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Fund Holdings1,2 as of Jan 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
Vanguard S&P 500 UCITS ETF 0.00% 16.18%
iShares Core S&P 500 UCITS ETF 0.00% 14.31%
Vanguard FTSE Developed Europe UCITS ETF 8.05%
US DOLLARS 6.87%
iShares Core MSCI EM IMI UCITS ETF 5.39%
United States Treasury Bill 0.00% 06/13/2024 4.74%
United States Treasury Bill 0.00% 05/16/2024 4.70%
United States Treasury Bill 0.00% 02/22/2024 4.31%
United States Treasury Bill 0.00% 03/21/2024 3.63%
iShares Core MSCI Japan IMI UCITS ETF 3.45%
iShares Core MSCI World UCITS ETF 2.54%
United States Treasury Bill 0.00% 07/11/2024 2.24%
United States Treasury Bill 0.00% 11/29/2024 2.15%
iShares Core MSCI Pacific ex-Japan UCITS ETF 1.76%
United States Treasury Note/Bond 1.25% 08/31/2024 1.26%
United States Treasury Note/Bond 0.63% 10/15/2024 1.24%
United States Treasury Bill 0.00% 09/05/2024 1.24%
United States Treasury Bill 0.00% 08/08/2024 1.19%
United States Treasury Note/Bond 0.25% 03/15/2024 1.17%
United States Treasury Bill 0.00% 02/29/2024 1.07%
United States Treasury Bill 0.00% 03/19/2024 1.06%
United States Treasury Bill 0.00% 05/02/2024 1.06%
United States Treasury Note/Bond 0.38% 09/15/2024 1.04%
United States Treasury Bill 0.00% 10/31/2024 1.03%
iShares Core MSCI EM IMI UCITS ETF 0.38%
United States Treasury Bill 0.00% 12/26/2024 0.37%
EURO 0.25%
United States Treasury Bill 0.00% 04/11/2024 0.20%
United States Treasury Note/Bond 3.00% 07/31/2024 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 0.03%
Forward contract Bought EUR 28,886,640.00 Sold USD 31,233,737.27 1.08% 02/29/2024 0.03%
Forward contract Bought EUR 9,986,170.00 Sold USD 10,797,566.28 1.08% 02/29/2024 0.01%
CALL MSCI EMERGING MARKE 01/02/2024 1010 02/01/2024 0.00%
CALL MSCI EMERGING MARKE 01/02/2024 1050 02/01/2024 0.00%
Forward contract Bought GBP 86,485.00 Sold USD 109,662.98 1.27% 02/29/2024 0.00%
PUT MSCI EAFE INDEX 01/02/2024 2130 02/01/2024 0.00%
S+P 500 INDEX JAN24 4955 CALL 0.00% 01/31/2024 0.00%
S+P 500 INDEX FEB24 4970 CALL 0.00% 02/02/2024 -0.00%
S+P 500 INDEX FEB24 4990 CALL 0.00% 02/05/2024 -0.00%
S+P 500 INDEX FEB24 4970 CALL 0.00% 02/05/2024 -0.00%
PUT MSCI EAFE INDEX 01/02/2024 2195 02/01/2024 -0.00%
SPXW US 02/07/24 P4650 0.00% 02/07/2024 -0.00%
S+P 500 INDEX FEB24 4990 CALL 0.00% 02/09/2024 -0.00%
CALL MSCI EMERGING MARKE 09/02/2024 1015 02/09/2024 -0.00%
S+P 500 INDEX FEB24 5050 CALL 0.00% 02/21/2024 -0.00%
S+P 500 INDEX FEB24 4630 PUT 0.00% 02/12/2024 -0.00%
PUT MSCI EAFE INDEX 16/02/2024 2105 02/16/2024 -0.00%
S+P 500 INDEX FEB24 5050 CALL 0.00% 02/26/2024 -0.00%
S+P 500 INDEX FEB24 4770 PUT 0.00% 02/05/2024 -0.00%
PUT MSCI EAFE INDEX 08/02/2024 2175 02/08/2024 -0.00%
PUT MSCI EMERGING MARKETS 15/02/2024 930 02/15/2024 -0.00%
PUT MSCI EMERGING MARKETS 01/02/2024 970 02/01/2024 -0.00%
CALL MSCI EAFE INDEX 01/02/2024 2270 02/01/2024 -0.00%
S+P 500 INDEX FEB24 4975 CALL 0.00% 02/16/2024 -0.01%
CALL MSCI EMERGING MARKE 15/02/2024 1010 02/15/2024 -0.01%
S+P 500 INDEX FEB24 4820 PUT 0.00% 02/02/2024 -0.01%
S+P 500 INDEX FEB24 4705 PUT 0.00% 02/16/2024 -0.01%
PUT MSCI EMERGING MARKETS 01/02/2024 975 02/01/2024 -0.01%
CALL MSCI EAFE INDEX 01/02/2024 2260 02/01/2024 -0.01%
S+P 500 INDEX FEB24 4900 CALL 0.00% 02/07/2024 -0.01%
S+P 500 INDEX FEB24 4795 PUT 0.00% 02/09/2024 -0.01%
PUT MSCI EMERGING MARKETS 09/02/2024 965 02/09/2024 -0.01%
S+P 500 INDEX FEB24 4760 PUT 0.00% 02/21/2024 -0.01%
S+P 500 INDEX FEB24 4860 CALL 0.00% 02/02/2024 -0.01%
S+P 500 INDEX FEB24 4900 CALL 0.00% 02/12/2024 -0.01%
S+P 500 INDEX JAN24 4825 CALL 0.00% 01/31/2024 -0.01%
S+P 500 INDEX FEB24 4850 PUT 0.00% 02/05/2024 -0.01%
S+P 500 INDEX FEB24 4775 PUT 0.00% 02/26/2024 -0.01%
CALL MSCI EAFE INDEX 08/02/2024 2270 02/08/2024 -0.02%
CALL MSCI EAFE INDEX 16/02/2024 2250 02/16/2024 -0.04%