Holdings by Type

Long Short Total
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As of September 30, 2021

Top 25 Holdings

Symbol Name % Weight Price % Change
-- Federal Reserve Bank of New York REPO 0.05% 10/1/2021 43.08% -- --
-- Bank of New York FICC REPO 0.05% 10/1/2021 6.73% -- --
-- United States Treasury Notes 0.08% 2.86% -- --
-- United States Treasury Notes 0.09% 2.57% -- --
-- United States Treasury Notes 0.15% 2.32% -- --
-- United States Treasury Notes 0.06% 2.27% -- --
-- United States Treasury Notes 0.09% 2.15% -- --
-- United States Treasury Bills 0% 1.97% -- --
-- United States Treasury Bills 0% 1.80% -- --
-- United States Treasury Notes 0.19% 1.77% -- --
-- Credit Agricole CIB - Omni 1 REPO 0.05% 10/1/2021 1.75% -- --
-- JPMORGAN SECURITIES .01 06/01/2021 1.68% -- --
-- Barclays Capital Inc REPO 0.05% 10/7/2021 - 7 DAY PUT 1.35% -- --
-- United States Treasury Notes 0.34% 1.26% -- --
-- BNP Paribas SA REPO 0.05% 12/16/2021 - 7 DAY PUT 1.23% -- --
-- United States Treasury Notes 0.07% 1.18% -- --
-- United States Treasury Notes 1.5% 1.03% -- --
-- United States Treasury Notes 1.63% 1.01% -- --
-- ING Financial Markets LLC REPODVP 0.05% 10/1/2021 MULTI 1.01% -- --
-- FICC - BNP Paribas SA REPODVP 0.05% 10/1/2021 1.01% -- --
-- BNP Paribas SA REPO 0.05% 10/12/2021 - 7 DAY PUT 1.01% -- --
-- United States Treasury Bills 0% 1.01% -- --
-- United States Treasury Bills 0% 0.98% -- --
-- Bank of Nova Scotia - OMNI1 REPO 0.05% 10/1/2021 0.91% -- --
-- United States Treasury Notes 1.88% 0.84% -- --
As of September 30, 2021