Campbell Systematic Macro I EBSIX
- NAV / 1-Day Return 9.54 / +0.95 %
- Total Assets 1.1 Bil
-
Adj. Expense Ratio
- Expense Ratio 1.750%
- Distribution Fee Level Above Average
- Share Class Type Institutional
- Category Macro Trading
- Alt Style Correlation / Relative Volatility Negative/Medium
- Min. Initial Investment 10,000
- Status Open
- TTM Yield 1.72%
- Turnover —
USD | NAV as of Apr 24, 2024 | 1-Day Return as of Apr 24, 2024, 10:14 PM GMT+0
Morningstar’s Analysis EBSIX
There is no Morningstar’s Analysis data available.
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 2.0
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Cash Offset | 92.98 | 782.6 Mil | — |
NOK/USD FWD 20240320 Purchased | 39.92 | 336.0 Mil | Derivative |
USD/EUR FWD 20240320 Purchased | 32.24 | 271.4 Mil | Derivative |
USD/NZD FWD 20240320 Purchased | 23.39 | 196.9 Mil | Derivative |
2 Year Treasury Note Future Mar 24 | 22.61 | 190.4 Mil | Government |
CAD/USD FWD 20240320 Purchased | 22.04 | 185.5 Mil | Derivative |
United States Treasury Bills 0% | 17.72 | 149.2 Mil | Government |
United States Treasury Bills 0% | 14.57 | 122.6 Mil | Government |
3 Month Canadian Bankers' Acceptance Future Mar 25 | 13.29 | 111.9 Mil | Government |
TWD/USD FWD 20240320 Purchased | 12.96 | 109.1 Mil | Derivative |