VS Trust
For the period ended Sep 30, 2024. Filed Nov 13, 2024.
View on SEC.govAbout this filing
A company's report for each of its first three quarters. The financial statements are not audited. It shows how the business has moved since the last annual report, and what management says changed.
Sep 30, 2024 · Filed Nov 13, 2024
SVIX$23.00+0.1%Stored close · as of Nov 10, 2026
Extracted filing text, with the paragraph anchors used by the comparison.
See the whole filing, with its images and exhibitsContents
-1x Short VIX Futures ETF
| PURCHASED OPTIONS - 0.6%(a)(b) | Notional Amount | Contracts | Value |
|---|---|---|---|
| Call Options - 0.6% | |||
| CBOE Volatility Index, Expiration: 11/20/2024; Exercise Price: $28.00 | $26,768,000 | 16,000 | $1,744,000 |
| TOTAL PURCHASED OPTIONS (Cost $1,872,495) | 1,744,000 | ||
| Shares | ||
|---|---|---|
| SHORT-TERM INVESTMENTS - 44.0% | ||
| Money Market Funds - 44.0% | ||
| First American Government Obligations Fund - 4.82% (c) | 139,830,165 | 139,830,165 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $139,830,165) | 139,830,165 | |
| TOTAL INVESTMENTS - 44.6% (Cost $141,702,660) | 141,574,165 | |
| Other Assets in Excess of Liabilities - 55.4%(d) | 176,090,594 | |
| TOTAL NET ASSETS - 100.0% | $317,664,759 | |
| (a) | Exchange-traded. |
|---|
| (b) | 100 shares per contract. |
|---|
| (c) | The rate shown represents the 7-day annualized effective yield as of September 30, 2024. |
|---|
| (d) | 175,083,863 of cash is pledged as collateral for futures and options contracts. |
|---|
| Description | Contracts Sold | Expiration Date | Notional Value | Value/ Unrealized Appreciation (Depreciation) |
|---|---|---|---|---|
| CBOE Volatility Index | (9,419) | 10/16/2024 | $177,830,720 | $905,358 |
| CBOE Volatility Index | (7,707) | 11/20/2024 | 139,804,980 | (1,915,106) |
| Total Unrealized Appreciation (Depreciation) | $(1,009,748) | |||
December 31, 2023
| Notional Amount | Contracts | Value | |
|---|---|---|---|
| PURCHASED OPTIONS - 0.29%(a)(b) | |||
| Call Options - 0.29% | |||
| CBOE Volatility Index, Expiration: 01/17/2024; Strike Price: $26 | 29,880,000 | 24,000 | $360,000 |
| TOTAL PURCHASED OPTIONS (Cost $1,171,333) | 360,000 | ||
| Shares | ||
|---|---|---|
| SHORT-TERM INVESTMENT - 11.64% | ||
| Money Market Funds - 11.64% | ||
| First American Government Obligations Fund, 5.28% (d) | 14,557,099 | 14,557,099 |
| TOTAL SHORT-TERM INVESTMENT (Cost $14,557,099) | 14,557,099 | |
| TOTAL INVESTMENTS - 11.93% (Cost $15,728,432) | $14,917,099 | |
| Other Assets in Excess of Liabilities - 88.07% (c) | 110,140,320 | |
| TOTAL NET ASSETS - 100.00% | $125,057,419 | |
| (a) | Exchange-traded. |
|---|
| (b) | 100 shares per contract. |
|---|
| (c) | $115,003,174 of cash is pledged as collateral for futures and options contracts. |
|---|
| (d) | The rate shown represents the 7-day effective yield as of December 31, 2023. |
|---|
December 31, 2023
| Description | Contracts Purchased | Expiration Date | Notional | Value/ Unrealized Appreciation (Depreciation) |
|---|---|---|---|---|
| CBOE Volatility Index | (5,055) | 1/17/2024 | $70,972,200 | $5,749,910 |
| CBOE Volatility Index | (3,538) | 2/14/2024 | 54,096,020 | 2,230,774 |
| $7,980,684 | ||||
| Total Unrealized Appreciation (Depreciation) | $7,980,684 | |||
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.