Holdings of the Fund as of 9/20/2019 *
Futures **
| US 2YR NOTE (CBT) Dec19 |
TUZ9 |
Financial - Interest Rates |
3.0000 |
$645,679.69 |
7.11% |
| PALLADIUM FUTURE Dec19 |
PAZ9 |
Metals |
3.0000 |
$487,500.00 |
5.37% |
| SPI 200 FUTURES Dec19 |
XPZ9 |
Financial - Equity Index |
4.0000 |
$454,203.54 |
5.00% |
| US 5YR NOTE (CBT) Dec19 |
FVZ9 |
Financial - Interest Rates |
3.0000 |
$356,203.13 |
3.92% |
| EURO STOXX 50 Dec19 |
VGZ9 |
Financial - Equity Index |
9.0000 |
$352,421.75 |
3.88% |
| NASDAQ 100 E-MINI Dec19 |
NQZ9 |
Financial - Equity Index |
2.0000 |
$313,220.00 |
3.45% |
| GOLD 100 OZ FUTR Dec19 |
GCZ9 |
Metals |
2.0000 |
$303,020.00 |
3.34% |
| DAX Mini Future Dec19 |
DFWZ9 |
Financial - Equity Index |
4.0000 |
$274,370.24 |
3.02% |
| DJIA MINI e-CBOT Dec19 |
DMZ9 |
Financial - Equity Index |
2.0000 |
$268,940.00 |
2.96% |
| US 10YR NOTE (CBT)Dec19 |
TYZ9 |
Financial - Interest Rates |
2.0000 |
$259,375.00 |
2.86% |
| LME NICKEL FUTURE Oct19 |
LNV9 |
Metals |
2.0000 |
$211,680.00 |
2.33% |
| PLATINUM FUTURE Jan20 |
PLF0 |
Metals |
4.0000 |
$189,780.00 |
2.09% |
| BRENT CRUDE FUTR Jan20 |
COF0 |
Energy |
3.0000 |
$186,600.00 |
2.06% |
| CAC40 10 EURO FUT Dec19 |
CFZ9 |
Financial - Equity Index |
3.0000 |
$187,333.55 |
2.06% |
| Low Su Gasoil G Jan20 |
QSF0 |
Energy |
3.0000 |
$179,925.00 |
1.98% |
| US LONG BOND(CBT) Dec19 |
USZ9 |
Financial - Interest Rates |
1.0000 |
$160,875.00 |
1.77% |
| S&P/TSX 60 IX FUT Dec19 |
PTZ9 |
Financial - Equity Index |
1.0000 |
$152,001.21 |
1.67% |
| S&P500 EMINI FUT Dec19 |
ESZ9 |
Financial - Equity Index |
1.0000 |
$149,475.00 |
1.65% |
| GASOLINE RBOB FUT Dec19 |
XBZ9 |
Energy |
2.0000 |
$135,517.20 |
1.49% |
| LME LEAD FUTURE Oct19 |
LLV9 |
Metals |
2.0000 |
$105,887.50 |
1.17% |
| FTSE 100 IDX FUT Dec19 |
Z Z9 |
Financial - Equity Index |
1.0000 |
$91,106.89 |
1.00% |
| SILVER FUTURE Dec19 |
SIZ9 |
Metals |
1.0000 |
$89,245.00 |
0.98% |
| LIVE CATTLE FUTR Dec19 |
LCZ9 |
Agricultural |
2.0000 |
$84,120.00 |
0.93% |
| COCOA FUTURE Dec19 |
CCZ9 |
Agricultural |
3.0000 |
$74,190.00 |
0.82% |
| WHEAT FUTURE(CBT) Dec19 |
W Z9 |
Agricultural |
3.0000 |
$72,637.50 |
0.80% |
| Low Su Gasoil G Dec19 |
QSZ9 |
Energy |
1.0000 |
$60,550.00 |
0.67% |
| LEAN HOGS FUTURE Dec19 |
LHZ9 |
Agricultural |
-2.0000 |
($53,000.00) |
-0.58% |
| WTI CRUDE FUTURE Dec19 |
CLZ9 |
Energy |
-1.0000 |
($57,840.00) |
-0.64% |
| COPPER FUTURE Dec19 |
HGZ9 |
Metals |
-1.0000 |
($65,162.50) |
-0.72% |
| CATTLE FEEDER FUT Oct19 |
FCV9 |
Agricultural |
-1.0000 |
($69,600.00) |
-0.77% |
| SOYBEAN FUTURE Nov19 |
S X9 |
Agricultural |
-2.0000 |
($88,275.00) |
-0.97% |
| CATTLE FEEDER FUT Nov19 |
FCX9 |
Agricultural |
-2.0000 |
($137,025.00) |
-1.51% |
| C$ CURRENCY FUT Dec19 |
CDZ9 |
Financial - Currency |
-2.0000 |
($150,790.00) |
-1.66% |
| NY Harb ULSD Fut Nov19 |
HOX9 |
Energy |
-2.0000 |
($166,488.00) |
-1.83% |
| LME ZINC FUTURE Dec19 |
LXZ9 |
Metals |
-3.0000 |
($173,025.00) |
-1.91% |
| AUDUSD Crncy Fut Dec19 |
ADZ9 |
Financial - Currency |
-3.0000 |
($203,460.00) |
-2.24% |
| SOYBEAN OIL FUTR Dec19 |
BOZ9 |
Agricultural |
-16.0000 |
($282,240.00) |
-3.11% |
| CORN FUTURE Dec19 |
C Z9 |
Agricultural |
-16.0000 |
($296,600.00) |
-3.27% |
| LME PRI ALUM FUTR Oct19 |
LAV19 |
Metals |
-9.0000 |
($401,737.50) |
-4.43% |
| COFFEE 'C' FUTURE Dec19 |
KCZ9 |
Agricultural |
-11.0000 |
($405,900.00) |
-4.47% |
| COTTON NO.2 FUTR Dec19 |
CTZ9 |
Agricultural |
-14.0000 |
($423,640.00) |
-4.67% |
| KC HRW WHEAT FUT Dec19 |
KWZ9 |
Agricultural |
-22.0000 |
($448,250.00) |
-4.94% |
| NEW ZEALAND $ FUT Dec19 |
NVZ9 |
Financial - Currency |
-8.0000 |
($501,600.00) |
-5.53% |
| GBP CURRENCY FUT Dec19 |
BPZ9 |
Financial - Currency |
-7.0000 |
($547,487.50) |
-6.03% |
| SUGAR #11 (WORLD) Mar20 |
SBH0 |
Agricultural |
-44.0000 |
($594,809.60) |
-6.55% |
| EURO FX CURR FUT Dec19 |
ECZ9 |
Financial - Currency |
-5.0000 |
($692,625.00) |
-7.63% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 10/31/2019 |
912796SQ3 |
2,000,000 |
$1,996,157.78 |
21.99% |
| U.S. Treasury Bill, 0%, due 11/14/2019 |
912796SS9 |
1,500,000 |
$1,495,975.41 |
16.48% |
| U.S. Treasury Bill, 0%, due 10/03/2019 |
912796SL4 |
1,250,000 |
$1,249,361.55 |
13.76% |
| US Dollar |
$USD |
1,042,747 |
$1,042,747.37 |
11.49% |
| U.S. Treasury Bill, 0%, due 10/10/2019 |
912796RF8 |
1,000,000 |
$999,120.88 |
11.01% |
| U.S. Treasury Bill, 0%, due 11/07/2019 |
912796RM3 |
800,000 |
$798,143.50 |
8.79% |
| U.S. Treasury Bill, 0%, due 09/26/2019 |
912796SK6 |
500,000 |
$499,925.52 |
5.51% |
| U.S. Treasury Bill, 0%, due 10/24/2019 |
912796SP5 |
500,000 |
$499,234.69 |
5.50% |
| U.S. Treasury Bill, 0%, due 02/20/2020 |
912796TG4 |
500,000 |
$496,140.63 |
5.47% |
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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