BNDD KraneShares Quadratic Deflation ETF
What is BNDD?
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.
BNDD Summary Data
BNDD Portfolio Data
BNDD Index Data
BNDD Portfolio Management
BNDD Tax Exposures
BNDD Fund Structure
Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
BNDD Top 10 Holdings
BNDD Performance Statistics
BNDD Avg Life Maturity Distribution
BNDD OAS Breakdown
BNDD Holdings Statistics
Options Strategies for Outcome Investing
A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.
A covered call is an income strategy constructed by writing a call option against a holding of the underlying security.