GuidePath® Managed Futures Strategy Fund | | | |
| Consolidated Schedule of Investments (Unaudited) | | | |
| December 31, 2021 | | | |
| | | | |
| Principal Amount | | | | Value | |
| | | SHORT TERM INVESTMENTS - 95.86% | | | |
| | | Certificate of Deposits - 36.19% | | | |
| $ | 5,000,000 | | Bank of America NA | | | |
| | | | 0.330%, 07/13/2022 | | $ | 5,000,000 | |
| | 5,000,000 | | Bank of Montreal | | | | |
| | | | 0.200%, 06/23/2022 | | | 5,000,000 | |
| | 5,000,000 | | Bank of Nova Scotia | | | | |
| | | | 0.220%, 04/14/2022 | | | 5,000,000 | |
| | 6,000,000 | | CIBC | | | | |
| | | | 0.140%, 02/24/2022 | | | 6,000,000 | |
| | 3,000,000 | | Cooperatieve Centrale Raiffe | | | | |
| | | | 0.120%, 02/15/2022 | | | 3,000,000 | |
| | 5,000,000 | | Mitsubishi Trust & Banking Corp. | | | | |
| | | | 0.320%, 06/06/2022 | | | 5,000,108 | |
| | 8,000,000 | | Mizuho Bank, Ltd. | | | | |
| | | | 0.260%, 05/16/2022 | | | 8,000,000 | |
| | 5,000,000 | | Oversea-Chinese Banking Corp., Ltd. | | | | |
| | | | 0.140%, 03/01/2022 | | | 5,000,041 | |
| | 7,000,000 | | Royal Bank of Canada | | | | |
| | | | 0.100%, 02/08/2022 | | | 7,000,000 | |
| | 8,000,000 | | Skandinaviska Enskilda Banken AB - Class A | | | | |
| | | | 0.140%, 02/18/2022 | | | 8,000,000 | |
| | | | Sumitomo Mitsui Banking Corp. | | | | |
| | 5,000,000 | | 0.120%, 01/18/2022 | | | 5,000,000 | |
| | 2,500,000 | | 0.130%, 01/24/2022 | | | 2,500,000 | |
| | 7,000,000 | | Sumitomo Mitsui Trust Bank, Ltd. | | | | |
| | | | 0.250%, 05/16/2022 | | | 7,000,000 | |
| | 6,000,000 | | Svenska HandelBanken - A Shares | | | | |
| | | | 0.120%, 03/07/2022 | | | 6,000,054 | |
| | | | | | | 77,500,203 | |
| Number of Shares | | | | | | |
| | | | Money Market Funds - 4.54% | | | | |
| | 9,717,107 | | DWS Government Money Market Series - Institutional Shares | | | | |
| | | | Effective Yield, 0.04% (a)(b) | | | 9,717,107 | |
| Principal Amount | | | | | | |
| | | | United States Treasury Bill - 55.13% | | | | |
| $ | 8,100,000 | | 0.035%, 01/06/2022 (b)(c)(d) | | | 8,099,961 | |
| | 9,000,000 | | 0.041%, 01/18/2022 (c) | | | 8,999,830 | |
| | 10,000,000 | | 0.056%, 01/27/2022 (c) | | | 9,999,603 | |
| | 2,500,000 | | 0.030%, 02/03/2022 (c)(d) | | | 2,499,931 | |
| | 9,000,000 | | 0.053%, 02/08/2022 (c) | | | 8,999,501 | |
| | 10,000,000 | | 0.035%, 02/10/2022 (c) | | | 9,999,611 | |
| | 2,000,000 | | 0.044%, 03/03/2022 (c)(d) | | | 1,999,861 | |
| | 4,000,000 | | 0.046%, 03/10/2022 (c) | | | 3,999,725 | |
| | 8,000,000 | | 0.041%, 03/17/2022 (c) | | | 7,999,185 | |
| | 7,000,000 | | 0.041%, 03/22/2022 (c) | | | 6,999,045 | |
| | 9,000,000 | | 0.046%, 03/31/2022 (c) | | | 8,998,962 | |
| | 2,500,000 | | 0.053%, 04/07/2022 (c)(d) | | | 2,499,556 | |
| | 6,000,000 | | 0.056%, 04/28/2022 (c) | | | 5,998,635 | |
| | 9,000,000 | | 0.061%, 05/05/2022 (c) | | | 8,997,751 | |
| | 8,000,000 | | 0.056%, 05/19/2022 (c) | | | 7,997,197 | |
| | 4,000,000 | | 0.086%, 05/26/2022 (c) | | | 3,998,586 | |
| | 10,000,000 | | 0.117%, 06/16/2022 (c) | | | 9,994,248 | |
| | | | | | | 118,081,188 | |
| | | | Total Short Term Investments (cost $205,301,332) | | | 205,298,498 | |
| | | | | | | | |
| | | | Total Investments (Cost $205,301,332) - 95.86% | | | 205,298,498 | |
| | | | Other Assets in Excess of Liabilities - 4.14% | | | 8,865,111 | |
| | | | TOTAL NET ASSETS - 100.00% | | $ | 214,163,609 | |
| | | | | | | | |
| Percentages are stated as a percent of net assets. | | | | |
| (a) | | Seven-day yield as of December 31, 2021. | | | | |
| (b) | | All or a portion of this security is held by GuidePath® Managed Futures Strategy Cayman Fund Ltd. | |
| (c) | | Zero coupon bond. The effective yield is listed. | | | | |
| (d) | | All or a portion of this security is held as collateral for certain futures contracts. The approximate value of the portion of these securities held as collateral is $14,344,326. | | | | |
GuidePath® Managed Futures Strategy Fund |
| Consolidated Schedule of Open Futures Contracts (Unaudited) |
| December 31, 2021 | | |
| | | | | | |
| | Description | Number of Contracts Purchased / (Sold) | Notional Value | Settlement Month | Value / Unrealized
Appreciation
(Depreciation) |
| | 3 Month SOFR Futures | (91) | (22,695,400) | Jun-22 | $20,315 |
| | Amsterdam IDX Futures | 31 | 5,630,646 | Jan-22 | 89,504 |
| | Australian 10-Year Treasury Bond Futures | (22) | (2,227,520) | Mar-22 | 5,857 |
| | Australian 3-Year Treasury Bond Futures | (700) | (58,134,773) | Mar-22 | (3,105) |
| | Australian Dollar Futures | (351) | (25,545,780) | Mar-22 | (949,220) |
| | Brazilian Real Futures | (30) | (534,000) | Jan-22 | (13,405) |
| | Brent Crude Futures (a) | 96 | 7,466,880 | Jan-22 | 234,595 |
| | British Pound Futures | (297) | (25,116,919) | Mar-22 | (502,921) |
| | CAC40 Index Futures | 98 | 7,969,648 | Jan-22 | 189,461 |
| | Canadian 10-Year Bond Futures | 51 | 5,750,125 | Mar-22 | (19,582) |
| | Canadian Dollar Futures | (482) | (38,102,100) | Mar-22 | (303,917) |
| | Cocoa Futures (a) | (54) | (1,360,800) | Mar-22 | (34,631) |
| | Coffee ‘C’ Futures (a) | 45 | 3,815,438 | Mar-22 | 66,079 |
| | Copper Futures (a) | 50 | 5,579,375 | Mar-22 | 125,899 |
| | Corn Futures (a) | 211 | 6,258,788 | Mar-22 | 67,600 |
| | Cotton No. 2 Futures (a) | 75 | 4,222,500 | Mar-22 | (4,678) |
| | DAX® Index Futures | 7 | 3,159,105 | Mar-22 | 31,211 |
| | DJIA E-Mini CBOT Futures | 75 | 13,584,750 | Mar-22 | 198,074 |
| | ECX Emission Futures (a) | 38 | 3,489,156 | Dec-22 | 387,890 |
| | E-mini Nasdaq 100 Futures | 55 | 17,952,825 | Mar-22 | 201,702 |
| | E-mini Russell 2000 Futures | 9 | 1,009,260 | Mar-22 | 6,952 |
| | E-mini S&P 500 Futures | 106 | 25,220,050 | Mar-22 | 531,962 |
| | E-mini S&P Mid Cap 400 Futures | 25 | 7,094,250 | Mar-22 | 156,427 |
| | Euro Fx Futures | (314) | (44,754,813) | Mar-22 | (256,930) |
| | Euro Stoxx 50® Index Futures | 93 | 4,539,620 | Mar-22 | 106,187 |
| | Euro Stoxx 600® Index Futures | 139 | 3,849,462 | Mar-22 | 102,236 |
| | Euro-Bobl Futures | (122) | (18,506,609) | Mar-22 | 22,637 |
| | Euro-BTP Futures | (41) | (6,862,196) | Mar-22 | 56,090 |
| | Euro-BTP Futures - Short | (116) | (14,911,550) | Mar-22 | 5,030 |
| | Euro-Bund Futures | 16 | 3,121,671 | Mar-22 | (58,830) |
| | Euro-Buxl® 30 Year Futures | 407 | 116,473,544 | Mar-22 | 10,339 |
| | Euro-Buxl® 30 Year Futures | 48 | 11,297,911 | Mar-22 | (508,292) |
| | Eurodollar 90 Day Futures | (1,415) | (352,529,563) | Mar-22 | 170,797 |
| | Euro-OAT Futures | (2) | (371,492) | Mar-22 | 146 |
| | Euro-Schatz Futures | 271 | 34,564,957 | Mar-22 | (49,955) |
| | FTSE 100 Index Futures | 93 | 9,219,437 | Mar-22 | 130,977 |
| | FTSE China A50 Index Futures | (18) | (282,582) | Jan-22 | 2,018 |
| | FTSE JSE Top 40 Futures | 99 | 4,162,038 | Mar-22 | 65,328 |
| | FTSE MIB Index Futures | 35 | 5,428,815 | Mar-22 | 112,320 |
| | FTSE Taiwan Index Futures | 168 | 10,775,520 | Jan-22 | 155,497 |
| | Gold 100 Oz. Futures (a) | (4) | (731,440) | Feb-22 | (16,009) |
| | Hang Seng Index Futures | (60) | (9,022,449) | Jan-22 | (115,395) |
| | HSCEI Index Futures | (145) | (7,686,485) | Jan-22 | (62,160) |
| | ICE 3 Month Sonia Futures | (93) | (31,279,558) | Jun-22 | 58,431 |
| | Indian Rupee Futures | (20) | (536,680) | Jan-22 | (10,999) |
| | Japanese Yen Futures | (353) | (38,379,925) | Mar-22 | 427,133 |
| | Lean Hogs Futures (a) | 16 | 521,440 | Feb-22 | (9,663) |
| | Live Cattle Futures (a) | 8 | 447,040 | Feb-22 | (1,962) |
| | LME Aluminum Futures (a)(b) | 76 | 5,335,200 | Mar-22 | 133,791 |
| | LME Aluminum Futures (a)(b) | (14) | (982,800) | Mar-22 | (76,506) |
| | LME Copper Futures (a)(b) | 11 | 2,676,163 | Mar-22 | 39,914 |
| | LME Nickel Futures (a)(b) | 28 | 3,493,308 | Mar-22 | 163,443 |
| | LME Zinc Futures (a)(b) | 49 | 4,346,300 | Mar-22 | 268,252 |
| | Long Gilt Futures | 29 | 4,902,680 | Mar-22 | (102,910) |
| | Low Sulphur Gas Oil Futures (a) | 94 | 6,262,750 | Feb-22 | 161,883 |
| | Mexican Peso Futures | (55) | (1,327,150) | Mar-22 | (42,703) |
| | MSCI EAFE Index Futures | 35 | 4,063,150 | Mar-22 | 25,857 |
| | MSCI Emerging Markets Index Futures | (94) | (5,763,610) | Mar-22 | (12,208) |
| | MSCI Singapore Index Futures | (45) | (1,135,853) | Jan-22 | (12,827) |
| | Natural Gas Futures (a) | (15) | (533,550) | Feb-22 | 20,947 |
| | New Zealand Dollar Futures | (285) | (19,503,975) | Mar-22 | (196,487) |
| | Nikkei 225 Futures | 6 | 1,501,174 | Mar-22 | 45,498 |
| | NY Harbor ULSD Futures (a) | 50 | 4,883,130 | Jan-22 | 169,731 |
| | OMXS30 Futures | 192 | 5,140,391 | Jan-22 | 148,655 |
| | Palladium Futures (a) | (4) | (764,840) | Mar-22 | (77,799) |
| | Platinum Futures (a) | (40) | (1,932,400) | Apr-22 | (84,540) |
| | RBOB Gasoline Futures (a) | 74 | 6,914,057 | Jan-22 | 381,208 |
| | S&P/TSX 60 Index Futures | 108 | 21,872,359 | Mar-22 | 371,665 |
| | SGX Iron Ore 62% Futures (a) | (3) | (36,222) | Feb-22 | (1,851) |
| | Silver Futures (a) | (49) | (5,721,240) | Mar-22 | (267,923) |
| | South African Rand Futures | (194) | (6,021,275) | Mar-22 | (83,428) |
| | Soybean Futures (a) | 99 | 6,629,288 | Mar-22 | (33,396) |
| | Soybean Meal Futures (a) | 131 | 5,228,210 | Mar-22 | 23,532 |
| | Soybean Oil Futures (a) | 32 | 1,085,376 | Mar-22 | (66,311) |
| | SPI 200 Index Futures | 60 | 8,017,941 | Mar-22 | 45,161 |
| | Sugar No. 11 Futures (a) | 118 | 2,495,181 | Feb-22 | (152,189) |
| | Swiss Franc Futures | (65) | (8,931,000) | Mar-22 | (48,839) |
| | TOPIX Index Futures | 16 | 2,770,755 | Mar-22 | 52,005 |
| | U.S. Treasury 10-Year Note Futures | (71) | (9,263,281) | Mar-22 | (45,678) |
| | U.S. Treasury 2-Year Note Futures | (667) | (145,520,641) | Mar-22 | 78,999 |
| | U.S. Treasury 5-Year Note Futures | (683) | (82,626,993) | Mar-22 | (59,298) |
| | U.S. Treasury Long Bond Futures | 84 | 13,476,750 | Mar-22 | (143,542) |
| | U.S. Treasury Ultra Bond Futures | 46 | 9,067,750 | Mar-22 | (134,466) |
| | U.S. Ultra 10 Year Futures | 103 | 15,083,063 | Mar-22 | (67,062) |
| | Wheat Futures (a) | 73 | 2,813,238 | Mar-22 | (223,997) |
| | WTI Crude Futures (a) | 72 | 5,415,120 | Jan-22 | 204,269 |
| | | | | | $1,217,890 |
| | | | | | |
| (a) | All or a portion of this security is held by GuidePath® Managed Futures Strategy Cayman Fund Ltd. | |
| (b) | London Metal Exchange (“LME”) futures contracts settle on their respective maturity date, and do not have daily cash movements like other futures contracts. The unrealized appreciation on these contracts is a receivable for unsettled open futures contracts and the unrealized depreciation is a payable for unsettled open futures contracts on the Fund’s consolidated statement of assets and liabilities. | |
