Fund profile
Tickers
KMLM
Fund manager
Total assets
$626.79 mm
Liabilities
$366.64 mm
Net assets
$260.15 mm
Number of holdings
27.00
KMLM stock data
27 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
JPN 10Y BOND(OSE) MAR24 FINANCIAL COMMODITY FUTURE. | 73.88 mm | 71.00 contracts | 28.40 | Interest rate derivative | N/A | Japan |
EURO-BUND FUTURE MAR24 FINANCIAL COMMODITY FUTURE. | 52.41 mm | 346.00 contracts | 20.15 | Interest rate derivative | N/A | Germany |
CHF CURRENCY FUT MAR24 CURRENCY FUTURE. | 46.27 mm | 309.00 contracts | 17.79 | DFE | N/A | USA |
BP CURRENCY FUT MAR24 CURRENCY FUTURE. | 45.03 mm | 565.00 contracts | 17.31 | DFE | N/A | USA |
TREASURY BILL 0.000000% 01/30/2024 | 44.81 mm | 45.00 mm principal | 17.23 | Debt | Long | USA |
TREASURY BILL 0.000000% 01/11/2024 | 39.95 mm | 40.00 mm principal | 15.36 | Debt | Long | USA |
TREASURY BILL 0.000000% 01/18/2024 | 39.91 mm | 40.00 mm principal | 15.34 | Debt | Long | USA |
TREASURY BILL 0.000000% 02/08/2024 | 39.78 mm | 40.00 mm principal | 15.29 | Debt | Long | USA |
TREASURY BILL 0.000000% 01/02/2024 | 35.00 mm | 35.00 mm principal | 13.45 | Debt | Long | USA |
GOLD 100 OZ FUTR FEB24 PHYSICAL COMMODITY FUTURE. | 13.47 mm | 65.00 contracts | 5.18 | Commodity derivative | N/A | USA |
NY HARB ULSD FUT MAR24 PHYSICAL COMMODITY FUTURE. | 12.47 mm | 119.00 contracts | 4.79 | Commodity derivative | N/A | USA |
LONG GILT FUTURE MAR24 FINANCIAL COMMODITY FUTURE. | 10.73 mm | 82.00 contracts | 4.12 | Interest rate derivative | N/A | UK |
GASOLINE RBOB FUT MAR24 PHYSICAL COMMODITY FUTURE. | 7.77 mm | 87.00 contracts | 2.99 | Commodity derivative | N/A | USA |
EURO FX CURR FUT MAR24 CURRENCY FUTURE. | -2.22 mm | -16.00 contracts | -0.85 | DFE | N/A | USA |
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE. | -6.34 mm | -275.00 contracts | -2.44 | Commodity derivative | N/A | USA |
C$ CURRENCY FUT MAR24 CURRENCY FUTURE. | -6.50 mm | -86.00 contracts | -2.50 | DFE | N/A | USA |
AUDUSD CRNCY FUT MAR24 CURRENCY FUTURE. | -6.56 mm | -96.00 contracts | -2.52 | DFE | N/A | USA |
SOYBEAN FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | -7.66 mm | -118.00 contracts | -2.94 | Commodity derivative | N/A | USA |
CAN 10YR BOND FUT MAR24 FINANCIAL COMMODITY FUTURE. | -10.59 mm | -113.00 contracts | -4.07 | Interest rate derivative | N/A | Canada |
WTI CRUDE FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | -14.30 mm | -199.00 contracts | -5.50 | Commodity derivative | N/A | USA |
COPPER FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | -15.27 mm | -157.00 contracts | -5.87 | Commodity derivative | N/A | USA |
NATURAL GAS FUTR MAR24 PHYSICAL COMMODITY FUTURE. | -16.52 mm | -710.00 contracts | -6.35 | Commodity derivative | N/A | USA |
CORN FUTURE MAR24 PHYSICAL COMMODITY FUTURE. | -18.28 mm | -776.00 contracts | -7.03 | Commodity derivative | N/A | USA |
LIVE CATTLE FUTR FEB24 PHYSICAL COMMODITY FUTURE. | -18.33 mm | -272.00 contracts | -7.05 | Commodity derivative | N/A | USA |
WHEAT FUTURE(CBT) MAR24 PHYSICAL COMMODITY FUTURE. | -19.66 mm | -626.00 contracts | -7.56 | Commodity derivative | N/A | USA |
JPN YEN CURR FUT MAR24 CURRENCY FUTURE. | -46.64 mm | -520.00 contracts | -17.93 | DFE | N/A | USA |
US 10YR NOTE (CBT)MAR24 FINANCIAL COMMODITY FUTURE. | -65.14 mm | -577.00 contracts | -25.04 | Interest rate derivative | N/A | USA |