| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 741.33 mm | 742.00 mm principal | 75.32 | Short-term investment vehicle | Long | USA |
|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
17.34 mm | 17.34 mm principal | 1.76 | Repurchase agreement | Long | USA |
| GOLD 100 OZ FUTR DEC24 | 9.47 mm | 564.00 contracts | 0.96 | Commodity derivative | N/A | USA |
| S+P500 EMINI FUT DEC24 | 6.87 mm | 884.00 contracts | 0.70 | Equity derivative | N/A | USA |
| JPN YEN CURR FUT DEC24 | 3.34 mm | -2.93 k contracts | 0.34 | DFE | N/A | USA |
| MSCI EAFE DEC24 | 2.85 mm | 1.12 k contracts | 0.29 | Equity derivative | N/A | USA |
| MSCI EMGMKT DEC24 | 2.79 mm | 784.00 contracts | 0.28 | Equity derivative | N/A | USA |
| US LONG BOND(CBT) DEC24 | 70.75 k | 1.09 k contracts | 0.01 | Interest rate derivative | N/A | USA |
| WTI CRUDE FUTURE DEC24 | 28.60 k | -279.00 contracts | 0.00 | Commodity derivative | N/A | USA |
| WTI CRUDE FUTURE DEC24 | -569.98 | 34.00 contracts | -0.00 | Commodity derivative | N/A | USA |
| GOLD 100 OZ FUTR DEC24 | -73.34 k | -104.00 contracts | -0.01 | Commodity derivative | N/A | USA |
| JPN YEN CURR FUT DEC24 | -137.62 k | 459.00 contracts | -0.01 | DFE | N/A | USA |
| EURO FX CURR FUT DEC24 | -166.11 k | -1.12 k contracts | -0.02 | DFE | N/A | USA |
| US 2YR NOTE (CBT) DEC24 | -1.49 mm | 4.00 k contracts | -0.15 | Interest rate derivative | N/A | USA |
| US 10YR NOTE (CBT)DEC24 | -3.47 mm | 4.04 k contracts | -0.35 | Interest rate derivative | N/A | USA |
