Fund profile
Tickers
CDX
Fund manager
Total assets
$157.77 mm
Liabilities
$1.61 mm
Net assets
$156.16 mm
Number of holdings
14.00
14 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Bill | 102.10 mm | 103.30 mm principal | 65.38 | Debt | Long | USA |
United States Treasury Bill | 27.33 mm | 27.50 mm principal | 17.50 | Debt | Long | USA |
United States Treasury Bill | 24.99 mm | 25.00 mm principal | 16.00 | Debt | Long | USA |
S&P 500 INDEX | 19.60 k | 196.00 contracts | 0.01 | Equity derivative | N/A | USA |
S&P 500 INDEX | 6.23 k | 498.00 contracts | 0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | 3.56 k | 285.00 contracts | 0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | -2.14 k | -285.00 contracts | -0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | -3.74 k | -498.00 contracts | -0.00 | Equity derivative | N/A | USA |
S&P 500 INDEX | -8.82 k | -196.00 contracts | -0.01 | Equity derivative | N/A | USA |
TRS HYG INDEX
NOMURA SECURITIES INTERNATIONAL, INC.
|
-57.33 k | 1.00 contracts | -0.04 | Equity derivative | N/A | USA |
TRS HYG BASKET
MORGAN STANLEY & CO. LLC
|
-114.19 k | 1.00 contracts | -0.07 | Equity derivative | N/A | USA |
TRS MSSIJNK1A INDEX
BANK OF AMERICA, NATIONAL ASSOCIATION
|
-334.18 k | 1.00 contracts | -0.21 | Equity derivative | N/A | USA |
TRS MSSIQUA1A INDEX
BANK OF AMERICA, NATIONAL ASSOCIATION
|
-346.29 k | 1.00 contracts | -0.22 | Equity derivative | N/A | USA |
CDS CDX.NA.HY.41.V1 | -638.19 k | 1.00 contracts | -0.41 | Credit derivative | N/A | USA |