| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
Long: GSISXT11D TRS USD R E GSISXT11/BBG00GM1JQ27 / Short: GSISXT11D TRS USD P F .15000 .15 FIXED PERCENTAGE
Goldman Sachs & Co. LLC
|
42.24 k | 1.06 mm other units | 1.90 | Equity derivative | N/A | USA |
|
Long: DBVSCVP81 TRS USD R E BBG00K62F999 / Short: DBVSCVP81 TRS USD P F .00000 PAY FIX 0 PERCENT
Deutsche Bank Securities, Inc.
|
11.66 k | 444.32 k other units | 0.52 | Equity derivative | N/A | USA |
|
Long: JPUS1MMC2 TRS USD R E JPUS1MMC/BBG00F7SVV13 / Short: JPUS1MMC2 TRS USD P F .20000 FIXED +.2 PERCENT
JPMorgan Securities LLC
|
4.43 k | 482.25 k other units | 0.20 | Equity derivative | N/A | USA |
|
Long: JPQFMOW12 TRS USD R E JPQFMOW1 INDEX / Short: JPQFMOW12 TRS USD P F .04000 FIXED 0.04 PERCENT
JPMorgan Securities LLC
|
541.61 | 449.96 k other units | 0.02 | Equity derivative | N/A | USA |
|
Long: GSG4 TRS USD R E I SHARES / Short: GSG4 TRS USD P V 12MSOFR SOFR + 0.55 PERCENT BULLET
Bank of America N.A.
|
-568.15 | 257.94 k other units | -0.03 | Equity derivative | N/A | USA |
|
Long: NMSY2RNU1 TRS USD R E BBG00F0X8FW6/NMSY2RNU / Short: NMSY2RNU1 TRS USD P F .15000 FIXED 0.15 PERCENTAGE
Nomura Global Financial Products, Inc.
|
-1.47 k | 300.00 k other units | -0.07 | Equity derivative | N/A | USA |
|
Long: MQIS3312 TRS USD R E MQIS331 INDEX / Short: MQIS3312 TRS USD P F .25000 FIXED .25 PERCENT
Macquarie Bank Ltd.
|
-1.97 k | 202.64 k other units | -0.09 | Equity derivative | N/A | USA |
