| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| HSBC SECURITIES (USA), INC. B 4.2 , 1/01/2024 | 506.00 k | 506.00 k principal | 25.08 | Repurchase agreement | Long | USA |
| SOCIETE' GENERALE C 4.3 , 1/01/2024 | 452.00 k | 452.00 k principal | 22.40 | Repurchase agreement | Long | USA |
| NATWEST MARKETS PLC 4.33 , 1/01/2024 | 326.00 k | 326.00 k principal | 16.16 | Repurchase agreement | Long | USA |
| CREDIT AGRICOLE CIB NY A 4.3 , 1/01/2024 | 271.00 k | 271.00 k principal | 13.43 | Repurchase agreement | Long | USA |
| UMB FINANCIAL CORP. 4.15 , 1/01/2024 | 193.00 k | 193.00 k principal | 9.57 | Repurchase agreement | Long | USA |
| ROYAL BANK OF CANADA 4.28 , 1/01/2024 | 180.00 k | 180.00 k principal | 8.92 | Repurchase agreement | Long | USA |
|
VPSNDX_NDX_UBS
UBS SECURITIES LLC
|
32.05 k | -68.00 other units | 1.59 | Equity derivative | Short | USA |
| CME E-Mini NASDAQ 100 Index Future | 16.73 k | -1.00 shares | 0.83 | Equity derivative | Short | USA |
|
VPSNDX_NDX_GOLDMAN
GOLDMAN SACHS GROUP, INC.
|
2.68 k | -5.95 other units | 0.13 | Equity derivative | Short | USA |
|
VPSNDX_NDX_GOLDMAN
GOLDMAN SACHS GROUP, INC.
|
-444.78 | 3.00 other units | -0.02 | Equity derivative | Long | USA |
