Holdings by Type

Long Short Total
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As of December 31, 2022

Top 25 Holdings

Symbol Name % Weight Price % Change
-- Frbny 10/10 Var 52.61% -- --
-- Nomura Tri Party Repo 4.84% -- --
-- United States Treasury Notes 4.43236% 3.67% -- --
-- United States Treasury Notes 4.42736% 3.21% -- --
-- United States Treasury Notes 4.44736% 2.35% -- --
-- United States Treasury Notes 4.43336% 2.23% -- --
-- Barclays Bank Plc Repo 2.22% -- --
-- Mufg Securities Ca 1.53% -- --
-- Citigroup Global Markets Repo Mbs Citgmk 6 1.43% -- --
-- Scb Ficc 1.32% -- --
-- Barclays Bk Plc 1.02% -- --
-- Daiwa Repo 1.02% -- --
-- Royal Bank of Canada 4.32% 1.02% -- --
-- Jp Morgan Securities Repo Mbs Jpmsec 6 0.97% -- --
-- Anz Bank 0.93% -- --
-- Mufg Securities Ca 0.92% -- --
-- United States Treasury Notes 0.125% 0.86% -- --
-- Ing Repo 0.76% -- --
-- Rbc Dominion Repo Repo 0.76% -- --
-- United States Treasury Notes 4.32336% 0.71% -- --
-- Td Securities (Usa) Inc 0.61% -- --
-- Usd 0.58% -- --
-- Mitsubishi Bank 0.51% -- --
-- Mufg Securities Repo Bilateral Repo 0.51% -- --
-- United States Treasury Notes 0.125% 0.47% -- --
As of December 31, 2022