| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 50.93 mm | 51.00 mm principal | 42.75 | Debt | Long | USA |
| United States Treasury Bill | 38.29 mm | 38.60 mm principal | 32.14 | Debt | Long | USA |
|
iShares Core S&P 500 ETF
|
29.59 mm | 50.27 k shares | 24.84 | Common equity | Long | USA |
|
TRS MSSIJNK1A INDEX
BANK OF AMERICA, NATIONAL ASSOCIATION
|
1.29 mm | 1.00 contracts | 1.08 | Equity derivative | N/A | USA |
| United States Treasury Bill | 791.78 k | 800.00 k principal | 0.66 | Debt | Long | USA |
|
FIDELITY INV MMTRSY 1 680
|
676.97 k | 676.97 k shares | 0.57 | Common equity | Long | USA |
|
TRS SPTR INDEX
NOMURA SECURITIES INTERNATIONAL, INC.
|
359.84 k | 1.00 contracts | 0.30 | Equity derivative | N/A | USA |
| CDS CDX.NA.HY.43.V1 | -439.52 k | 1.00 contracts | -0.37 | Credit derivative | N/A | USA |
|
TRS HYG INDEX
NOMURA SECURITIES INTERNATIONAL, INC.
|
-630.73 k | 1.00 contracts | -0.53 | Equity derivative | N/A | USA |
|
TRS HYG BASKET
MORGAN STANLEY & CO. LLC
|
-936.88 k | 1.00 contracts | -0.79 | Equity derivative | N/A | USA |
|
TRS MSSIQUA1A INDEX
BANK OF AMERICA, NATIONAL ASSOCIATION
|
-1.27 mm | 1.00 contracts | -1.06 | Equity derivative | N/A | USA |
