Holdings of the Fund as of 6/24/2019 *
Futures **
| S&P500 EMINI FUT Sep19 |
ESU9 |
Financial - Equity Index |
9.0000 |
$1,328,400.00 |
11.98% |
| GOLD 100 OZ FUTR Aug19 |
GCQ9 |
Metals |
4.0000 |
$567,280.00 |
5.12% |
| JPN YEN CURR FUT Sep19 |
JYU9 |
Financial - Currency |
3.0000 |
$351,581.25 |
3.17% |
| CORN FUTURE Dec19 |
C Z9 |
Agricultural |
14.0000 |
$320,075.00 |
2.89% |
| DAX Mini Future Sep19 |
DFWU9 |
Financial - Equity Index |
3.0000 |
$209,344.22 |
1.89% |
| SOYBEAN MEAL FUTR Dec19 |
SMZ9 |
Agricultural |
6.0000 |
$195,660.00 |
1.76% |
| CAC40 10 EURO FUT Sep19 |
CFU9 |
Financial - Equity Index |
3.0000 |
$188,408.94 |
1.70% |
| FTSE 100 IDX FUT Sep19 |
Z U9 |
Financial - Equity Index |
2.0000 |
$187,004.63 |
1.69% |
| S&P/TSX 60 IX FUT Sep19 |
PTU9 |
Financial - Equity Index |
1.0000 |
$149,400.70 |
1.35% |
| WHEAT FUTURE(CBT) Sep19 |
W U9 |
Agricultural |
5.0000 |
$135,625.00 |
1.22% |
| FTSE/MIB IDX FUT Sep19 |
STU9 |
Financial - Equity Index |
1.0000 |
$120,852.99 |
1.09% |
| SPI 200 FUTURES Sep19 |
XPU9 |
Financial - Equity Index |
1.0000 |
$114,751.17 |
1.03% |
| IBEX 35 INDX FUTR Jul19 |
IBN9 |
Financial - Equity Index |
1.0000 |
$104,074.00 |
0.94% |
| BRENT CRUDE FUTR Sep19 |
COU9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| DAX INDEX FUTURE Sep19 |
GXU9 |
Financial - Equity Index |
0.0000 |
$0.00 |
0.00% |
| GASOLINE RBOB FUT Sep19 |
XBU9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| Low Su Gasoil G Sep19 |
QSU9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| NATURAL GAS FUTR Sep19 |
NGU19 |
Energy |
0.0000 |
$0.00 |
0.00% |
| NY Harb ULSD Fut Sep19 |
HOU9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| WTI CRUDE FUTURE Sep19 |
CLU9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| KC HRW WHEAT FUT Sep19 |
KWU9 |
Agricultural |
-4.0000 |
($95,500.00) |
-0.86% |
| SOYBEAN OIL FUTR Dec19 |
BOZ9 |
Agricultural |
-6.0000 |
($104,256.00) |
-0.94% |
| SUGAR #11 (WORLD) Oct19 |
SBV9 |
Agricultural |
-8.0000 |
($111,731.20) |
-1.01% |
| COTTON NO.2 FUTR Dec19 |
CTZ9 |
Agricultural |
-4.0000 |
($131,380.00) |
-1.18% |
| AUDUSD Crncy Fut Sep19 |
ADU9 |
Financial - Currency |
-2.0000 |
($139,680.00) |
-1.26% |
| C$ CURRENCY FUT Sep19 |
CDU9 |
Financial - Currency |
-2.0000 |
($151,900.00) |
-1.37% |
| COFFEE 'C' FUTURE Sep19 |
KCU9 |
Agricultural |
-4.0000 |
($154,500.00) |
-1.39% |
| SILVER FUTURE Sep19 |
SIU9 |
Metals |
-2.0000 |
($154,610.00) |
-1.39% |
| LIVE CATTLE FUTR Aug19 |
LCQ9 |
Agricultural |
-4.0000 |
($163,880.00) |
-1.48% |
| COPPER FUTURE Sep19 |
HGU9 |
Metals |
-3.0000 |
($202,875.00) |
-1.83% |
| CHF CURRENCY FUT Sep19 |
SFU9 |
Financial - Currency |
-2.0000 |
($259,125.00) |
-2.34% |
| NIKKEI 225 (OSE) Sep19 |
NKU9 |
Financial - Equity Index |
-2.0000 |
($395,676.08) |
-3.57% |
| BP CURRENCY FUT Sep19 |
BPU9 |
Financial - Currency |
-5.0000 |
($399,656.25) |
-3.60% |
| SOYBEAN FUTURE Nov19 |
S X9 |
Agricultural |
-10.0000 |
($466,375.00) |
-4.21% |
| EURO FX CURR FUT Sep19 |
ECU9 |
Financial - Currency |
-11.0000 |
($1,577,950.00) |
-14.23% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 07/25/2019 |
912796SA8 |
2,500,000 |
$2,495,786.44 |
22.50% |
| U.S. Treasury Bill, 0%, due 07/11/2019 |
912796RZ4 |
2,000,000 |
$1,998,206.66 |
18.02% |
| US Dollar |
$USD |
1,805,078 |
$1,805,078.38 |
16.28% |
| U.S. Treasury Bill, 0%, due 06/27/2019 |
912796RV3 |
1,500,000 |
$1,499,839.38 |
13.52% |
| U.S. Treasury Bill, 0%, due 08/15/2019 |
912796QV4 |
1,000,000 |
$997,127.47 |
8.99% |
| U.S. Treasury Bill, 0%, due 07/05/2019 |
912796RW1 |
500,000 |
$499,715.97 |
4.51% |
| U.S. Treasury Bill, 0%, due 07/18/2019 |
912796QR3 |
500,000 |
$499,364.31 |
4.50% |
| U.S. Treasury Bill, 0%, due 08/01/2019 |
912796SB6 |
500,000 |
$498,950.38 |
4.50% |
| U.S. Treasury Bill, 0%, due 11/07/2019 |
912796RM3 |
300,000 |
$297,750.00 |
2.68% |
| U.S. Treasury Bill, 0%, due 08/08/2019 |
912796SC4 |
250,000 |
$249,366.94 |
2.25% |
| U.S. Treasury Bill, 0%, due 09/12/2019 |
912796RA9 |
250,000 |
$248,858.89 |
2.24% |
Holdings are subject to change.
* The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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