| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Fidelity Cash Central Fund | 7.82 mm | 7.82 mm shares | 74.57 | Short-term investment vehicle | Long | USA |
| GLD SPDR Gold Shares | 843.17 k | 3.33 k shares | 8.04 | Common equity | Long | USA |
|
iShares Russell 2000 ETF
|
602.76 k | 2.77 k shares | 5.75 | Common equity | Long | USA |
|
iShares MSCI EAFE ETF
|
407.67 k | 5.15 k shares | 3.89 | Common equity | Long | USA |
| MGK Vanguard Mega Cap Growth Index Fund | 237.92 k | 1.12 k shares | 2.27 | Common equity | Long | USA |
| MGK Vanguard Mega Cap Growth Index Fund | 235.16 k | 872.00 shares | 2.24 | Common equity | Long | USA |
| US ULTRA BOND CBT FUT DEC24 WNZ4 | 227.70 k | -27.00 contracts | 2.17 | Interest rate derivative | N/A | USA |
| UST BILLS 0% 01/23/2025 | 207.85 k | 210.00 k principal | 1.98 | Debt | Long | USA |
| UST BILLS 0% 11/14/2024 | 129.78 k | 130.00 k principal | 1.24 | Debt | Long | USA |
| UST BILLS 0% 11/07/2024 | 49.96 k | 50.00 k principal | 0.48 | Debt | Long | USA |
| UST BILLS 0% 12/26/2024 | 29.79 k | 30.00 k principal | 0.28 | Debt | Long | USA |
| iShares MSCI China ETF CALL 55 02/21/2025 | 29.50 k | 200.00 contracts | 0.28 | Equity derivative | N/A | USA |
| iShares MSCI China ETF CALL 51 11/15/2024 | 10.50 k | 100.00 contracts | 0.10 | Equity derivative | N/A | USA |
| ICE CDX CXPHY543 12/20/29 | 1.30 k | -2.68 mm contracts | 0.01 | Credit derivative | N/A | USA |
| iShares 7-10 Year Treasury Bond ETF CALL 100 11/15/2024 | 108.00 | 18.00 contracts | 0.00 | Equity derivative | N/A | USA |
| IEF FLEX OPTIONS C98 11/15/24 | -104.48 | -10.00 contracts | -0.00 | Equity derivative | N/A | USA |
| WTI CRUDE FUTURE JAN25 CLF5 | -1.93 k | 3.00 contracts | -0.02 | Commodity derivative | N/A | USA |
| SP500 MIC EMIN FUTDEC24 HWAZ4 | -2.90 k | -12.00 contracts | -0.03 | Equity derivative | N/A | USA |
| 10YR MINI JGB FUT DEC24 BJZ4 | -3.46 k | -30.00 contracts | -0.03 | Interest rate derivative | N/A | Singapore |
|
FX Forward: KRW/USD settle 2024-12-18
BANK OF AMERICA, N.A.
|
-7.20 k | 1.00 contracts | -0.07 | DFE | N/A | USA |
| BNPI SWAP CDS 12/20/29 ITALY B | -9.18 k | 450.00 k contracts | -0.09 | Credit derivative | N/A | France |
|
FX Forward: BRL/USD settle 2025-01-03
BANK OF AMERICA, N.A.
|
-10.12 k | 1.00 contracts | -0.10 | DFE | N/A | USA |
|
FX Forward: GBP/USD settle 2024-12-18
HSBC BANK USA NA
|
-11.80 k | 1.00 contracts | -0.11 | DFE | N/A | USA |
| EURO-SCHATZ FUT DEC24 DUZ4 | -12.72 k | 44.00 contracts | -0.12 | Interest rate derivative | N/A | Germany |
| BPLC SWAP CDS 12/20/29 ITALY B | -13.25 k | 650.00 k contracts | -0.13 | Credit derivative | N/A | UK |
|
FX Forward: JPY/USD settle 2024-12-18
HSBC BANK USA NA
|
-72.69 k | 1.00 contracts | -0.69 | DFE | N/A | USA |
| US 2YR NOTE (CBT) FUT DEC24 TUZ4 | -135.63 k | 70.00 contracts | -1.29 | Interest rate derivative | N/A | USA |
| US 5YR NOTE (CBT) FUT DEC24 FVZ4 | -194.96 k | 74.00 contracts | -1.86 | Interest rate derivative | N/A | USA |
