ETF overview
This actively managed Exchange Traded Fund (ETF) principally invests in instruments tied, directly or indirectly, to the performance or volatility of the S&P 500 Index. Its investment strategy is guided by quantitative analyses intended to forecast the S&P 500's market direction. In typical market environments, the fund maintains a daily S&P 500 exposure of approximately 100%. This baseline is then dynamically adjusted by portfolio managers using a quantitative method that assesses the VIX Index's movements. The fund operates as a non-diversified entity.
Fund facts
- Expense ratio
- 1.40%
- Fund assets
- 199.6M USD (all share classes)
- Issuer
- Little Harbor Advisors
- Inception date
- Sep 30, 2020
- Number of holdings
- 9
Breakdown
Holdings (9)
| Name | Ticker | Weight |
|---|---|---|
| State Street SPDR S&P 500 ETF Trust | SPY | 68.96% |
| S&P500 EMINI FUT Dec26 | 10.94% | |
| United States Treasury Bill 01/21/2027 | 5.18% | |
| CBOE VIX FUTURE Nov26 | 4.01% | |
| First American Treasury Obligations Fund 01/01/204 | 3.16% | |
| First American Government Obligations Fund 12/01/2 | 3.16% | |
| United States Treasury Bill 10/29/2026 | 2.56% | |
| CBOE VIX FUTURE Oct26 | 0.57% | |
| SPXW US 10/16/26 P7725 | 0.14% |
Similar ETFs
- THOR Index Rotation ETFTHIR · Overlap 33% · Expense ratio 0.69%
Overlap is the share of assets the two funds hold in common.
Historical returns do not guarantee future returns. This is not investment advice.
- Expense ratio
- 1.40%
- Fund assets
- 199.6M USD (all share classes)
- Issuer
- Little Harbor Advisors
- Inception date
- Sep 30, 2020
- Number of holdings
- 9
| Name | Ticker | Weight |
|---|---|---|
| State Street SPDR S&P 500 ETF Trust | SPY | 68.96% |
| S&P500 EMINI FUT Dec26 | 10.94% | |
| United States Treasury Bill 01/21/2027 | 5.18% | |
| CBOE VIX FUTURE Nov26 | 4.01% | |
| First American Treasury Obligations Fund 01/01/204 | 3.16% | |
| First American Government Obligations Fund 12/01/2 | 3.16% | |
| United States Treasury Bill 10/29/2026 | 2.56% | |
| CBOE VIX FUTURE Oct26 | 0.57% | |
| SPXW US 10/16/26 P7725 | 0.14% |
This actively managed Exchange Traded Fund (ETF) principally invests in instruments tied, directly or indirectly, to the performance or volatility of the S&P 500 Index. Its investment strategy is guided by quantitative analyses intended to forecast the S&P 500's market direction. In typical market environments, the fund maintains a daily S&P 500 exposure of approximately 100%. This baseline is then dynamically adjusted by portfolio managers using a quantitative method that assesses the VIX Index's movements. The fund operates as a non-diversified entity.
- THOR Index Rotation ETFTHIR · Overlap 33% · Expense ratio 0.69%
Overlap is the share of assets the two funds hold in common.
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