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$22.97+13.3%Stored close · as of Nov 9, 2026
Extracted filing text, with the paragraph anchors used by the comparison.
See the whole filing, with its images and exhibitsContents
2x Long VIX Futures ETF
| Shares | ||
|---|---|---|
| SHORT-TERM INVESTMENTS - 36.6% | ||
| Money Market Funds - 36.6% | ||
| First American Government Obligations Fund - 4.82% (a) | 61,137,595 | $61,137,595 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $61,137,595) | 61,137,595 | |
| TOTAL INVESTMENTS - 36.6% (Cost $61,137,595) | 61,137,595 | |
| Other Assets in Excess of Liabilities - 63.4%(b) | 105,860,259 | |
| TOTAL NET ASSETS - 100.0% | $166,997,854 | |
| (a) | The rate shown represents the 7-day annualized effective yield as of September 30, 2024. |
|---|
| (b) | 112,415,389 of cash is pledged as collateral for futures contracts. |
|---|
| Description | Contracts Purchased | Expiration Date | Notional Value | Value / Unrealized Appreciation (Depreciation) |
|---|---|---|---|---|
| CBOE Volatility Index | 9,907 | 10/16/2024 | $187,044,160 | $(3,541,691) |
| CBOE Volatility Index | 8,106 | 11/20/2024 | 147,042,840 | 1,093,405 |
| Total Unrealized Appreciation (Depreciation) | $(2,448,286) | |||
as of December 31, 2023
| Shares | ||
|---|---|---|
| SHORT-TERM INVESTMENT - 11.50% | ||
| Money Market Funds - 11.50% | ||
| First American Government Obligations Fund, 5.28% (a) | 8,009,153 | $8,009,153 |
| TOTAL SHORT-TERM INVESTMENT (Cost $8,009,153) | 8,009,153 | |
| TOTAL INVESTMENTS - (Cost $8,009,153) 11.50% | $8,009,153 | |
| Other Assets in Excess of Liabilities - 88.50% (b) | 61,655,843 | |
| TOTAL NET ASSETS - 100.00% | $69,664,996 | |
| (a) | The rate shown represents the 7-day effective yield as of December 31, 2023. |
|---|
| (b) | $61,750,311 of cash is pledged as collateral for futures contracts. |
|---|
as of December 31, 2023
| Description | Contracts Purchased | Expiration Date | Notional | Value/ Unrealized Appreciation (Depreciation) |
|---|---|---|---|---|
| CBOE Volatility Index | 5,633 | 1/17/2024 | $79,087,320 | $(5,616,125) |
| CBOE Volatility Index | 3,943 | 2/14/2024 | 60,288,470 | (2,561,493) |
| $(8,177,618) | ||||
| Total Unrealized Appreciation (Depreciation) | $(8,177,618) | |||
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.