| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 34.87 mm | 172.00 contracts | 618.35 | Interest rate derivative | N/A | USA |
| US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE. | 22.76 mm | 216.00 contracts | 403.60 | Interest rate derivative | N/A | USA |
| JPN YEN CURR FUT DEC23 CURRENCY FUTURE. | 7.12 mm | 84.00 contracts | 126.21 | DFE | N/A | USA |
| C$ CURRENCY FUT DEC23 CURRENCY FUTURE. | 5.09 mm | 69.00 contracts | 90.35 | DFE | N/A | USA |
| TREASURY BILL 0.000000% 10/03/2023 | 2.00 mm | 2.00 mm principal | 35.46 | Debt | Long | USA |
| Select Sector SPDR Trust | 723.21 k | 8.00 k shares | 12.83 | Common equity | Long | USA |
| MEXICAN PESO FUT DEC23 CURRENCY FUTURE. | -1.16 mm | -41.00 contracts | -20.62 | DFE | N/A | USA |
| JPN 10Y BOND(OSE) DEC23 FINANCIAL COMMODITY FUTURE. | -6.79 mm | -7.00 contracts | -120.42 | Interest rate derivative | N/A | Japan |
| US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE. | -6.94 mm | -61.00 contracts | -123.09 | Interest rate derivative | N/A | USA |
| US 10YR ULTRA FUT DEC23 FINANCIAL COMMODITY FUTURE. | -10.82 mm | -97.00 contracts | -191.92 | Interest rate derivative | N/A | USA |
| 3 MONTH SOFR FUT DEC23 FINANCIAL COMMODITY FUTURE. | -80.37 mm | -340.00 contracts | -1425.30 | DO | N/A | USA |
