Return Stacked Global Stocks & Bonds ETF (RSSB): ETF
ETF traded on BATS under symbol RSSB. Quoted in usd.
Return Stacked Global Stocks & Bonds ETF
RSSB is actively managed to provide simultaneous exposure to equities and a US Treasury futures strategy. The fund seeks to reflect the overall global equity markets on a market cap-weighted basis by investing in global equity ETFs, other broad-based ETFs, individual equity securities, and equity index futures. Underlying ETFs generally comprise 75 to 80% of the fund's portfolio. The fund provides indirect exposure to the US Treasury market by investing in futures contracts on US Treasurys with 2 to 30 years to maturity, with a target duration of 2 to 8 years. The fund will frequently roll futures, causing a high portfolio turnover rate. RSSB uses leverage to stack total returns of its two strategies. It targets a 100% notional exposure to investments in each strategy or an aggregate notional exposure of 200%. The fund holds US T-bills and cash equivalents as collateral.
Largest holdings
- SPTM State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF25.82%
- VXUS Vanguard Total International Stock ETF16.98%
- US 5YR NOTE (CBT) Dec2612.06%
- US 2YR NOTE (CBT) Dec2611.95%
- US 10YR NOTE (CBT)Dec2611.90%
- US LONG BOND(CBT) Dec2611.85%
- S&P500 EMINI FUT Dec264.63%
- First American Government Obligations Fund 12/01/20313.56%
- Cash & Other1.26%
30d
45.58K
60d
58.93K
90d
59.90K