Ultra 10 Year US Treasury Note Future June 20, 56.98%
5 Year Treasury Note Future June 20, 37.25%
Us Ultra Bond Cbt Jun20 Xcbt 20200619, 20.76%
Description
The investment seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration (the index). The index is designed to provide long exposure to the Bloomberg Barclays U.S. Aggregate Bond Index while seeking to manage interest rate risk through the use of short positions in U.S. Treasury securities. The fund employs a passive management - or indexing - investment approach designed to track the performance of the index. It is non-diversified.