity derivative | N/A | USA |
Total Return Swap
Barclays Bank plc
|
-2.13 mm | -270.06 k contracts | -4.11 | Equity derivative | N/A | USA |
Total Return Swap
Citibank NA
|
-2.21 mm | -418.97 k contracts | -4.27 | Equity derivative | N/A | USA |