Fund profile
Tickers
IVOL
Fund manager
Total assets
$951.10 mm
Liabilities
$20.78 mm
Net assets
$930.32 mm
Number of holdings
9.00
IVOL stock data
9 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNDF Schwab Strategic Trust | 753.39 mm | 14.43 mm shares | 80.98 | Common equity | Long | USA |
USD CMS 2-10 04/08/2026 5 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 28.07 mm | 500.00 k contracts | 3.02 | Interest rate derivative | N/A | USA |
USD CMS 2-10 11/13/2024 30 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 25.70 mm | 1.08 mm contracts | 2.76 | Interest rate derivative | N/A | USA |
USD CMS 2-10 09/17/2025 8 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 17.98 mm | 350.00 k contracts | 1.93 | Interest rate derivative | N/A | USA |
USD CMS 2-10 07/15/2026 10 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 16.36 mm | 300.00 k contracts | 1.76 | Interest rate derivative | N/A | USA |
USD CMS 2-10 04/14/2027 20 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 15.02 mm | 300.00 k contracts | 1.61 | Interest rate derivative | N/A | USA |
USD CMS 2-10 03/13/2025 27 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 13.48 mm | 400.00 k contracts | 1.45 | Interest rate derivative | N/A | USA |
USD CMS 2-10 06/19/2024 48 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 9.94 mm | 1.55 mm contracts | 1.07 | Interest rate derivative | N/A | USA |
USD CMS 2-10 12/09/2026 28 CAP E CONSTANT MATURITY SWAP SPREAD OPTION | 9.15 mm | 200.00 k contracts | 0.98 | Interest rate derivative | N/A | USA |