Fund profile
Tickers
SRTY
Fund manager
Total assets
$175.25 mm
Liabilities
$16.41 mm
Net assets
$158.84 mm
Number of holdings
19.00
SRTY stock data
19 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Bills | 49.50 mm | 50.00 mm principal | 31.16 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.88 mm | 25.00 mm principal | 15.66 | Short-term investment vehicle | Long | USA |
U.S. Treasury Bills | 24.73 mm | 25.00 mm principal | 15.57 | Short-term investment vehicle | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
23.85 mm | 23.85 mm principal | 15.01 | Repurchase agreement | Long | USA |
Repurchase Agreement
ING Financial Markets LLC
|
10.33 mm | 10.33 mm principal | 6.51 | Repurchase agreement | Long | USA |
Repurchase Agreement
BOFA SECURITIES, INC.
|
6.29 mm | 6.29 mm principal | 3.96 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
4.72 mm | 4.72 mm principal | 2.97 | Repurchase agreement | Long | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
2.65 mm | 2.65 mm principal | 1.67 | Repurchase agreement | Long | USA |
Repurchase Agreement
BNP Paribas Securities Corp.
|
2.65 mm | 2.65 mm principal | 1.67 | Repurchase agreement | Long | USA |
Total Return Swap
Bank of America NA
|
2.19 mm | -49.98 k contracts | 1.38 | Equity derivative | N/A | USA |
Repurchase Agreement
Barclays Capital, Inc.
|
662.49 k | 662.49 k principal | 0.42 | Repurchase agreement | Long | USA |
Russell 2000 E-Mini Index | 190.74 k | -77.00 contracts | 0.12 | Equity derivative | N/A | USA |
Total Return Swap
Morgan Stanley & Co. International plc
|
-383.51 k | -19.24 k contracts | -0.24 | Equity derivative | N/A | USA |
Total Return Swap
BNP Paribas SA
|
-782.99 k | -43.69 k contracts | -0.49 | Equity derivative | N/A | USA |
Total Return Swap
Barclays Bank plc
|
-2.58 mm | -23.78 k contracts | -1.63 | Equity derivative | N/A | USA |
Total Return Swap
Citibank NA
|
-2.69 mm | -39.59 k contracts | -1.69 | Equity derivative | N/A | USA |
Total Return Swap
UBS AG
|
-2.75 mm | -33.55 k contracts | -1.73 | Equity derivative | N/A | USA |
Total Return Swap
Goldman Sachs International
|
-2.95 mm | -35.88 k contracts | -1.86 | Equity derivative | N/A | USA |
Total Return Swap
Societe Generale
|
-4.05 mm | -16.86 k contracts | -2.55 | Equity derivative | N/A | USA |