Morningstar’s Analysis CTA
There is no Morningstar’s Analysis data available.
- Current Portfolio Date
- Equity Holdings 0
- Bond Holdings 9
- Other Holdings 7
- % Assets in Top 10 Holdings −345.8
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector
Total Cash Offset
413.10
491,042,560
Cash and Equivalents
United States Treasury Bills 0.34783%
31.57
37,527,612
Government
Simp Managed Fut Cay
27.18
32,302,846
—
United States Treasury Bills 0.26087%
23.98
28,506,428
Government
United States Treasury Bills 0.3913%
7.69
9,138,832
Government
Future Cash Collateral
4.53
5,382,379
Cash and Equivalents
Maintenance Margin Ib
4.44
5,274,241
Cash and Equivalents
Maintenance Margin Ib Cad
−0.25
−300,128
Cash and Equivalents
5 Year Treasury Note Future June 23
−6.09
−7,242,984
Government
3 Month SOFR Future Dec 23
−19.89
−23,648,625
Government