Fund profile
Tickers
WAVEX, WAVIX
Fund manager
Total assets
$69.03 mm
Liabilities
$42.20 mm
Net assets
$26.83 mm
Number of holdings
70.00
70 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
B 02/29/24 | 14.80 mm | 15.00 mm principal | 55.17 | Debt | Long | USA |
LME NICKEL FUTURE Dec23 | 109.13 k | -4.00 contracts | 0.41 | Commodity derivative | Short | UK |
COCOA FUTURE - IC Mar24 | 81.89 k | 5.00 contracts | 0.31 | Commodity derivative | Long | UK |
CURRENCY CONTRACT - PLN
JEFFERIES
|
78.82 k | 920.32 k contracts | 0.29 | DFE | N/A | N/A |
CURRENCY CONTRACT - AUD
JEFFERIES
|
63.21 k | 225.23 mm contracts | 0.24 | DFE | N/A | N/A |
NATURAL GAS FUTR Jan24 | 56.88 k | -8.00 contracts | 0.21 | Commodity derivative | Short | USA |
COFF ROBUSTA 10tn Jan24 | 48.23 k | 13.00 contracts | 0.18 | Commodity derivative | Long | UK |
IBEX 35 INDX FUTR Dec23 | 45.12 k | 13.00 contracts | 0.17 | Equity derivative | Long | Spain |
FTSE/MIB IDX FUT Dec23 | 40.20 k | 5.00 contracts | 0.15 | Equity derivative | Long | Italy |
AUST 10Y BOND FUT Dec23 | 28.76 k | -19.00 contracts | 0.11 | Interest rate derivative | Short | Australia |
CURRENCY CONTRACT - GBP
JEFFERIES
|
26.33 k | 112.77 mm contracts | 0.10 | DFE | N/A | N/A |
CURRENCY CONTRACT - CHF
JEFFERIES
|
25.52 k | 1.83 mm contracts | 0.10 | DFE | N/A | N/A |
CURRENCY CONTRACT - EUR
JEFFERIES
|
23.65 k | 97.15 mm contracts | 0.09 | DFE | N/A | N/A |
COCOA FUTURE Mar24 | 21.72 k | 6.00 contracts | 0.08 | Commodity derivative | Long | USA |
AUST 3YR BOND FUT Dec23 | 20.09 k | -59.00 contracts | 0.07 | Interest rate derivative | Short | Australia |
CURRENCY CONTRACT - CHF
JEFFERIES
|
18.39 k | 81.86 mm contracts | 0.07 | DFE | N/A | N/A |
CURRENCY CONTRACT - USD
JEFFERIES
|
16.60 k | 125.00 mm contracts | 0.06 | DFE | N/A | N/A |
LEAN HOGS FUTURE Feb24 | 15.44 k | -9.00 contracts | 0.06 | Commodity derivative | Short | USA |
PALLADIUM FUTURE Mar24 | 13.04 k | -2.00 contracts | 0.05 | Commodity derivative | Short | USA |
CURRENCY CONTRACT - CAD
JEFFERIES
|
12.97 k | 128.87 mm contracts | 0.05 | DFE | N/A | N/A |
3 MONTH SOFR FUT Dec23 | 7.93 k | -47.00 contracts | 0.03 | Interest rate derivative | Short | USA |
LME PRI ALUM FUTR Dec23 | 7.70 k | -11.00 contracts | 0.03 | Commodity derivative | Short | UK |
MILL WHEAT EURO Mar24 | 6.31 k | -22.00 contracts | 0.02 | Commodity derivative | Short | France |
NASDAQ 100 E-MINI Dec23 | 6.24 k | 1.00 contracts | 0.02 | Equity derivative | Long | USA |
NIKKEI 225 MINI Dec23 | 6.16 k | 15.00 contracts | 0.02 | Equity derivative | Long | Japan |
RAPESEED EURO Feb24 | 5.17 k | -11.00 contracts | 0.02 | Commodity derivative | Short | France |
CURRENCY CONTRACT - BRL
JEFFERIES
|
4.94 k | 664.50 k contracts | 0.02 | DFE | N/A | N/A |
FCOJ-A FUTURE Jan24 | 4.52 k | 2.00 contracts | 0.02 | Commodity derivative | Long | USA |
TOPIX INDX FUTR Dec23 | 3.24 k | 3.00 contracts | 0.01 | Equity derivative | Long | Japan |
CORN FUTURE Mar24 | 2.70 k | -18.00 contracts | 0.01 | Commodity derivative | Short | USA |
KC HRW WHEAT FUT Mar24 | 2.40 k | -8.00 contracts | 0.01 | Commodity derivative | Short | USA |
CURRENCY CONTRACT - USD
JEFFERIES
|
1.97 k | 3.30 mm contracts | 0.01 | DFE | N/A | N/A |
LME ZINC FUTURE Dec23 | 1.35 k | -8.00 contracts | 0.01 | Commodity derivative | Short | UK |
CURRENCY CONTRACT - MXN
JEFFERIES
|
-15.93 | 574.42 k contracts | -0.00 | DFE | N/A | N/A |
WHEAT FUTURE(CBT) Mar24 | -87.50 | -7.00 contracts | -0.00 | Commodity derivative | Short | USA |
ROUGH RICE (CBOT) Jan24 | -240.00 | 4.00 contracts | -0.00 | Commodity derivative | Long | USA |
EURO-SCHATZ FUT Dec23 | -1.63 k | -38.00 contracts | -0.01 | Interest rate derivative | Short | Germany |
CURRENCY CONTRACT - BRL
JEFFERIES
|
-1.85 k | 625.00 k contracts | -0.01 | DFE | N/A | N/A |
US LONG BOND(CBT) Mar24 | -1.97 k | -7.00 contracts | -0.01 | Interest rate derivative | Short | USA |
NY Harb ULSD Fut Jan24 | -2.08 k | 2.00 contracts | -0.01 | Commodity derivative | Long | USA |
US ULTRA BOND CBT Mar24 | -2.34 k | -4.00 contracts | -0.01 | Interest rate derivative | Short | USA |
CURRENCY CONTRACT - GBP
JEFFERIES
|
-3.05 k | 2.38 mm contracts | -0.01 | DFE | N/A | N/A |
EURO-BUXL 30Y BND Dec23 | -3.16 k | -5.00 contracts | -0.01 | Interest rate derivative | Short | Germany |
Low Su Gasoil G Jan24 | -3.55 k | 2.00 contracts | -0.01 | Commodity derivative | Long | UK |
LONG GILT FUTURE Mar24 | -5.01 k | -7.00 contracts | -0.02 | Interest rate derivative | Short | UK |
US 10YR NOTE (CBT)Mar24 | -5.69 k | -14.00 contracts | -0.02 | Interest rate derivative | Short | USA |
CURRENCY CONTRACT - GBP
JEFFERIES
|
-6.77 k | 1.68 mm contracts | -0.03 | DFE | N/A | N/A |
LIVE CATTLE FUTR Feb24 | -7.06 k | 6.00 contracts | -0.03 | Commodity derivative | Long | USA |
SUGAR #11 (WORLD) Mar24 | -7.44 k | 8.00 contracts | -0.03 | Commodity derivative | Long | USA |
US 5YR NOTE (CBT) Mar24 | -8.77 k | -22.00 contracts | -0.03 | Interest rate derivative | Short | USA |
CURRENCY CONTRACT - SEK
JEFFERIES
|
-8.79 k | 1.00 mm contracts | -0.03 | DFE | N/A | N/A |
CAN 10YR BOND FUT Mar24 | -9.23 k | -8.00 contracts | -0.03 | Interest rate derivative | Short | Canada |
EURO-BUND FUTURE Dec23 | -10.44 k | -8.00 contracts | -0.04 | Interest rate derivative | Short | Germany |
US 2YR NOTE (CBT) Mar24 | -10.69 k | -18.00 contracts | -0.04 | Interest rate derivative | Short | USA |
WHITE SUGAR (ICE) Mar24 | -13.27 k | 12.00 contracts | -0.05 | Commodity derivative | Long | UK |
EURO-BOBL FUTURE Dec23 | -14.74 k | -19.00 contracts | -0.05 | Interest rate derivative | Short | Germany |
CURRENCY CONTRACT - AUD
JEFFERIES
|
-15.05 k | 2.71 mm contracts | -0.06 | DFE | N/A | N/A |
CURRENCY CONTRACT - USD
JEFFERIES
|
-17.22 k | 875.00 k contracts | -0.06 | DFE | N/A | N/A |
CURRENCY CONTRACT - USD
JEFFERIES
|
-20.56 k | 11.04 mm contracts | -0.08 | DFE | N/A | N/A |
LME LEAD FUTURE Dec23 | -22.16 k | 5.00 contracts | -0.08 | Commodity derivative | Long | UK |
CURRENCY CONTRACT - USD
JEFFERIES
|
-23.72 k | 750.00 k contracts | -0.09 | DFE | N/A | N/A |
SOYBEAN MEAL FUTR Jan24 | -27.39 k | 11.00 contracts | -0.10 | Commodity derivative | Long | USA |
CATTLE FEEDER FUT Jan24 | -29.85 k | -9.00 contracts | -0.11 | Commodity derivative | Short | USA |
CURRENCY CONTRACT - USD
JEFFERIES
|
-33.98 k | 1.90 mm contracts | -0.13 | DFE | N/A | N/A |
E-Mini Russ 2000 Dec23 | -36.83 k | -11.00 contracts | -0.14 | Equity derivative | Short | USA |
3MO EURO EURIBOR Mar24 | -38.14 k | -81.00 contracts | -0.14 | Interest rate derivative | Short | UK |
CURRENCY CONTRACT - CAD
JEFFERIES
|
-49.84 k | 3.00 mm contracts | -0.19 | DFE | N/A | N/A |
CURRENCY CONTRACT - USD
JEFFERIES
|
-53.02 k | 4.00 mm contracts | -0.20 | DFE | N/A | N/A |
CURRENCY CONTRACT - USD
JEFFERIES
|
-60.60 k | 11.13 mm contracts | -0.23 | DFE | N/A | N/A |
BANK ACCEPT FUTR Mar24 | -63.49 k | -62.00 contracts | -0.24 | Interest rate derivative | Short | Canada |