Fund profile
Tickers
TBT
Fund manager
Total assets
$469.21 mm
Liabilities
$46.57 mm
Net assets
$422.64 mm
Number of holdings
23.00
TBT stock data
23 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Bills | 98.92 mm | 100.00 mm principal | 23.41 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 73.79 mm | 75.00 mm principal | 17.46 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 73.72 mm | 75.00 mm principal | 17.44 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.95 mm | 25.00 mm principal | 5.90 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.82 mm | 25.00 mm principal | 5.87 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.76 mm | 25.00 mm principal | 5.86 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.62 mm | 25.00 mm principal | 5.83 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.50 mm | 25.00 mm principal | 5.80 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.43 mm | 25.00 mm principal | 5.78 | Short-term investment vehicle | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
22.27 mm | 22.27 mm principal | 5.27 | Repurchase agreement | Long | USA |
Total Return Swap
Morgan Stanley & Co. International plc
|
21.53 mm | -1.92 mm contracts | 5.09 | Equity derivative | N/A | USA |
Repurchase Agreement
ING Financial Markets LLC
|
9.65 mm | 9.65 mm principal | 2.28 | Repurchase agreement | Long | USA |
Repurchase Agreement
BOFA SECURITIES, INC.
|
5.88 mm | 5.88 mm principal | 1.39 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
4.41 mm | 4.41 mm principal | 1.04 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
2.47 mm | 2.47 mm principal | 0.59 | Repurchase agreement | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
2.47 mm | 2.47 mm principal | 0.59 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
618.68 k | 618.68 k principal | 0.15 | Repurchase agreement | Long | USA |
U.S. Treasury Long Bond | -50.19 k | -100.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
Total Return Swap
Barclays Bank plc
|
-1.10 mm | -286.59 k contracts | -0.26 | Equity derivative | N/A | USA |
Total Return Swap
Societe Generale
|
-3.80 mm | -1.23 mm contracts | -0.90 | Equity derivative | N/A | USA |
Total Return Swap
Citibank NA
|
-7.79 mm | -1.51 mm contracts | -1.84 | Equity derivative | N/A | USA |
Total Return Swap
Goldman Sachs International
|
-14.97 mm | -2.01 mm contracts | -3.54 | Equity derivative | N/A | USA |
Total Return Swap
Bank of America NA
|
-18.45 mm | -1.89 mm contracts | -4.37 | Equity derivative | N/A | USA |