ETF overview
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.
Fund facts
- Expense ratio
- 0.39%
- Fund assets
- 497.53M USD (all share classes)
- Issuer
- Return Stacked
- Inception date
- Dec 4, 2023
- Number of holdings
- 8
Breakdown
Holdings (8)
| Name | Ticker | Weight |
|---|---|---|
| State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPTM | 26.12% |
| Vanguard Total International Stock ETF | VXUS | 17.17% |
| US LONG BOND(CBT) Dec26 | 12.12% | |
| US 10YR NOTE (CBT)Dec26 | 11.95% | |
| US 5YR NOTE (CBT) Dec26 | 11.88% | |
| US 2YR NOTE (CBT) Dec26 | 11.82% | |
| S&P500 EMINI FUT Dec26 | 4.71% | |
| First American Government Obligations Fund 12/01/2031 | 2.59% |
Historical returns do not guarantee future returns. This is not investment advice.
- Expense ratio
- 0.39%
- Fund assets
- 497.53M USD (all share classes)
- Issuer
- Return Stacked
- Inception date
- Dec 4, 2023
- Number of holdings
- 8
| Name | Ticker | Weight |
|---|---|---|
| State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF | SPTM | 26.12% |
| Vanguard Total International Stock ETF | VXUS | 17.17% |
| US LONG BOND(CBT) Dec26 | 12.12% | |
| US 10YR NOTE (CBT)Dec26 | 11.95% | |
| US 5YR NOTE (CBT) Dec26 | 11.88% | |
| US 2YR NOTE (CBT) Dec26 | 11.82% | |
| S&P500 EMINI FUT Dec26 | 4.71% | |
| First American Government Obligations Fund 12/01/2031 | 2.59% |
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.
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