BOXX holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 100% at a quoted market price (level 1), one issuer country.

BOXX's largest investment is SPY 09/18/2026 10010.01 P at 92.63% of net assets. Between the 2026-03-31 and 2026-06-30 filings 2 positions were added and 3 dropped; 100.0% of the weight moved.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable derivative funds on this site. Nothing here is a view on the fund.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 2 largest of 2 positions in BOXX's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Lines the filer classes as derivatives are included at their filed value, which is not their exposure; a swap or option line may carry a counterparty's name. The exposure itself is in the section on counterparties below. Every position, every quarter: BOXX.csv.gz.

Monthly total returns from Item B.5 of BOXX's own filings, 44 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: BOXX.json · all funds.

3 positions became 2: 2 added (100.0% of the fund at the later date), 3 dropped (100.0% at the earlier date). Half the sum of all weight changes, a turnover proxy: 100.0%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of BOXX compared this way, as a feed: changes.xml · all funds: filings received.

New: SPY 09/18/2026 10010.01 P (92.58%), SPY 09/18/2026 10.01 C (7.42%). Gone: SPY 06/18/2026 10010.01 P (93.50%), SPY 06/18/2026 10.01 C (6.44%), First American Government Obligations Fund (0.06%).

100.00% derivative as filed; 100.0% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $12.70B. Notional of an interest-rate or currency swap is not equity exposure.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured derivative fund lined up by how many holdings it behaves like; these sit either side of BOXX (1.2). Same filings, same arithmetic. Position in this list says nothing about which fund is better.