BNDD

KraneShares Quadratic Deflation ETF
*Unless otherwise stated, data provided by FactSet.

BNDD Fund Description

BNDD is an actively managed portfolio of US Treasuries and options strategies tied to the shape of the US interest rate swap curve.

BNDD Factset Analytics Insight

BNDD, as opposed to its sibling fund—IVOL, aims to protect against deflation or negative long-term interest rates. The actively managed portfolio consists of US treasuries (or treasury-based ETFs) and options strategies of any maturity including long options, long spreads, and butterflies. These over-the-counter options are expected to appreciate in value as the US interest rate curve flattens or inverts, however, investors should note that option premiums may incur additional cost in a steady interest rate environment.

PERFORMANCE [as of 06/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BNDD -1.86% -10.20% -13.26% -- -- -- --
BNDD (NAV) -1.47% -9.83% -12.87% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Aggregate Government - Treasury -1.08% -4.41% -9.51% -9.07% -0.88% 0.52% 0.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BNDD Summary Data

CICC
KraneShares
09/20/21
Open-Ended Fund
0.99%
$70.44M
$2.87M
0.26%

BNDD Portfolio Data

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N/A
3

BNDD Index Data

No Underlying Index
Proprietary
Proprietary
Bloomberg Barclays US Aggregate Government - Treasury

BNDD Portfolio Management

0.99%
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BNDD Tax Exposures

20.00% / 39.60%
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Ordinary income
No

BNDD Fund Structure

Open-Ended Fund
No
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N/A
N/A
Low
Daily

BNDD Factset Analytics Block Liquidity

As of 06/24/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of BNDD. BNDD is rated a N/A out of 5.

BNDD Tradability

124,613
$2.87M
70,767
$1.65M
0.26%
$0.06
0.04%
0.92% / -1.28%
None
100.00%
25,000
2.83
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323
$22.75
N/A

BNDD Sector/Industry Breakdown


BNDD
Segment Benchmark
80.23%
--
19.77%
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BNDD Top 10 Holdings

12.32%
7.45%
100.00%

BNDD Performance Statistics

0.52
1.86
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BNDD Holdings Statistics


BNDD
Segment Benchmark
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3
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N/A

BNDD Maturity Distribution


BNDD
Segment Benchmark
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BNDD Credit Breakdown


BNDD
Segment Benchmark
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