Holdings by Type

Long Short Total
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As of December 31, 2021

Top 25 Holdings

Symbol Name % Weight Price % Change
-- Federal Reserve Bank of New York REPO 0.05% 1/3/2022 42.17% -- --
-- Bank of New York FICC REPO 0.05% 1/3/2022 6.69% -- --
-- United States Treasury Notes 0.13% 2.85% -- --
-- United States Treasury Notes 0.14% 2.56% -- --
-- United States Treasury Notes 0.2% 2.31% -- --
-- United States Treasury Notes 0.11% 2.26% -- --
-- United States Treasury Notes 0.14% 2.14% -- --
-- United States Treasury Notes 0.24% 1.76% -- --
-- RBC Dominion Securities Inc. REPO 0.05% 1/20/2022 - 7 DAY PUT 1.67% -- --
-- United States Treasury Notes 0.12% 1.51% -- --
-- United States Treasury Bills 0% 1.50% -- --
-- United States Treasury Bills 0% 1.46% -- --
-- United States Treasury Bills 0% 1.42% -- --
-- FICC - JP Morgan Securities REPODVP 0.05% 1/3/2022 MULTI 1.34% -- --
-- United States Treasury Bills 0% 1.25% -- --
-- BNP Paribas SA REPO 0.05% 1/18/2022 - 7 DAY PUT 1.22% -- --
-- United States Treasury Notes 0.12% 1.17% -- --
-- United States Treasury Notes 0.13% 1.13% -- --
-- CIBC World Markets Corp REPO 0.055% 1/10/2022 - 7 DAY PUT 1.00% -- --
-- United States Treasury Bills 0% 1.00% -- --
-- United States Treasury Bills 0% 1.00% -- --
-- United States Treasury Bills 0% 0.84% -- --
-- United States Treasury Bills 0% 0.84% -- --
-- United States Treasury Bills 0% 0.84% -- --
-- CIBC World Markets Corp REPO 0.055% 1/25/2022 - 7 DAY PUT 0.75% -- --
As of December 31, 2021