Holding |
% of net asset |
Ultra 10 Year US Treasury Note Future Dec 24 |
8.93 |
Top 10 underlying holdings
% of asset in Top 10 holdings |
- |
|
Schroder ISF Sctsd Crdt I DisQV |
5.19 |
Top 10 underlying holdings
Holding |
% of net asset |
Federal National Mortgage Association 6% |
3.88 |
United States Treasury Bills 0% |
3.80 |
Federal National Mortgage Association 5.5% |
3.15 |
Government National Mortgage Association 6% |
3.04 |
Government National Mortgage Association 5.5% |
2.70 |
Government National Mortgage Association 6.5% |
2.64 |
Government National Mortgage Association 6% |
2.26 |
2 Year Treasury Note Future Dec 24 |
17.08 |
United States Treasury Bills 0% |
11.94 |
% of asset in Top 10 holdings |
50.49 |
|
Schroder GAIA Cat Bond I Acc USD |
2.68 |
Top 10 underlying holdings
Holding |
% of net asset |
Voussoirre_jul_2024_sidecar |
2.33 |
United States Treasury Notes 1.875% |
2.16 |
Nakama Re Pte Limited 7.11225% |
1.57 |
Lightning Re Ltd. Series 2023-1 16.07785% |
1.43 |
Merna Reinsurance II Ltd. 13.56745% |
1.32 |
Everglades Re II Ltd 15.56745% |
1.19 |
Floodsmart Re Ltd 19.06225% |
1.16 |
Sanders Re III Ltd Segregated Account 2024-1 10.81225% |
1.13 |
Everglades Re II Ltd 16.56745% |
0.98 |
Queen Street 2023 Re DAC 12.59343% |
0.89 |
% of asset in Top 10 holdings |
14.16 |
|
10 Year Treasury Note Future Dec 24 |
3.93 |
Top 10 underlying holdings
% of asset in Top 10 holdings |
- |
|
E-mini Financial Select Sector Future Sept 24 |
2.66 |
Top 10 underlying holdings
% of asset in Top 10 holdings |
- |
|
E-mini S&P 500 Future Sept 24 |
2.43 |
Top 10 underlying holdings
% of asset in Top 10 holdings |
- |
|