DJAN 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: 0.78% at a quoted market price (level 1), one issuer country.

DJAN's largest investment is State Street Spdr S&P 500 ETF Trust at 83.09% of net assets. State Street Spdr S&P 500 ETF Trust and State Street Spdr S&P 500 ETF Trust follow; the three together are 102%.

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 9 positions in DJAN'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: DJAN.csv.gz.

Monthly total returns from Item B.5 of DJAN's own filings, 65 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: DJAN.json · all funds.

2 positions became 2: 0 added (0.0% of the fund at the later date), 0 dropped (0.0% at the earlier date). Half the sum of all weight changes, a turnover proxy: 0.2%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of DJAN compared this way, as a feed: changes.xml · all funds: filings received.

99.22% derivative, 0.78% short-term investment as filed; 0.8% 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 $479M. 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 DJAN (1.6). Same filings, same arithmetic. Position in this list says nothing about which fund is better.