Holdings by Type

Long Short Total
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As of June 30, 2022

Top 25 Holdings

Symbol Name % Weight Price % Change
-- Federal Reserve Bank of New York REPO 1.55% 7/1/2022 52.27% -- --
-- State Street FICC REPO 1.55% 7/1/2022 2.39% -- --
-- Bank of New York FICC REPO 1.55% 7/1/2022 2.39% -- --
-- BNP Paribas SA REPO 1.06% 7/18/2022 - 7 DAY PUT 2.00% -- --
-- CIBC World Markets Corp REPO 1.55% 7/28/2022 - 7 DAY PUT 1.94% -- --
-- United States Treasury Bills 0% 1.90% -- --
-- United States Treasury Bills 0% 1.50% -- --
-- FICC - JP Morgan Securities REPODVP 1.55% 7/1/2022 MULTI 1.47% -- --
-- United States Treasury Bills 0% 1.26% -- --
-- United States Treasury Bills 0% 0.90% -- --
-- BNP Paribas SA REPO 1.0% 7/11/2022 - 7 DAY PUT 0.84% -- --
-- TD Securities USA LLC REPO 1.55% 7/7/2022 0.84% -- --
-- United States Treasury Bills 0% 0.84% -- --
-- United States Treasury Bills 0% 0.70% -- --
-- Bank of Nova Scotia - OMNI1 REPO 1.5% 7/1/2022 0.65% -- --
-- United States Treasury Notes 1.68% 0.60% -- --
-- United States Treasury Notes 1.63% 0.54% -- --
-- United States Treasury Notes 1.79% 0.54% -- --
-- United States Treasury Notes 1.81% 0.51% -- --
-- United States Treasury Bills 0% 0.47% -- --
-- Credit Agricole CIB - Omni 1 REPO 1.46% 7/1/2022 0.46% -- --
-- United States Treasury Bills 0% 0.45% -- --
-- United States Treasury Notes 0.13% 0.44% -- --
-- BNP Paribas SA REPO 1.01% 7/11/2022 - 7 DAY PUT 0.42% -- --
-- BNP Paribas SA REPO 1.3% 8/8/2022 - 7 DAY PUT 0.42% -- --
As of June 30, 2022