Fund profile
Tickers
TWM
Fund manager
Total assets
$89.93 mm
Liabilities
$9.33 mm
Net assets
$80.60 mm
Number of holdings
18.00
TWM stock data
18 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Repurchase Agreement
BNP Paribas Securities Corp.
|
27.64 mm | 27.64 mm principal | 34.29 | Repurchase agreement | Long | USA |
U.S. Treasury Bills | 24.95 mm | 25.00 mm principal | 30.96 | Short-term investment vehicle | Long | USA |
Repurchase Agreement
ING Financial Markets LLC
|
11.98 mm | 11.98 mm principal | 14.86 | Repurchase agreement | Long | USA |
Repurchase Agreement
BOFA SECURITIES, INC.
|
7.29 mm | 7.29 mm principal | 9.05 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
5.48 mm | 5.48 mm principal | 6.79 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
3.07 mm | 3.07 mm principal | 3.81 | Repurchase agreement | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
3.07 mm | 3.07 mm principal | 3.81 | Repurchase agreement | Long | USA |
Total Return Swap
UBS AG
|
2.60 mm | -12.47 k contracts | 3.23 | Equity derivative | N/A | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
767.66 k | 767.66 k principal | 0.95 | Repurchase agreement | Long | USA |
Total Return Swap
Goldman Sachs International
|
434.07 k | -709.00 contracts | 0.54 | Equity derivative | N/A | USA |
Russell 2000 E-Mini Index | 98.39 k | -38.00 contracts | 0.12 | Equity derivative | N/A | USA |
Total Return Swap
BNP Paribas SA
|
-482.49 k | -4.09 k contracts | -0.60 | Equity derivative | N/A | USA |
Total Return Swap
Barclays Bank plc
|
-489.17 k | -5.81 k contracts | -0.61 | Equity derivative | N/A | USA |
Total Return Swap
Morgan Stanley & Co. International plc
|
-780.63 k | -8.45 k contracts | -0.97 | Equity derivative | N/A | USA |
Total Return Swap
Citibank NA
|
-1.16 mm | -5.46 k contracts | -1.44 | Equity derivative | N/A | USA |
Total Return Swap
Societe Generale
|
-1.27 mm | -12.72 k contracts | -1.58 | Equity derivative | N/A | USA |
Total Return Swap
Bank of America NA
|
-1.71 mm | -8.97 k contracts | -2.13 | Equity derivative | N/A | USA |
Total Return Swap
Morgan Stanley & Co. International plc
|
-1.78 mm | -26.24 k contracts | -2.21 | Equity derivative | N/A | USA |