FIG holds a long bias cross-asset portfolio consisting of fixed income, US equity, and alternative ETFs. The portfolio aims to provide more consistent equity-like returns with less risk. To create the portfolio, the fund uses a strategy based on macroeconomic analysis on the national, regional, and global scale. Exposure may include commodities and futures, VIX short-term futures, or high-yield related fixed income and high-income generating ETFs. FIG may allocate up to 20% of its assets in derivatives including equity, treasury, commodity, and currency futures, exchange-traded or over-the-counter put and call options, and total return swaps. The options overlay is a strategic, persistent exposure meant to leverage exposure or partially hedge against market declines. The fund utilizes a Cayman Island subsidiary to execute a portion of its alternative strategy and derivatives overlay.
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