| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| MSILF Treasury Portfolio | 436.08 mm | 436.08 mm shares | 19.72 | Short-term investment vehicle | Long | USA |
| Dreyfus Government Cash Management | 436.08 mm | 436.08 mm shares | 19.72 | Short-term investment vehicle | Long | USA |
| United States Treasury Note/Bond | 309.04 mm | 320.00 mm principal | 13.98 | Debt | Long | USA |
| United States Treasury Note/Bond | 263.45 mm | 275.00 mm principal | 11.91 | Debt | Long | USA |
| United States Treasury Note/Bond | 179.64 mm | 185.00 mm principal | 8.12 | Debt | Long | USA |
| United States Treasury Note/Bond | 168.49 mm | 170.00 mm principal | 7.62 | Debt | Long | USA |
| United States Treasury Note/Bond | 147.14 mm | 150.00 mm principal | 6.65 | Debt | Long | USA |
| United States Treasury Bill | 49.92 mm | 50.00 mm principal | 2.26 | Debt | Long | USA |
| COFFEE 'C' | 23.25 mm | 1.02 k contracts | 1.05 | Commodity derivative | N/A | USA |
| NATURAL GAS | 19.86 mm | 3.57 k contracts | 0.90 | Commodity derivative | N/A | USA |
| COCOA | 18.47 mm | 358.00 contracts | 0.84 | Commodity derivative | N/A | USA |
| COCOA | 9.04 mm | 207.00 contracts | 0.41 | Commodity derivative | N/A | USA |
| WTI CRUDE | 4.49 mm | 963.00 contracts | 0.20 | Commodity derivative | N/A | USA |
| SOYBEAN MEAL | 4.48 mm | 2.15 k contracts | 0.20 | Commodity derivative | N/A | USA |
| BRENT CRUDE | 3.95 mm | 1.96 k contracts | 0.18 | Commodity derivative | N/A | UK |
| CORN | 3.27 mm | 2.72 k contracts | 0.15 | Commodity derivative | N/A | USA |
| LOW SU GASOIL G | 3.20 mm | 1.65 k contracts | 0.14 | Commodity derivative | N/A | UK |
| NY HARB ULSD | 2.70 mm | 614.00 contracts | 0.12 | Commodity derivative | N/A | USA |
| WTI CRUDE | 1.39 mm | 1.03 k contracts | 0.06 | Commodity derivative | N/A | USA |
| GASOLINE RBOB | 1.29 mm | 1.42 k contracts | 0.06 | Commodity derivative | N/A | USA |
| SOYBEAN | 1.21 mm | 1.59 k contracts | 0.05 | Commodity derivative | N/A | USA |
| GASOLINE RBOB | 1.19 mm | 610.00 contracts | 0.05 | Commodity derivative | N/A | USA |
| LIVE CATTLE | 1.15 mm | 462.00 contracts | 0.05 | Commodity derivative | N/A | USA |
| LOW SU GASOIL G | 1.00 mm | 458.00 contracts | 0.05 | Commodity derivative | N/A | UK |
| CATTLE FEEDER | 233.23 k | 83.00 contracts | 0.01 | Commodity derivative | N/A | USA |
| NY HARB ULSD | -145.19 k | 185.00 contracts | -0.01 | Commodity derivative | N/A | USA |
| LME ZINC | -204.49 k | 638.00 contracts | -0.01 | Commodity derivative | N/A | UK |
| LME LEAD | -554.66 k | 318.00 contracts | -0.03 | Commodity derivative | N/A | UK |
| LEAN HOGS | -585.63 k | 843.00 contracts | -0.03 | Commodity derivative | N/A | USA |
| KC HRW WHEAT | -784.54 k | 654.00 contracts | -0.04 | Commodity derivative | N/A | USA |
| COTTON NO.2 | -792.65 k | 465.00 contracts | -0.04 | Commodity derivative | N/A | USA |
| LME NICKEL | -1.73 mm | 519.00 contracts | -0.08 | Commodity derivative | N/A | UK |
| WHEAT (CBT) | -2.01 mm | 1.34 k contracts | -0.09 | Commodity derivative | N/A | USA |
| LME PRI ALUM | -2.24 mm | 1.01 k contracts | -0.10 | Commodity derivative | N/A | UK |
| SOYBEAN OIL | -2.27 mm | 1.67 k contracts | -0.10 | Commodity derivative | N/A | USA |
| GOLD 100 OZ | -7.28 mm | 928.00 contracts | -0.33 | Commodity derivative | N/A | USA |
| COPPER | -8.49 mm | 985.00 contracts | -0.38 | Commodity derivative | N/A | USA |
| SUGAR #11 (WORLD) | -10.13 mm | 4.24 k contracts | -0.46 | Commodity derivative | N/A | USA |
| SILVER | -12.48 mm | 913.00 contracts | -0.56 | Commodity derivative | N/A | USA |
