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Fund Holdings1,2 as of Dec 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
Vanguard S&P 500 UCITS ETF 0.00% 16.06%
iShares Core S&P 500 UCITS ETF 0.00% 14.20%
Vanguard FTSE Developed Europe UCITS ETF 8.21%
iShares Core MSCI EM IMI UCITS ETF 5.65%
United States Treasury Bill 0.00% 06/13/2024 4.76%
United States Treasury Bill 0.00% 05/16/2024 4.72%
United States Treasury Bill 0.00% 02/22/2024 4.33%
United States Treasury Bill 0.00% 03/21/2024 3.64%
iShares Core MSCI Japan IMI UCITS ETF 3.40%
United States Treasury Bill 0.00% 01/25/2024 3.20%
United States Treasury Note/Bond 0.88% 01/31/2024 2.71%
iShares Core MSCI World UCITS ETF 2.54%
United States Treasury Bill 0.00% 11/29/2024 2.16%
United States Treasury Bill 0.00% 01/04/2024 2.10%
iShares Core MSCI Pacific ex-Japan UCITS ETF 1.85%
United States Treasury Bill 0.00% 07/11/2024 1.48%
United States Treasury Note/Bond 1.25% 08/31/2024 1.26%
United States Treasury Note/Bond 0.63% 10/15/2024 1.25%
United States Treasury Bill 0.00% 09/05/2024 1.25%
United States Treasury Note/Bond 0.25% 03/15/2024 1.18%
United States Treasury Bill 0.00% 02/29/2024 1.07%
United States Treasury Bill 0.00% 03/19/2024 1.07%
United States Treasury Bill 0.00% 05/02/2024 1.06%
United States Treasury Note/Bond 0.38% 09/15/2024 1.05%
United States Treasury Bill 0.00% 10/31/2024 1.04%
US DOLLARS 0.70%
United States Treasury Bill 0.00% 08/08/2024 0.43%
iShares Core MSCI EM IMI UCITS ETF 0.40%
EURO 0.26%
United States Treasury Note/Bond 3.00% 07/31/2024 0.21%
United States Treasury Bill 0.00% 04/11/2024 0.20%
United States Treasury Bill 0.00% 04/25/2024 0.20%
United States Treasury Bill 0.00% 10/03/2024 0.20%
POUNDS STERLING 0.04%
Forward contract Bought EUR 27,799,790.00 Sold USD 30,720,574.94 1.11% 01/31/2024 0.01%
Forward contract Bought EUR 9,785,500.00 Sold USD 10,813,613.56 1.11% 01/31/2024 0.00%
Forward contract Bought GBP 85,300.00 Sold USD 108,386.45 1.27% 01/31/2024 0.00%
CALL MSCI EAFE INDEX 29/12/2023 2245 12/29/2023 0.00%
CALL MSCI EMERGING MARKE 28/12/2023 1025 12/28/2023 0.00%
CALL S&P 500 INDEX 02/01/2024 4830 01/02/2024 0.00%
CALL S&P 500 INDEX 29/12/2023 4825 12/29/2023 0.00%
PUT MSCI EAFE INDEX 04/01/2024 2080 01/04/2024 0.00%
PUT MSCI EAFE INDEX 29/12/2023 2160 12/29/2023 0.00%
PUT MSCI EAFE INDEX 29/12/2023 2190 12/29/2023 0.00%
PUT MSCI EMERGING MARKETS 04/01/2024 940 01/04/2024 0.00%
PUT MSCI EMERGING MARKETS 28/12/2023 980 12/28/2023 0.00%
S+P 500 INDEX DEC23 4795 CALL 0.00% 12/29/2023 0.00%
S+P 500 INDEX JAN24 4855 CALL 0.00% 01/03/2024 0.00%
PUT S&P 500 INDEX 02/01/2024 4710 01/02/2024 -0.00%
S+P 500 INDEX JAN24 4475 PUT 0.00% 01/05/2024 -0.00%
S+P 500 INDEX JAN24 4835 CALL 0.00% 01/03/2024 -0.00%
S+P 500 INDEX JAN24 4705 PUT 0.00% 01/03/2024 -0.00%
S+P 500 INDEX JAN24 4720 PUT 0.00% 01/03/2024 -0.00%
S+P 500 INDEX JAN24 4600 PUT 0.00% 01/10/2024 -0.00%
S+P 500 INDEX JAN24 4850 CALL 0.00% 01/08/2024 -0.00%
PUT S&P 500 INDEX 08/01/2024 4690 01/08/2024 -0.00%
PUT MSCI EMERGING MARKETS 18/01/2024 970 01/18/2024 -0.00%
S+P 500 INDEX JAN24 4640 PUT 0.00% 01/16/2024 -0.00%
SPXW US 01/19/24 C4900 0.00% 01/19/2024 -0.00%
PUT S&P 500 INDEX 19/01/2024 4645 01/19/2024 -0.00%
S+P 500 INDEX JAN24 4850 CALL 0.00% 01/10/2024 -0.00%
S+P 500 INDEX JAN24 4900 CALL 0.00% 01/24/2024 -0.00%
SPXW US 01/16/24 C4850 0.00% 01/16/2024 -0.01%
PUT MSCI EAFE INDEX 19/01/2024 2160 01/19/2024 -0.01%
PUT S&P 500 INDEX 24/01/2024 4660 01/24/2024 -0.01%
CALL MSCI EAFE INDEX 29/12/2023 2230 12/29/2023 -0.01%
CALL MSCI EAFE INDEX 19/01/2024 2280 01/19/2024 -0.01%
CALL MSCI EMERGING MARKE 28/12/2023 1015 12/28/2023 -0.01%
CALL MSCI EMERGING MARKE 18/01/2024 1040 01/18/2024 -0.01%
S+P 500 INDEX JAN24 4700 CALL 0.00% 01/02/2024 -0.02%
S+P 500 INDEX JAN24 4725 CALL 0.00% 01/05/2024 -0.02%
CALL MSCI EMERGING MARKE 04/01/2024 1010 01/04/2024 -0.04%
CALL MSCI EAFE INDEX 04/01/2024 2195 01/04/2024 -0.09%